# EDGAR Filing Document

**Accession Number:** 0000914209
**File Stem:** 0001752724-25-203495
**Filing Date:** 2025-8
**Character Count:** 1061922
**Document Hash:** 0ccd83ed9386d91e7402241d84db5d29
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-203495.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-203495

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20250930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07121
- **FILM NUMBER:** 251253216

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

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

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

## Series and Classes Contracts Data

### Putnam Dynamic Asset Allocation Growth Fund (Series ID: S000000780)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000002319 | Class A shares | PAEAX           |
| C000002321 | Class C shares | PAECX           |
| C000002323 | Class R shares | PASRX           |
| C000002324 | Class Y shares | PAGYX           |
| C000117949 | Class R5       |  |
| C000117950 | Class R6       |  |
| C000174663 | Class P Shares |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

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

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

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

- **b. EDGAR series identifier (if any):** S000000780

- **c. LEI of Series:** 54930008K7GIJC4BGQ63

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2901297629.56

**Total Liabilities:** $100222867.38

**Net Assets:** $2801074762.18

**Delayed Delivery Securities:** $77203854.78

**Cash Not Reported:** $4439032.05

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 5169.03000000 | **1-Year:** 18665.62000000 | **5-Year:** 46704.31000000 | **10-Year:** 58207.94000000 | **30-Year:** 20255.18000000

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

- **3-Month:** 669.50000000 | **1-Year:** 7144.97000000 | **5-Year:** 18717.77000000 | **10-Year:** 4020.67000000 | **30-Year:** 32.87000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002319 | 0.47%                | 4.84%                | 4.12%                |
| Class ID C000117949 | 0.55%                | 4.83%                | 4.09%                |
| Class ID C000174663 | 0.56%                | 4.85%                | 4.14%                |
| Class ID C000002321 | 0.46%                | 4.77%                | 4.00%                |
| Class ID C000117950 | 0.51%                | 4.90%                | 4.09%                |
| Class ID C000002323 | 0.49%                | 4.78%                | 4.05%                |
| Class ID C000002324 | 0.51%                | 4.86%                | 4.14%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $7081303.03              | $1764482.69                                |
| Month 2  | $4634635.65              | $118243023.50                              |
| Month 3  | $63774118.58             | $51603097.17                               |

**Designated Index Information**

- **Index Name:** 60%R3000 15%USAgg 15%EAFE  5%EM 5%IBofAHYDev

- **Index Identifier:** IDX01293

### Schedule of Portfolio Investments

| Name                                                                                  | Title                                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    743000 | PA      | $774689.33    | 0.03%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CBRE Group, Inc.                                                                      | CBRE Group, Inc., Class A                                                             | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     35619 | NS      | $4990934.28   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier, Inc.                                                                      | Bombardier, Inc.                                                                      | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $42038.00     | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                            | Mars, Inc.                                                                            | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32426.33     | 0.00%             | 2031-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $105.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Third Coast Bancshares, Inc.                                                          | Third Coast Bancshares, Inc.                                                          | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3199 | NS      | $104511.33    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                       | Intercontinental Exchange, Inc.                                                       | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      4679 | NS      | $858456.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC STACR Debt Notes                                                                | FHLMC STACR Debt Notes, Series 2015-DNA3, Class M3                                    | CUSIP: 3137G0GW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146042 | PA      | $147737.86    | 0.01%             | 2028-04-25      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                              | Electricite de France SA                                                              | CUSIP: 28504DAF0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $102222.71    | 0.00%             | 2035-01-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                              | Energizer Holdings, Inc.                                                              | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113605.14    | 0.00%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-84121.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Constellium SE                                                                        | Constellium SE                                                                        | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $113607.39    | 0.00%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2013-CR13, Class D                                        | CUSIP: 12630BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    347000 | PA      | $198279.27    | 0.01%             | 2046-11-10      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                           | Toll Brothers Finance Corp.                                                           | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    123000 | PA      | $122392.23    | 0.00%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                     | Wells Fargo & Co.                                                                     | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1767676.60   | 0.06%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CVS Pass Through Trust                                                                | CVS Pass-Through Trust                                                                | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3759 | PA      | $3812.44      | 0.00%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                               | Sensata Technologies BV                                                               | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $260564.46    | 0.01%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties                                                               | COPT Defense Properties                                                               | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      3792 | NS      | $104583.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jamestown CLO IX Ltd.                                                                 | Jamestown CLO IX Ltd., Series 2016-9A, Class A2RR                                     | CUSIP: 47048JAZ6<br>LEI: 254900NFTK4YH0WYT485 | Long             | ABS-CBDO         | CORP              | KY        |    286000 | PA      | $286536.25    | 0.01%             | 2034-07-25      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| PVH Corp.                                                                             | PVH Corp.                                                                             | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    280000 | PA      | $282100.41    | 0.01%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $98601.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                          | Oracle Corp.                                                                          | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     39529 | NS      | $8642225.27   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Encino Acquisition Partners Holdings LLC                                              | Encino Acquisition Partners Holdings LLC                                              | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |    435000 | PA      | $447248.73    | 0.02%             | 2028-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                               | Telefonica Emisiones SA                                                               | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    520000 | PA      | $437406.76    | 0.02%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2016-C04, Class 1M2                  | CUSIP: 30711XDA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    300336 | PA      | $307837.89    | 0.01%             | 2029-01-25      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                        | Morgan Stanley                                                                        | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121761.84    | 0.00%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                                                       | Eaton Corp. plc                                                                       | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |      2551 | NS      | $910681.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelis Insurance Holdings Ltd.                                                       | Fidelis Insurance Holdings Ltd.                                                       | CUSIP: N/A<br>LEI: 549300CDMGCAGJQ7DX03       | Long             | EC               | CORP              | BM        |      7466 | NS      | $123786.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Industries, Inc.                                                             | Standard Industries, Inc.                                                             | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    380000 | PA      | $360037.24    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| InterDigital, Inc.                                                                    | InterDigital, Inc.                                                                    | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3182 | NS      | $713499.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Carolinas LLC                                                             | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45810.17     | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sonos, Inc.                                                                           | Sonos, Inc.                                                                           | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      9961 | NS      | $107678.41    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp.                                                                | Monster Beverage Corp.                                                                | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     16864 | NS      | $1056360.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                                     | Chase Home Lending Mortgage Trust, Series 2025-7, Class A11                           | CUSIP: 16160AAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98000 | PA      | $98244.43     | 0.00%             | 2056-05-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                           | Beach Acquisition Bidco LLC                                                           | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | CORP              | US        |    230000 | PA      | $273204.30    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                          | Bain Capital Credit CLO Ltd., Series 2022-2A, Class A1                                | CUSIP: 05682GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250000.00    | 0.01%             | 2035-04-22      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ4B9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11912 | PA      | $12309.69     | 0.00%             | 2049-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                   | Synchrony Financial                                                                   | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     14314 | NS      | $955316.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trestles CLO IV Ltd.                                                                  | Trestles CLO IV Ltd., Series 2021-4A, Class A                                         | CUSIP: 89532WAA7<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $350753.99    | 0.01%             | 2034-07-21      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2025-R02, Class 1A1                  | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147566 | PA      | $147744.84    | 0.01%             | 2045-02-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| PRA Group, Inc.                                                                       | PRA Group, Inc.                                                                       | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    570000 | PA      | $588154.50    | 0.02%             | 2030-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                          | Cadence Design Systems, Inc.                                                          | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     26282 | NS      | $8098798.30   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate, Inc.                                                            | Anywhere Real Estate, Inc.                                                            | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     29844 | NS      | $108035.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                                                                    | Lam Research Corp.                                                                    | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     10949 | NS      | $1065775.66   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   3293000 | PA      | $-25563.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co. Ltd.                                                                     | Mitsui & Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |    153300 | NS      | $3124250.46   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Indian Hotels Co. Ltd.(The)                                                           | Indian Hotels Co. Ltd. (The), Class A                                                 | CUSIP: N/A<br>LEI: 33580076CH5SBY5HWA22       | Long             | EC               | CORP              | IN        |    189470 | NS      | $1680254.16   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Gulfport Energy Corp.                                                                 | Gulfport Energy Corp.                                                                 | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |       532 | NS      | $107022.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abu Dhabi Islamic Bank PJSC                                                           | Abu Dhabi Islamic Bank PJSC                                                           | CUSIP: N/A<br>LEI: 5493006DOLY8O98XHD74       | Long             | EC               | CORP              | AE        |    841823 | NS      | $4928684.77   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B5KL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35048 | PA      | $35312.24     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Merchants Bancorp                                                                     | Merchants Bancorp                                                                     | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |      5700 | NS      | $188499.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                                                                        | Enbridge, Inc.                                                                        | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    355000 | PA      | $291283.96    | 0.01%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, Series 2002-W8, Class 1                                                         | CUSIP: 31392DQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144490 | PA      | $1760.59      | 0.00%             | 2042-06-25      | Variable      | 0.29%                 | No            |                  2 | On Loan: No      |
| Rapid7, Inc.                                                                          | Rapid7, Inc.                                                                          | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |     12516 | NS      | $289495.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                    | CHS/Community Health Systems, Inc.                                                    | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    245000 | PA      | $259973.67    | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Shackleton XIV CLO Ltd.                                                               | Shackleton XIV CLO Ltd., Series 2019-14A, Class BR                                    | CUSIP: 81880XAQ5<br>LEI: 549300HOHPZON6E4VH77 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250696.38    | 0.01%             | 2034-07-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                                                           | Euronext NV                                                                           | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |     32787 | NS      | $5617790.18   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Hancock Whitney Corp.                                                                 | Hancock Whitney Corp.                                                                 | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     12094 | NS      | $694195.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp.                                                                   | Expand Energy Corp.                                                                   | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    665000 | PA      | $673376.34    | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                           | Rogers Communications, Inc.                                                           | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    670000 | PA      | $679647.73    | 0.02%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BlackRock, Inc.                                                                       | BlackRock, Inc.                                                                       | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      4258 | NS      | $4467706.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch + Lomb Corp.                                                                   | Bausch + Lomb Corp.                                                                   | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $188100.00    | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                          | Pacific Gas and Electric Co.                                                          | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    435000 | PA      | $442167.09    | 0.02%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $29.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                          | GS Mortgage Securities Trust, Series 2019-GC38, Class XA                              | CUSIP: 36252SAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5363064 | PA      | $167462.20    | 0.01%             | 2052-02-10      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| HDFC Asset Management Co. Ltd.                                                        | HDFC Asset Management Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 3358002FLK8AK8WSEP31       | Long             | EC               | CORP              | IN        |     26488 | NS      | $1604261.08   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.                              | Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.                              | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $118384.78    | 0.00%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                          | Humana, Inc.                                                                          | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258102.47    | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M1                  | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35744 | PA      | $35956.33     | 0.00%             | 2043-07-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                     | Exxon Mobil Corp.                                                                     | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    111088 | NS      | $11975286.40  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                                                                  | Vulcan Materials Co.                                                                  | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |     10429 | NS      | $2720091.78   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp.                                                               | Louisiana-Pacific Corp.                                                               | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      9301 | NS      | $799792.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                                                        | Alphabet, Inc., Class A                                                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    221545 | NS      | $39042875.35  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                                                           | Brinker International, Inc.                                                           | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      4923 | NS      | $887764.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp.                                                                  | Addus HomeCare Corp.                                                                  | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |       838 | NS      | $96529.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management, Inc.                                                        | Apollo Global Management, Inc.                                                        | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |      2781 | NS      | $208157.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Pass Through Trust                                                                | CVS Pass-Through Trust, Series 2013                                                   | CUSIP: 12665UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106402 | PA      | $102002.91    | 0.00%             | 2036-01-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Hanesbrands, Inc.                                                                     | Hanesbrands, Inc.                                                                     | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    420000 | PA      | $445084.50    | 0.02%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                      | CSC Holdings LLC                                                                      | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    285000 | PA      | $271257.53    | 0.01%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                          | Hess Midstream Operations LP                                                          | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $177717.93    | 0.01%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Expeditors International of Washington, Inc.                                          | Expeditors International of Washington, Inc.                                          | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      7554 | NS      | $863044.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-76908.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corp.                                                           | Great Canadian Gaming Corp., First Lien, CME Term Loan, B                             | CUSIP: C4111RAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    115383 | PA      | $112959.71    | 0.00%             | 2029-11-01      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                                  | Frontier Communications Holdings LLC                                                  | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $209344.25    | 0.01%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                         | Walmart, Inc.                                                                         | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    248341 | NS      | $24282782.98  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                                                      | Zions Bancorp NA                                                                      | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     17401 | NS      | $903807.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                                                                       | CME Group, Inc.                                                                       | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     24577 | NS      | $6773912.74   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                                                                       | Ingredion, Inc.                                                                       | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      6077 | NS      | $824162.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                                                       | Citigroup, Inc.                                                                       | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    323000 | PA      | $320161.72    | 0.01%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                       | AES Corp. (The)                                                                       | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    230000 | PA      | $201190.35    | 0.01%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H030674<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8000000 | PA      | $7077374.32   | 0.25%             | 2055-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                                    | Berry Global, Inc.                                                                    | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14375.90     | 0.00%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617K4U70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16572 | PA      | $15879.89     | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                                   | Valero Energy Corp.                                                                   | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     32709 | NS      | $4396743.78   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH plc                                                                               | CRH plc                                                                               | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |     55069 | NS      | $5055334.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                                                                   | Clean Harbors, Inc.                                                                   | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153788.70    | 0.01%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                           | McGraw-Hill Education, Inc.                                                           | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    365000 | PA      | $381023.96    | 0.01%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dresdner Funding Trust I                                                              | Dresdner Funding Trust I                                                              | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110566.80    | 0.00%             | 2031-06-30      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                                 | PayPal Holdings, Inc.                                                                 | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |    132122 | NS      | $9819307.04   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies, Inc.                                                            | Resideo Technologies, Inc.                                                            | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      7884 | NS      | $173921.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                                                                | Waste Management, Inc.                                                                | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      3661 | NS      | $837710.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Peru                                                                      | Peru Government Bond                                                                  | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    500000 | PA      | $449075.00    | 0.02%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                                                    | Nouryon Finance BV, First Lien, November 2024 Dollar CME Term Loan, B2                | CUSIP: N8232NAM9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    113283 | PA      | $113955.80    | 0.00%             | 2028-04-03      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| D-Wave Quantum, Inc.                                                                  | D-Wave Quantum, Inc.                                                                  | CUSIP: 26740W109<br>LEI: 5493001U37G4PRD4GW95 | Long             | EC               | CORP              | US        |     12410 | NS      | $181682.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp.                                                                  | SoftBank Group Corp.                                                                  | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |     26600 | NS      | $1933980.34   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding 2021-IV Ltd.                                                             | CIFC Funding Ltd., Series 2021-4A, Class AR                                           | CUSIP: 12547DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $350967.82    | 0.01%             | 2037-07-23      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618AWHH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84637 | PA      | $86779.69     | 0.00%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                          | Wisconsin Electric Power Co.                                                          | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    183000 | PA      | $181213.87    | 0.01%             | 2034-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                              | Celanese US Holdings LLC                                                              | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    512000 | PA      | $530559.37    | 0.02%             | 2027-07-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Intrepid Potash, Inc.                                                                 | Intrepid Potash, Inc.                                                                 | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      2753 | NS      | $98364.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                  | Mitsubishi UFJ Financial Group, Inc.                                                  | CUSIP: 606822AD6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    255000 | PA      | $254246.75    | 0.01%             | 2026-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                      | Comision Federal de Electricidad                                                      | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    280000 | PA      | $238293.64    | 0.01%             | 2033-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                                 | Mexico Government Bond                                                                | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    560000 | PA      | $485800.00    | 0.02%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization Trust                                                    | Station Place Securitization Trust, Series 2024-5, Class A                            | CUSIP: 85778YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660000 | PA      | $660428.08    | 0.02%             | 2025-08-04      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2023-R01, Class 1M1                  | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26216 | PA      | $26905.43     | 0.00%             | 2042-12-25      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | CDI                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  10144000 | PA      | $289342.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OneSpan, Inc.                                                                         | OneSpan, Inc.                                                                         | CUSIP: 68287N100<br>LEI: 984500E502E6DC354D26 | Long             | EC               | CORP              | US        |      6428 | NS      | $107283.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tango Therapeutics, Inc.                                                              | Tango Therapeutics, Inc.                                                              | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33804 | NS      | $173076.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods, Inc.                                                                 | Cal-Maine Foods, Inc.                                                                 | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      6657 | NS      | $663236.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8345.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK, Inc.                                                                          | AMETEK, Inc.                                                                          | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      5090 | NS      | $921086.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO XVII Ltd.                                                        | Neuberger Berman CLO XVII Ltd., Series 2014-17A, Class AR3                            | CUSIP: 64129UCC7<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $351400.00    | 0.01%             | 2038-07-22      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                     | Wells Fargo & Co.                                                                     | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    235000 | PA      | $242685.40    | 0.01%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                                    | Crown Castle, Inc.                                                                    | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    319000 | PA      | $313610.27    | 0.01%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                                       | JH North America Holdings, Inc.                                                       | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147498.21    | 0.01%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd.                                                                            | Chubb Ltd.                                                                            | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |      2800 | NS      | $811216.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG                                         | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                             | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |      3206 | NS      | $2081766.33   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                                                   | Ascend Learning LLC, Second Lien, Initial CME Term Loan                               | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     75232 | PA      | $75513.91     | 0.00%             | 2029-12-10      | Variable      | 10.18%                | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                   | Starwood Mortgage Residential Trust, Series 2020-3, Class A3                          | CUSIP: 85573MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    407000 | PA      | $364849.25    | 0.01%             | 2065-04-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                           | Amgen, Inc.                                                                           | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    230000 | PA      | $197087.38    | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Balchem Corp.                                                                         | Balchem Corp.                                                                         | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |       659 | NS      | $104912.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2022-R08, Class 1M1                  | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120560 | PA      | $123309.13    | 0.00%             | 2042-07-25      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                          | Bain Capital Credit CLO Ltd., Series 2022-2A, Class A1R                               | CUSIP: 05682GAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250187.50    | 0.01%             | 2035-04-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140LV6S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1487270 | PA      | $1234787.15   | 0.04%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Under Armour, Inc.                                                                    | Under Armour, Inc.                                                                    | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279181.55    | 0.01%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-394.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stoke Therapeutics, Inc.                                                              | Stoke Therapeutics, Inc.                                                              | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |     16168 | NS      | $183506.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group, Inc.                                                                    | CoStar Group, Inc.                                                                    | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |     35449 | NS      | $2850099.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries, Inc.                                                                   | CF Industries, Inc.                                                                   | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    520000 | PA      | $462913.94    | 0.02%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                          | NVIDIA Corp.                                                                          | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    774895 | NS      | $122425661.05 | 4.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Alternative Loan Trust                                                                | Alternative Loan Trust, Series 2005-59, Class 1A1                                     | CUSIP: 12668AEV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225915 | PA      | $222131.30    | 0.01%             | 2035-11-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25596 | PA      | $22770.79     | 0.00%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2024-R06, Class 1M1                  | CUSIP: 20755RAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30804 | PA      | $30813.69     | 0.00%             | 2044-09-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bills                                                                   | CUSIP: 912797QS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   3100000 | PA      | $3044889.75   | 0.11%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                            | PG&E Corp.                                                                            | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    110337 | NS      | $1538097.78   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                                      | Amazon.com, Inc.                                                                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    368580 | NS      | $80862766.20  | 2.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG, Inc.                                                              | Venture Global LNG, Inc.                                                              | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    260000 | PA      | $280952.88    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                                  | Ally Financial, Inc.                                                                  | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251479.32    | 0.01%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                           | Crescent Energy Finance LLC                                                           | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    475000 | PA      | $475621.97    | 0.02%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JUUV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17549 | PA      | $18300.57     | 0.00%             | 2049-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                              | Lloyds Banking Group plc                                                              | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $214837.92    | 0.01%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                   | Kinder Morgan, Inc.                                                                   | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111107.64    | 0.00%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                         | Freedom Mortgage Holdings LLC                                                         | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    460000 | PA      | $465323.12    | 0.02%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KKR CLO 54 Ltd.                                                                       | KKR CLO 54 Ltd., Series 2024-54A, Class A                                             | CUSIP: 48256VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    337000 | PA      | $337944.39    | 0.01%             | 2038-01-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                                                                      | ServiceNow, Inc.                                                                      | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    315000 | PA      | $273103.86    | 0.01%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                                | Paraguay Government Bond                                                              | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    230000 | PA      | $230126.50    | 0.01%             | 2027-03-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group, Inc.                                                             | CNO Financial Group, Inc.                                                             | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211952.51    | 0.01%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                       | Oncor Electric Delivery Co. LLC                                                       | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    405000 | PA      | $311774.77    | 0.01%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Equity LifeStyle Properties, Inc.                                                     | Equity LifeStyle Properties, Inc.                                                     | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     12855 | NS      | $792767.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                                                            | New Jersey Resources Corp.                                                            | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     12958 | NS      | $580777.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd.                                                                              | Sea Ltd.                                                                              | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |      7834 | NS      | $1252969.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                        | Alimentation Couche-Tard, Inc.                                                        | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $236237.10    | 0.01%             | 2027-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $24762.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xperi, Inc.                                                                           | Xperi, Inc.                                                                           | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14784 | NS      | $116941.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wrangler Holdco Corp.                                                                 | Wrangler Holdco Corp.                                                                 | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $125022.12    | 0.00%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                                    | Johnson Controls International plc                                                    | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    250000 | PA      | $209136.60    | 0.01%             | 2064-07-02      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                        | Alimentation Couche-Tard, Inc.                                                        | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    148000 | PA      | $138357.60    | 0.00%             | 2030-01-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| OPENLANE, Inc.                                                                        | OPENLANE, Inc.                                                                        | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      4283 | NS      | $104719.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140J9SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    615955 | PA      | $543530.57    | 0.02%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                               | Romania Government Bond                                                               | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    350000 | PA      | $338548.81    | 0.01%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140XEB45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    850320 | PA      | $767983.19    | 0.03%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                   | Petroleos Mexicanos                                                                   | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    126000 | PA      | $117176.57    | 0.00%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                                            | National Bank of Greece SA                                                            | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |    355036 | NS      | $4526975.18   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp.                   | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp.                   | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65017.32     | 0.00%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                                                 | Interpublic Group of Cos., Inc. (The)                                                 | CUSIP: 460690BP4<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    698000 | PA      | $701694.47    | 0.03%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Credo Technology Group Holding Ltd.                                                   | Credo Technology Group Holding Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     13315 | NS      | $1232835.85   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| International Container Terminal Services, Inc.                                       | International Container Terminal Services, Inc.                                       | CUSIP: N/A<br>LEI: 254900FU1MWK0I0Q4J61       | Long             | EC               | CORP              | PH        |    262610 | NS      | $1914520.11   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co., Inc.                                                                   | Ajinomoto Co., Inc.                                                                   | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |     27200 | NS      | $737750.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercantile Bank Corp.                                                                 | Mercantile Bank Corp.                                                                 | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      2131 | NS      | $98899.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                                                            | Essex Property Trust, Inc.                                                            | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      2979 | NS      | $844248.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Ltd.                                                                     | Enstar Group Ltd.                                                                     | CUSIP: N/A<br>LEI: 213800AMAL5QFXVUCN04       | Long             | EC               | CORP              | BM        |      1847 | NS      | $621256.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Etihad Etisalat Co.                                                                   | Etihad Etisalat Co.                                                                   | CUSIP: N/A<br>LEI: 2549007BA9ABDE3HVK79       | Long             | EC               | CORP              | SA        |     98696 | NS      | $1560504.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $18.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140L4G45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1067620 | PA      | $901802.68    | 0.03%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ubiquiti, Inc.                                                                        | Ubiquiti, Inc.                                                                        | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3349 | NS      | $1378615.85   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Commercial Mortgage Trust                                                    | Barclays Commercial Mortgage Trust, Series 2019-C3, Class C                           | CUSIP: 05550MAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    187000 | PA      | $165526.58    | 0.01%             | 2052-05-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                                                    | Nouryon Finance BV, First Lien, November 2024 Dollar CME Term Loan, B1                | CUSIP: N8232NAL1<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    304469 | PA      | $306277.40    | 0.01%             | 2028-04-03      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                                | Mauser Packaging Solutions Holding Co.                                                | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    320000 | PA      | $325645.44    | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RingCentral, Inc.                                                                     | RingCentral, Inc., Class A                                                            | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |     32805 | NS      | $930021.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Symphony CLO XXXII Ltd.                                                               | Symphony CLO XXXII Ltd., Series 2022-32A, Class A1                                    | CUSIP: 87168NAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250228.23    | 0.01%             | 2035-04-23      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                                                       | Hilton Worldwide Holdings, Inc.                                                       | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     32742 | NS      | $8720504.28   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-51516.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                                | Tenet Healthcare Corp.                                                                | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    550000 | PA      | $549477.62    | 0.02%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ryanair Holdings plc                                                                  | Ryanair Holdings plc                                                                  | CUSIP: N/A<br>LEI: 635400BR2ROC1FVEBQ56       | Long             | EC               | CORP              | IE        |     21293 | NS      | $603990.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 5036, Class IK                                                          | CUSIP: 3137F6TK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2485611 | PA      | $509609.92    | 0.02%             | 2050-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 31418CBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1033294 | PA      | $918493.72    | 0.03%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                               | Hyundai Capital America                                                               | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    465000 | PA      | $490589.22    | 0.02%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Northwest Natural Holding Co.                                                         | Northwest Natural Holding Co.                                                         | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |      2821 | NS      | $112050.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares, Inc.                                                            | Northwest Bancshares, Inc.                                                            | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7843 | NS      | $100233.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity, Inc.                                                                        | Doximity, Inc., Class A                                                               | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16160 | NS      | $991254.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alumis, Inc.                                                                          | Alumis, Inc.                                                                          | CUSIP: 022307102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18712 | NS      | $56136.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                                                                   | Herc Holdings, Inc.                                                                   | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164297.44    | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                                  | Otis Worldwide Corp.                                                                  | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    145000 | PA      | $133822.15    | 0.00%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                                | Northrop Grumman Corp.                                                                | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     12947 | NS      | $6473241.06   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                                                           | NN Group NV                                                                           | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |      3394 | NS      | $225833.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                                                                | RWE AG                                                                                | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |     13164 | NS      | $550099.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $11444.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                             | KLA Corp.                                                                             | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      1084 | NS      | $970982.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                                                                  | Curtiss-Wright Corp.                                                                  | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      2357 | NS      | $1151512.35   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IPALCO Enterprises, Inc.                                                              | IPALCO Enterprises, Inc.                                                              | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134497.72    | 0.00%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Resecuritization Trust                                                 | Morgan Stanley Resecuritization Trust, Series 2015-R4, Class CB1                      | CUSIP: 61690WAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38728 | PA      | $38685.97     | 0.00%             | 2047-08-26      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                                                  | ENEOS Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |    324800 | NS      | $1609979.38   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    600000 | PA      | $591114.70    | 0.02%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1042.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                        | Morgan Stanley                                                                        | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    475000 | PA      | $483399.76    | 0.02%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities, Inc.                                               | Mid-America Apartment Communities, Inc.                                               | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      5341 | NS      | $790521.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Finance Corp. Ltd.                                                              | Power Finance Corp. Ltd.                                                              | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | NUSS              | IN        |    240000 | PA      | $230201.34    | 0.01%             | 2030-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  11311000 | PA      | $223098.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                                                              | Option Care Health, Inc.                                                              | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     10328 | NS      | $335453.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp.                                                                          | Subaru Corp.                                                                          | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |     77000 | NS      | $1334902.43   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.                                                    | BJ's Wholesale Club Holdings, Inc.                                                    | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     29460 | NS      | $3176671.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions, Inc.                                                          | Financial Institutions, Inc.                                                          | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3992 | NS      | $102514.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                                                         | Gartner, Inc.                                                                         | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    315000 | PA      | $294967.07    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp. / Six Flags Theme Parks, Inc. / Canada's Wonderland Co. | Six Flags Entertainment Corp. / Six Flags Theme Parks, Inc. / Canada's Wonderland Co. | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $134167.75    | 0.00%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC / BRS Finance Corp.                                               | Big River Steel LLC / BRS Finance Corp.                                               | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263000 | PA      | $265293.89    | 0.01%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                                                      | Sony Group Corp.                                                                      | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |    151800 | NS      | $3946849.53   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                              | Bristol-Myers Squibb Co.                                                              | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     87671 | NS      | $4058290.59   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1968.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA, Series 2016-H16, Class LI                                                       | CUSIP: 38376RWN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2414282 | PA      | $109371.80    | 0.00%             | 2066-07-20      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                              | Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE6, Class M1                   | CUSIP: 61744CFB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63986 | PA      | $62453.22     | 0.00%             | 2034-08-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| CSL Ltd.                                                                              | CSL Ltd.                                                                              | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |      1024 | NS      | $161751.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TechnipFMC plc                                                                        | TechnipFMC plc                                                                        | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |     30812 | NS      | $1061165.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                            | Alibaba Group Holding Ltd.                                                            | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |    282600 | NS      | $4000471.35   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilltop Holdings, Inc.                                                                | Hilltop Holdings, Inc.                                                                | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     13848 | NS      | $420286.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                                                       | Eli Lilly & Co.                                                                       | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    145000 | PA      | $132975.85    | 0.00%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                       | Eli Lilly & Co.                                                                       | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     31500 | NS      | $24555195.00  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman International LLC                                                            | Huntsman International LLC                                                            | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    286000 | PA      | $271447.08    | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-132144.76   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp.                                                                         | Danaher Corp.                                                                         | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      4330 | NS      | $855348.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                                  | Royal Bank of Canada                                                                  | CUSIP: 780082AD5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $284948.65    | 0.01%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing Holdings, Inc.                                          | American Axle & Manufacturing Holdings, Inc.                                          | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |     65145 | NS      | $265791.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyeth LLC                                                                             | Wyeth LLC                                                                             | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    305000 | PA      | $325485.40    | 0.01%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                              | WESCO Distribution, Inc.                                                              | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    325000 | PA      | $338136.50    | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Proto Labs, Inc.                                                                      | Proto Labs, Inc.                                                                      | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |      3822 | NS      | $153032.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries, Inc.                                                                   | CF Industries, Inc.                                                                   | CUSIP: 12527GAH6<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280258.94    | 0.01%             | 2026-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                                   | Bausch + Lomb Corp.                                                                   | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | DBT              | CORP              | CA        |    100000 | PA      | $118754.88    | 0.00%             | 2031-01-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, Series 2021-28, Class NI                                                        | CUSIP: 3136BHKQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3808482 | PA      | $392521.23    | 0.01%             | 2041-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                                  | American Tower Corp.                                                                  | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    397000 | PA      | $356232.99    | 0.01%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                            | Mars, Inc.                                                                            | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60748.82     | 0.00%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp.                                                                 | Deckers Outdoor Corp.                                                                 | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      3460 | NS      | $356622.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2043.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                                                            | United Natural Foods, Inc.                                                            | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      3642 | NS      | $84895.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First-Citizens Bank & Trust Co.                                                       | First-Citizens Bank & Trust Co.                                                       | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    649000 | PA      | $673960.53    | 0.02%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                                | Alternative Loan Trust, Series 2006-OA7, Class 1A2                                    | CUSIP: 02146BAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    321128 | PA      | $315249.99    | 0.01%             | 2046-06-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                         | Voya CLO Ltd., Series 2019-3A, Class AR                                               | CUSIP: 92918FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    244512 | PA      | $244756.56    | 0.01%             | 2032-10-17      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617K54B7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12215 | PA      | $11775.89     | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                             | Sunoco LP                                                                             | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    335000 | PA      | $340803.48    | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury 2 Year Notes                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       321 | NC      | $231436.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grindr, Inc.                                                                          | Grindr, Inc.                                                                          | CUSIP: 39854F101<br>LEI: 254900J9EDQSYT0ERQ67 | Long             | EC               | CORP              | US        |     13937 | NS      | $316369.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                                         | Comcast Corp.                                                                         | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    107000 | PA      | $60219.62     | 0.00%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                             | South Bow USA Infrastructure Holdings LLC                                             | CUSIP: 83007CAC6<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    345000 | PA      | $346225.65    | 0.01%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Meituan                                                                               | Meituan Dianping, Class B                                                             | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | EC               | CORP              | KY        |     18500 | NS      | $297591.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                                           | Crocs, Inc.                                                                           | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    195000 | PA      | $186201.44    | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bajaj Finance Ltd.                                                                    | Bajaj Finance Ltd.                                                                    | CUSIP: N/A<br>LEI: 335800YTEXC3DO4Z6F68       | Long             | EC               | CORP              | IN        |     63640 | NS      | $695035.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                        | Alphabet, Inc., Class C                                                               | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     83068 | NS      | $14735432.52  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                       | WFRBS Commercial Mortgage Trust, Series 2011-C3, Class D                              | CUSIP: 92935VAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206195 | PA      | $69590.97     | 0.00%             | 2044-03-15      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | S&P 500 E-Mini Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -362 | NC      | $-4010786.24  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Cloud Software Group, Inc.                                                            | Cloud Software Group, Inc.                                                            | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    290000 | PA      | $292887.82    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mineralys Therapeutics, Inc.                                                          | Mineralys Therapeutics, Inc.                                                          | CUSIP: 603170101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6473 | NS      | $87579.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GGAM Finance Ltd.                                                                     | GGAM Finance Ltd.                                                                     | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    105000 | PA      | $108333.33    | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Informa plc                                                                           | Informa plc                                                                           | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |     66182 | NS      | $732714.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                                | Aramark Services, Inc.                                                                | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    343000 | PA      | $341949.01    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PetroChina Co. Ltd.                                                                   | PetroChina Co. Ltd., Class H                                                          | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |   2990000 | NS      | $2576713.61   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA                                                                                  | CUSIP: 3140FXFM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    382383 | PA      | $357010.96    | 0.01%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials                                                         | Foundation Building Materials, Inc., First Lien, 2025 Incremental CME Term Loan       | CUSIP: 35039KAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $29671.95     | 0.00%             | 2031-01-29      | Variable      | 9.55%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                | Truist Financial Corp.                                                                | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    235000 | PA      | $242091.50    | 0.01%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                           | McGraw-Hill Education, Inc.                                                           | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145973.53    | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                                             | Shell plc                                                                             | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |    199288 | NS      | $6998894.41   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                          | Uruguay Government Bond                                                               | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     90000 | PA      | $107621.10    | 0.00%             | 2036-03-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Nissin Foods Holdings Co. Ltd.                                                        | Nissin Foods Holdings Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 529900YMZMNSHC1W6V41       | Long             | EC               | CORP              | JP        |     16800 | NS      | $349022.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                       | Intercontinental Exchange, Inc.                                                       | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    104000 | PA      | $103568.59    | 0.00%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences, Inc.                                                          | Neurocrine Biosciences, Inc.                                                          | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     39008 | NS      | $4902915.52   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins, Inc.                                                                         | Cummins, Inc.                                                                         | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      2584 | NS      | $846260.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                           | RHP Hotel Properties LP / RHP Finance Corp.                                           | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $339610.26    | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                               | Boston Scientific Corp.                                                               | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     38479 | NS      | $4133029.39   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                         | UBS Commercial Mortgage Trust, Series 2017-C7, Class XA                               | CUSIP: 90276WAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3140765 | PA      | $63808.10     | 0.00%             | 2050-12-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Insmed, Inc.                                                                          | Insmed, Inc.                                                                          | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |     12741 | NS      | $1282254.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B5KJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62333 | PA      | $63008.26     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| News Corp.                                                                            | News Corp.                                                                            | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     76000 | PA      | $74426.66     | 0.00%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                                          | Intuit, Inc.                                                                          | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1277 | NS      | $1005803.51   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson plc                                                              | Willis Towers Watson plc                                                              | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |      2738 | NS      | $839197.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hungary                                                                               | Hungary Government Bond                                                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    230000 | PA      | $232154.35    | 0.01%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                         | Owens Corning                                                                         | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      6067 | NS      | $834333.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers, Inc.                                                                 | Scorpio Tankers, Inc.                                                                 | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |     13802 | NS      | $540072.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mars, Inc.                                                                            | Mars, Inc.                                                                            | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    440000 | PA      | $443668.28    | 0.02%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1497950.66   | 0.05%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $21911.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rhythm Pharmaceuticals, Inc.                                                          | Rhythm Pharmaceuticals, Inc.                                                          | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |      1877 | NS      | $118607.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                  | IHO Verwaltungs GmbH                                                                  | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $204711.00    | 0.01%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                          | CaixaBank SA                                                                          | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $206898.75    | 0.01%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Urban Outfitters, Inc.                                                                | Urban Outfitters, Inc.                                                                | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      2836 | NS      | $205723.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4761.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                               | BPCE SA                                                                               | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    535000 | PA      | $538695.27    | 0.02%             | 2027-01-18      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                     | Taylor Morrison Communities, Inc.                                                     | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209400.56    | 0.01%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment, Inc.                                                              | Penn Entertainment, Inc.                                                              | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $294310.17    | 0.01%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Trustmark Corp.                                                                       | Trustmark Corp.                                                                       | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     11494 | NS      | $419071.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TMS International Corp.                                                               | TMS International Corp.                                                               | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |    280000 | PA      | $266457.07    | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chobani Holdco II LLC                                                                 | Chobani Holdco II LLC                                                                 | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109405 | PA      | $117432.15    | 0.00%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                                          | Prysmian SpA                                                                          | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |     40092 | NS      | $2838482.32   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3209.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hayfin US XIV Ltd.                                                                    | Hayfin US XIV Ltd., Series 2021-14A, Class A1                                         | CUSIP: 42088AAA2<br>LEI: 5493000YWK38UXBNS724 | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $200490.97    | 0.01%             | 2034-07-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                                        | WP Carey, Inc.                                                                        | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |     14027 | NS      | $875004.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co.                                                               | Abercrombie & Fitch Co., Class A                                                      | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      5662 | NS      | $469096.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Andes SA                                                                          | AES Andes SA                                                                          | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $204202.20    | 0.01%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2023-HQA3, Class M1                                   | CUSIP: 35564K3G2<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |     44084 | PA      | $44450.57     | 0.00%             | 2043-11-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                        | Constellium SE                                                                        | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    325000 | PA      | $330625.75    | 0.01%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                                        | Long Beach Mortgage Loan Trust, Series 2004-1, Class A2                               | CUSIP: 542514FE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    226759 | PA      | $226998.45    | 0.01%             | 2034-02-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Snowflake, Inc.                                                                       | Snowflake, Inc., Class A                                                              | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      5109 | NS      | $1143240.93   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd.                                                                        | BHP Group Ltd.                                                                        | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |      8840 | NS      | $211654.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                       | CSAIL Commercial Mortgage Trust, Series 2019-C17, Class AS                            | CUSIP: 12597BAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    289000 | PA      | $262030.78    | 0.01%             | 2052-09-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                             | Danone SA                                                                             | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |     32142 | NS      | $2629965.66   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                             | Sanofi SA                                                                             | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |     65832 | NS      | $6373440.40   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                        | Hewlett Packard Enterprise Co.                                                        | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    113000 | PA      | $104442.56    | 0.00%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                                   | Citigroup Mortgage Loan Trust, Inc., Series 2005-2, Class 1A2A                        | CUSIP: 17307GQZ4<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     66289 | PA      | $65470.70     | 0.00%             | 2035-05-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Limbach Holdings, Inc.                                                                | Limbach Holdings, Inc.                                                                | CUSIP: 53263P105<br>LEI: 254900EW8KXT5ZTWQI30 | Long             | EC               | CORP              | US        |      1008 | NS      | $141220.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova, Inc.                                                                      | GE Vernova, Inc.                                                                      | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      2656 | NS      | $1405422.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wachovia Bank Commercial Mortgage Trust                                               | Wachovia Bank Commercial Mortgage Trust, Series 2006-C29                              | CUSIP: 92978PAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11039 | PA      | $23.69        | 0.00%             | 2048-11-15      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BSD74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27027 | PA      | $27318.65     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Next plc                                                                              | Next plc                                                                              | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |      3682 | NS      | $628863.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kodiak Gas Services, Inc.                                                             | Kodiak Gas Services, Inc.                                                             | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2655 | NS      | $90986.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA, Series 2021-117, Class MI                                                       | CUSIP: 38382WEX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3744292 | PA      | $600169.24    | 0.02%             | 2042-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                       | Live Nation Entertainment, Inc.                                                       | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121854.48    | 0.00%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                                 | Petronas Capital Ltd.                                                                 | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    330000 | PA      | $336897.79    | 0.01%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                               | Waste Connections, Inc.                                                               | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $116274.32    | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                                                        | Fortescue Ltd.                                                                        | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |    172724 | NS      | $1736261.86   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                                    | Hyatt Hotels Corp.                                                                    | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    184000 | PA      | $187858.68    | 0.01%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GSK plc                                                                               | GSK plc                                                                               | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |     56849 | NS      | $1083909.72   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                               | Republic Services, Inc., Class A                                                      | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      3396 | NS      | $837487.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd.                                                                    | Everest Group Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |      2464 | NS      | $837390.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3331.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6404.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                                        | Weatherford International Ltd.                                                        | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    270000 | PA      | $278474.55    | 0.01%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| KKR CLO 52 Ltd.                                                                       | KKR CLO 52 Ltd., Series 2023-52A, Class A2                                            | CUSIP: 48255XAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250000.00    | 0.01%             | 2036-07-16      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                      | GE HealthCare Technologies, Inc.                                                      | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113358.11    | 0.00%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                           | Apple, Inc.                                                                           | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    444175 | NS      | $91131384.75  | 3.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VVZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2853065 | PA      | $2534614.65   | 0.09%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJVH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14719 | PA      | $15186.23     | 0.00%             | 2049-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                  | Royal Bank of Canada                                                                  | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    475000 | PA      | $488790.18    | 0.02%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Global Partners LP / GLP Finance Corp.                                                | Global Partners LP / GLP Finance Corp.                                                | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $517519.37    | 0.02%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                              | Motorola Solutions, Inc.                                                              | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    121000 | PA      | $107446.43    | 0.00%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                                    | Berry Global, Inc.                                                                    | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    450000 | PA      | $442012.41    | 0.02%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                        | Constellium SE, Class A                                                               | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |     41334 | NS      | $549742.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                                                          | Apple Hospitality REIT, Inc.                                                          | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      8028 | NS      | $93686.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2016-C01, Class 1M2                  | CUSIP: 30711XBM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    143220 | PA      | $147446.48    | 0.01%             | 2028-08-25      | Floating      | 11.17%                | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd.                                                | Check Point Software Technologies Ltd.                                                | CUSIP: N/A<br>LEI: 2549003ZVBH73EPNS513       | Long             | EC               | CORP              | IL        |      3000 | NS      | $663750.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-6841.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                                       | Automatic Data Processing, Inc.                                                       | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     38474 | NS      | $11865381.60  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd.                                                                      | SiriusPoint Ltd.                                                                      | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | BM        |      7536 | NS      | $153659.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $54513.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                               | Quikrete Holdings, Inc.                                                               | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    205000 | PA      | $210933.71    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5694.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nurix Therapeutics, Inc.                                                              | Nurix Therapeutics, Inc.                                                              | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9419 | NS      | $107282.41    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                            | AAdvantage Loyalty IP Ltd., First Lien, CME Term Loan                                 | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    277334 | PA      | $275924.65    | 0.01%             | 2028-04-20      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                        | Protective Life Global Funding                                                        | CUSIP: 74368CBV5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    305000 | PA      | $315740.83    | 0.01%             | 2028-12-08      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| DoorDash, Inc.                                                                        | DoorDash, Inc., Class A                                                               | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |     63911 | NS      | $15754700.61  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                                                          | Fiserv, Inc.                                                                          | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      5163 | NS      | $890152.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618AWHG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41395 | PA      | $42614.60     | 0.00%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DexKo Global, Inc.                                                                    | DexKo Global, Inc., First Lien, Closing Date Dollar CME Term Loan                     | CUSIP: 25213YAU9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    178976 | PA      | $171707.84    | 0.01%             | 2028-10-04      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                                                  | NextEra Energy, Inc.                                                                  | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |    102057 | NS      | $7084796.94   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                                                                | Howmet Aerospace, Inc.                                                                | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    396000 | PA      | $378886.90    | 0.01%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GEO Group, Inc. (The)                                                                 | GEO Group, Inc. (The)                                                                 | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |      3979 | NS      | $95297.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Recruit Holdings Co. Ltd.                                                             | Recruit Holdings Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |     62300 | NS      | $3663653.61   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                                                 | Ahead DB Holdings LLC                                                                 | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175653.45    | 0.01%             | 2028-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                                   | Newell Brands, Inc.                                                                   | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112162.27    | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                                                          | Komatsu Ltd.                                                                          | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |     10200 | NS      | $336534.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                                   | Bausch + Lomb Corp.                                                                   | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | DBT              | CORP              | CA        |    100000 | PA      | $118754.88    | 0.00%             | 2031-01-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1691.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                                | Southwest Airlines Co.                                                                | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |    178931 | NS      | $5804521.64   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 5121, Class KI                                                          | CUSIP: 3137H0LW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2545820 | PA      | $566913.70    | 0.02%             | 2051-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| adidas AG                                                                             | adidas AG                                                                             | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |      2204 | NS      | $514479.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JUMBO SA                                                                              | JUMBO SA                                                                              | CUSIP: N/A<br>LEI: 549300TGIVUUMY40MZ05       | Long             | EC               | CORP              | GR        |     24721 | NS      | $853218.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dornoch Debt Merger Sub, Inc.                                                         | Dornoch Debt Merger Sub, Inc.                                                         | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $255959.88    | 0.01%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ4U7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32752 | PA      | $34317.97     | 0.00%             | 2049-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hudson Technologies, Inc.                                                             | Hudson Technologies, Inc.                                                             | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19484 | NS      | $158210.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Note                                                                    | CUSIP: 91282CAT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    267000 | PA      | $263474.80    | 0.01%             | 2025-10-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                           | Service Corp. International                                                           | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59790.33     | 0.00%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2021-HQA4, Class M1                                   | CUSIP: 35564KNK1<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |     50302 | PA      | $50230.80     | 0.00%             | 2041-12-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                                 | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                                 | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $307971.83    | 0.01%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3113.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toll Brothers, Inc.                                                                   | Toll Brothers, Inc.                                                                   | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      8195 | NS      | $935295.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | ETRSI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |  79693981 | PA      | $-1451307.31  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2021-DNA7, Class M2                                   | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |    521000 | PA      | $525012.85    | 0.02%             | 2041-11-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                                                          | Dai-ichi Life Holdings, Inc.                                                          | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |     53900 | NS      | $409780.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1540.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energizer Gamma Acquisition BV                                                        | Energizer Gamma Acquisition BV                                                        | CUSIP: N/A<br>LEI: 5493002SUYZDHEQ3JN34       | Long             | DBT              | CORP              | NL        |    220000 | PA      | $248191.92    | 0.01%             | 2029-06-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FDJ United                                                                            | FDJ United                                                                            | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |     13569 | NS      | $532452.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryohin Keikaku Co. Ltd.                                                               | Ryohin Keikaku Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 549300PMNF56J66BY371       | Long             | EC               | CORP              | JP        |     48800 | NS      | $2340386.98   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Birch Grove CLO 2 Ltd.                                                                | Birch Grove CLO 2 Ltd., Series 2021-2A, Class A1R                                     | CUSIP: 09077LAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $350330.08    | 0.01%             | 2037-10-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                                    | Deutsche Boerse AG                                                                    | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |     19020 | NS      | $6213635.19   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd.                                                                 | Sonic Healthcare Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |     66009 | NS      | $1165137.36   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Excelerate Energy, Inc.                                                               | Excelerate Energy, Inc., Class A                                                      | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3436 | NS      | $100743.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JD.com, Inc.                                                                          | JD.com, Inc., Class A                                                                 | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |     49550 | NS      | $809266.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 5024, Class HI                                                          | CUSIP: 3137FWKE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2321979 | PA      | $529817.97    | 0.02%             | 2050-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SBI Holdings, Inc.                                                                    | SBI Holdings, Inc.                                                                    | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | EC               | CORP              | JP        |     92900 | NS      | $3237113.70   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group plc                                                                     | Compass Group plc                                                                     | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |    139744 | NS      | $4733410.01   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Heavy Industries Co. Ltd.                                                  | HD Hyundai Heavy Industries Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 988400CAR8W9URQLGF30       | Long             | EC               | CORP              | KR        |      3093 | NS      | $976259.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rayonier Advanced Materials, Inc.                                                     | Rayonier Advanced Materials, Inc.                                                     | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |     25094 | NS      | $96611.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox, Inc.                                                                         | Dropbox, Inc., Class A                                                                | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     30785 | NS      | $880451.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                                                    | Banco Santander SA                                                                    | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $193240.84    | 0.01%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $16132.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lantheus Holdings, Inc.                                                               | Lantheus Holdings, Inc.                                                               | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      7130 | NS      | $583661.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3580.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                             | RTX Corp.                                                                             | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61358.61     | 0.00%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                              | WESCO Distribution, Inc.                                                              | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134457.95    | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, Series 2024-98, Class FA                                                        | CUSIP: 3136BUCU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    328777 | PA      | $329026.23    | 0.01%             | 2053-12-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                                 | Cheniere Energy, Inc.                                                                 | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     40076 | NS      | $9759307.52   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                                                                        | Carnival Corp.                                                                        | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    375000 | PA      | $367265.63    | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ross Stores, Inc.                                                                     | Ross Stores, Inc.                                                                     | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      5554 | NS      | $708579.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners, Inc.                                                      | Virtus Investment Partners, Inc.                                                      | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      1750 | NS      | $317450.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-62287.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                         | Veralto Corp.                                                                         | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      8344 | NS      | $842326.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McAfee Corp.                                                                          | McAfee Corp.                                                                          | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    370000 | PA      | $349784.58    | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| National Health Investors, Inc.                                                       | National Health Investors, Inc.                                                       | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |      1387 | NS      | $97256.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                                                  | American Express Co.                                                                  | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      2815 | NS      | $897928.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                                                          | Marriott International, Inc., Series GG                                               | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    430000 | PA      | $391107.78    | 0.01%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                       | CFCRE Commercial Mortgage Trust, Series 2011-C2, Class E                              | CUSIP: 12527DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214000 | PA      | $199427.82    | 0.01%             | 2047-12-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                         | JDE Peet's NV                                                                         | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $142771.92    | 0.01%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury 5 Year Notes                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       398 | NC      | $444347.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties LP                                                                    | VICI Properties LP                                                                    | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    330000 | PA      | $330640.73    | 0.01%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                  | ERAC USA Finance LLC                                                                  | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    129000 | PA      | $127175.08    | 0.00%             | 2026-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132DVLE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    460922 | PA      | $391064.38    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BQLU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    316500 | PA      | $319617.33    | 0.01%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                          | AbbVie, Inc.                                                                          | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    355000 | PA      | $362047.95    | 0.01%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                               | Uber Technologies, Inc.                                                               | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     26118 | NS      | $2436809.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Partners of America Trust                                                        | Home Partners of America Trust, Series 2021-2, Class C                                | CUSIP: 43732VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240939 | PA      | $231173.80    | 0.01%             | 2026-12-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                        | Jefferson Capital Holdings LLC                                                        | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $391583.58    | 0.01%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                                                 | Spotify Technology SA                                                                 | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |      8423 | NS      | $6463304.82   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                                      | Deutsche Bank AG                                                                      | CUSIP: 25160PAF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    835000 | PA      | $819713.62    | 0.03%             | 2026-03-19      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                                  | Allstate Corp. (The)                                                                  | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     33263 | NS      | $6696174.53   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK International, Inc.                                                               | NPK International, Inc.                                                               | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |     15738 | NS      | $133930.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTracker, Inc.                                                                      | NEXTracker, Inc., Class A                                                             | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2920 | NS      | $158760.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc           | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    210000 | PA      | $222404.66    | 0.01%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                               | Waste Connections, Inc.                                                               | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     56000 | PA      | $51168.48     | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                                 | Camden Property Trust                                                                 | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      7207 | NS      | $812156.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                                                  | Edison International                                                                  | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |    131324 | NS      | $6776318.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior SA                                         | Banco Latinoamericano de Comercio Exterior SA, Class E                                | CUSIP: N/A<br>LEI: 549300CN3134K4LC0651       | Long             | EC               | NUSS              | PA        |      4357 | NS      | $175587.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marks & Spencer Group plc                                                             | Marks & Spencer Group plc                                                             | CUSIP: N/A<br>LEI: 213800EJP14A79ZG1X44       | Long             | EC               | CORP              | GB        |     25531 | NS      | $124259.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Berry Corp.                                                                           | Berry Corp.                                                                           | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37699 | NS      | $104426.23    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $33773.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mueller Water Products, Inc.                                                          | Mueller Water Products, Inc., Class A                                                 | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |      5383 | NS      | $129407.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                                                                 | MGIC Investment Corp.                                                                 | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     34957 | NS      | $973202.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                                                  | American Tower Corp.                                                                  | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    520000 | PA      | $507818.84    | 0.02%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                     | Johnson & Johnson                                                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     45665 | NS      | $6975328.75   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue, Inc.                                                                          | Kenvue, Inc.                                                                          | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45566.15     | 0.00%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $13205.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                       | Oncor Electric Delivery Co. LLC                                                       | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43064.69     | 0.00%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                     | Merck & Co., Inc.                                                                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    133817 | NS      | $10592953.72  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp.                                                             | Blueprint Medicines Corp.                                                             | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |      1193 | NS      | $152918.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                                                      | Mastercard, Inc., Class A                                                             | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     55568 | NS      | $31225881.92  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $521.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                        | Jefferson Capital Holdings LLC                                                        | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $238496.13    | 0.01%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Innospec, Inc.                                                                        | Innospec, Inc.                                                                        | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      3402 | NS      | $286074.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                                                          | Barclays plc                                                                          | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |    862572 | NS      | $3985747.25   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                              | Lloyds Banking Group plc                                                              | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |   3232624 | NS      | $3399162.31   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                          | Royal Caribbean Cruises Ltd.                                                          | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    215000 | PA      | $216447.83    | 0.01%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                            | AT&T, Inc.                                                                            | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    172656 | NS      | $4996664.64   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                    | CHS/Community Health Systems, Inc.                                                    | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177408.99    | 0.01%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp.                                                                    | Hormel Foods Corp.                                                                    | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     28417 | NS      | $859614.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1002.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                       | BRAVO Residential Funding Trust, Series 2021-HE3, Class A2                            | CUSIP: 10569VAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    157442 | PA      | $156287.52    | 0.01%             | 2069-08-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2016-C05, Class 2M2                  | CUSIP: 30711XDK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    244783 | PA      | $250768.09    | 0.01%             | 2029-01-25      | Floating      | 8.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-18948.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                         | Akzo Nobel NV                                                                         | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |     31743 | NS      | $2227205.37   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                        | Broadcom, Inc.                                                                        | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    280000 | PA      | $286832.25    | 0.01%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                              | Equitable Holdings, Inc.                                                              | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |    107995 | NS      | $6058519.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                        | BNP Paribas SA                                                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |     52459 | NS      | $4705661.87   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Far EasTone Telecommunications Co. Ltd.                                               | Far EasTone Telecommunications Co. Ltd.                                               | CUSIP: N/A<br>LEI: 529900L7W7BWDLVZL253       | Long             | EC               | CORP              | TW        |    329000 | NS      | $1008537.48   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $9676.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2022-R09, Class 2M1                  | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82618 | PA      | $83939.24     | 0.00%             | 2042-09-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Toucan FinCo Ltd. / Toucan FinCo Can, Inc. / Toucan FinCo US LLC                      | Toucan FinCo Ltd. / Toucan FinCo Can, Inc. / Toucan FinCo US LLC                      | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $552461.97    | 0.02%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140KKLK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    991761 | PA      | $833071.78    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                                    | Johnson Controls International plc                                                    | CUSIP: 478375AR9<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    202000 | PA      | $201220.88    | 0.01%             | 2026-02-14      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                                | Palmer Square CLO Ltd., Series 2021-3A, Class B                                       | CUSIP: 69688FAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300000.00    | 0.01%             | 2035-01-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                                | Novartis Capital Corp.                                                                | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    650000 | PA      | $542892.38    | 0.02%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pertamina Hulu Energi PT                                                              | Pertamina Hulu Energi PT                                                              | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $202151.29    | 0.01%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                      | Bombardier, Inc.                                                                      | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $47282.33     | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                                           | Taiwan Semiconductor Manufacturing Co. Ltd.                                           | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |    509350 | NS      | $18626600.51  | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Udemy, Inc.                                                                           | Udemy, Inc.                                                                           | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |     14055 | NS      | $98806.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Global Funding                                                                    | CNO Global Funding                                                                    | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    210000 | PA      | $196311.52    | 0.01%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174707.25    | 0.01%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                         | Equinix, Inc.                                                                         | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    142000 | PA      | $134799.16    | 0.00%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                                  | Ally Financial, Inc.                                                                  | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     21784 | NS      | $848486.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                                                      | McGrath RentCorp                                                                      | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |      1340 | NS      | $155386.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health, Inc.                                                                  | Teladoc Health, Inc.                                                                  | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |     48566 | NS      | $423009.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair plc                                                                           | Pentair plc                                                                           | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |      8790 | NS      | $902381.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO Building Products, Inc.                                                           | QXO Building Products, Inc.                                                           | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    520000 | PA      | $537005.04    | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bank of China Ltd.                                                                    | Bank of China Ltd., Class H                                                           | CUSIP: N/A<br>LEI: 54930053HGCFWVHYZX42       | Long             | EC               | CORP              | CN        |   6578000 | NS      | $3829460.90   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Curbline Properties Corp.                                                             | Curbline Properties Corp.                                                             | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |     12038 | NS      | $274827.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap, Inc.                                                                            | Snap, Inc.                                                                            | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    715000 | PA      | $734126.94    | 0.03%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kia Corp.                                                                             | Kia Corp.                                                                             | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |     13392 | NS      | $958256.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                 | Athene Global Funding                                                                 | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    375000 | PA      | $380952.16    | 0.01%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179XS80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    953663 | PA      | $846030.40    | 0.03%             | 2053-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618AQUN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78108 | PA      | $81033.40     | 0.00%             | 2053-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                            | Spectra Energy Partners LP                                                            | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187398.45    | 0.01%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                                         | Industria de Diseno Textil SA                                                         | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |      6613 | NS      | $344978.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Levi Strauss & Co.                                                                    | Levi Strauss & Co.                                                                    | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    435000 | PA      | $398479.40    | 0.01%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F052672<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -7000000 | PA      | $-6999492.29  | -0.25%            | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                  | Mitsubishi UFJ Financial Group, Inc.                                                  | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    355000 | PA      | $363597.77    | 0.01%             | 2031-04-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Home Corp.                                                            | Taylor Morrison Home Corp., Class A                                                   | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     11717 | NS      | $719658.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Global Funding                                                             | Corebridge Global Funding                                                             | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163825.11    | 0.01%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                                | Cie de Saint-Gobain SA                                                                | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |     56251 | NS      | $6608100.04   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Country Airlines Holdings, Inc.                                                   | Sun Country Airlines Holdings, Inc.                                                   | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |     13557 | NS      | $159294.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DP World Salaam                                                                       | DP World Salaam                                                                       | CUSIP: N/A<br>LEI: 549300SUYBT9X88E9435       | Long             | DBT              | CORP              | KY        |    430000 | PA      | $430139.75    | 0.02%             | 2025-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tesla, Inc.                                                                           | Tesla, Inc.                                                                           | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     74220 | NS      | $23576725.20  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA                                                                                  | CUSIP: 3140FXES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    932365 | PA      | $838991.34    | 0.03%             | 2056-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1987.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1062.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor, Inc.                            | Directv Financing LLC / Directv Financing Co-Obligor, Inc.                            | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $233164.42    | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                    | CHS/Community Health Systems, Inc.                                                    | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    530000 | PA      | $470479.68    | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                             | OBX Trust, Series 2023-NQM4, Class A1                                                 | CUSIP: 67448GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    312311 | PA      | $313351.68    | 0.01%             | 2063-03-25      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                          | UBS Group AG                                                                          | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    285000 | PA      | $280664.45    | 0.01%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1495.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                                                           | Pandora A/S                                                                           | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |     12046 | NS      | $2122449.59   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Amalgamated Financial Corp.                                                           | Amalgamated Financial Corp.                                                           | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8082 | NS      | $252158.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                    | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C10, Class B          | CUSIP: 61762MBZ3<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    455927 | PA      | $430592.88    | 0.02%             | 2046-07-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Hims & Hers Health, Inc.                                                              | Hims & Hers Health, Inc.                                                              | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |     10711 | NS      | $533943.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                        | BNP Paribas SA                                                                        | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $199581.61    | 0.01%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                           | Truist Bank                                                                           | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247215.03    | 0.01%             | 2029-09-17      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Mueller Industries, Inc.                                                              | Mueller Industries, Inc.                                                              | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     10303 | NS      | $818779.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloud Software Group, Inc.                                                            | Cloud Software Group, Inc., First Lien, Initial Dollar CME Term Loan, B               | CUSIP: 88632NBF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     51094 | PA      | $51206.74     | 0.00%             | 2029-03-30      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                         | Brazil Government Bond                                                                | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    427000 | PA      | $403120.41    | 0.01%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2014-CR17, Class C                                        | CUSIP: 12631DBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    452000 | PA      | $414529.11    | 0.01%             | 2047-05-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                              | Spirit AeroSystems, Inc.                                                              | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     95000 | PA      | $100914.80    | 0.00%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Watts Water Technologies, Inc.                                                        | Watts Water Technologies, Inc., Class A                                               | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      3112 | NS      | $765209.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                                               | KB Home                                                                               | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      1917 | NS      | $101543.49    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus, Inc.                                                                        | Cargurus, Inc., Class A                                                               | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |     16816 | NS      | $562831.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                       | CFCRE Commercial Mortgage Trust, Series 2011-C2, Class D                              | CUSIP: 12527DAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29158 | PA      | $28170.60     | 0.00%             | 2047-12-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                          | Vistra Corp.                                                                          | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138357.86    | 0.00%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica, Inc.                                                             | Lululemon Athletica, Inc.                                                             | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      5419 | NS      | $1287446.02   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies, Inc.                                                                | SPX Technologies, Inc.                                                                | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |       704 | NS      | $118046.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Operating Partnership LP / Sitio Finance Corp.                        | Sitio Royalties Operating Partnership LP / Sitio Finance Corp.                        | CUSIP: 82983MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $267162.13    | 0.01%             | 2028-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ipsen SA                                                                              | Ipsen SA                                                                              | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |      5314 | NS      | $632992.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, 30 Year                                                                      | CUSIP: 3622ACN55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1304756 | PA      | $1328833.49   | 0.05%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2021-DNA5, Class M2                                   | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |     37745 | PA      | $37919.35     | 0.00%             | 2034-01-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132E0JF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    849329 | PA      | $858222.83    | 0.03%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                            | Builders FirstSource, Inc.                                                            | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153048.45    | 0.01%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Teekay Tankers Ltd.                                                                   | Teekay Tankers Ltd., Class A                                                          | CUSIP: N/A<br>LEI: 549300DE8ZAIYS2T6Q22       | Long             | EC               | CORP              | BM        |     11718 | NS      | $488874.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mill City Mortgage Loan Trust                                                         | Mill City Mortgage Loan Trust, Series 2023-NQM2, Class A1                             | CUSIP: 59981CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    393554 | PA      | $394237.12    | 0.01%             | 2067-12-25      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                                | Becton Dickinson & Co.                                                                | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      8177 | NS      | $1408488.25   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2016-C07, Class 2M2                  | CUSIP: 30711XEC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    225807 | PA      | $233128.02    | 0.01%             | 2029-05-25      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  48777000 | PA      | $-747559.74   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Sanso Holdings Corp.                                                           | Nippon Sanso Holdings Corp.                                                           | CUSIP: N/A<br>LEI: 353800F1K6653B4VPY57       | Long             | EC               | CORP              | JP        |     36400 | NS      | $1377430.94   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercury General Corp.                                                                 | Mercury General Corp.                                                                 | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |       854 | NS      | $57508.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp.                                                                           | Nucor Corp.                                                                           | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      7447 | NS      | $964684.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore Funding LLC                                                                  | Glencore Funding LLC                                                                  | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173355.56    | 0.01%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Korn Ferry                                                                            | Korn Ferry                                                                            | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      5230 | NS      | $383515.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                                                                 | Arista Networks, Inc.                                                                 | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     19619 | NS      | $2007219.89   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                                          | Jones Deslauriers Insurance Management, Inc.                                          | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $137885.54    | 0.00%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Rain Carbon, Inc.                                                                     | Rain Carbon, Inc.                                                                     | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |    255000 | PA      | $273793.76    | 0.01%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA                                                                                  | CUSIP: 3140FXDF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1107001 | PA      | $998014.65    | 0.04%             | 2056-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2016-C02, Class 1M2                  | CUSIP: 30711XCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     63144 | PA      | $64437.17     | 0.00%             | 2028-09-25      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Sound Point CLO XXXII Ltd.                                                            | Sound Point CLO XXXII Ltd., Series 2021-4A, Class A                                   | CUSIP: 83616AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300382.62    | 0.01%             | 2034-10-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Juniper Networks, Inc.                                                                | Juniper Networks, Inc.                                                                | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     22631 | NS      | $903655.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BWHX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49784 | PA      | $50271.40     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                            | Prudential Financial, Inc.                                                            | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      7763 | NS      | $834056.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                                                                   | Medline Borrower LP                                                                   | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    305000 | PA      | $292780.51    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $168264.62    | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hyster-Yale, Inc.                                                                     | Hyster-Yale, Inc.                                                                     | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3218 | NS      | $128012.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture XIX CLO Ltd.                                                                  | Venture XIX CLO Ltd., Series 2014-19A, Class ARR                                      | CUSIP: 92330EAP2<br>LEI: 549300KIDQKDB48YU144 | Long             | ABS-CBDO         | CORP              | KY        |    152198 | PA      | $152363.57    | 0.01%             | 2032-01-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $17754.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies plc                                                                | Trane Technologies plc                                                                | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       948 | NS      | $414664.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp.                                                            | OceanFirst Financial Corp.                                                            | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9047 | NS      | $159317.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                                                        | Synopsys, Inc.                                                                        | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    320000 | PA      | $324543.25    | 0.01%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                            | CSMC Trust, Series 2021-RPL4, Class A1                                                | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138987 | PA      | $138530.88    | 0.00%             | 2060-12-27      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| WaVe Life Sciences Ltd.                                                               | WaVe Life Sciences Ltd.                                                               | CUSIP: N/A<br>LEI: 54930070006GPKFYZ813       | Long             | EC               | CORP              | SG        |     16128 | NS      | $104832.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, Inc.                                                                          | ALLETE, Inc.                                                                          | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |      2455 | NS      | $157291.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1701.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                           | United Parcel Service, Inc., Class B                                                  | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      8781 | NS      | $886354.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179YKM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    420953 | PA      | $373879.96    | 0.01%             | 2053-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Thales SA                                                                             | Thales SA                                                                             | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |     21069 | NS      | $6221140.39   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. III LLC                                                         | KKR Group Finance Co. III LLC                                                         | CUSIP: 48250AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $145973.10    | 0.01%             | 2044-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kirby Corp.                                                                           | Kirby Corp.                                                                           | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      7777 | NS      | $881989.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp.                                                                    | SITE Centers Corp.                                                                    | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     35885 | NS      | $405859.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp.                                                                     | ACCO Brands Corp.                                                                     | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     26449 | NS      | $94687.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                                                | Cathay General Bancorp                                                                | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     13269 | NS      | $604137.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis LP                                                                           | Prologis LP                                                                           | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45443.97     | 0.00%             | 2027-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                          | UBS Group AG                                                                          | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |     41977 | NS      | $1425193.45   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3138WH5S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266106 | PA      | $236211.85    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                              | Marvell Technology, Inc.                                                              | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4514 | NS      | $349383.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite, Inc.                                                                         | Magnite, Inc.                                                                         | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |     12698 | NS      | $306275.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                                                            | Simon Property Group, Inc.                                                            | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     47435 | NS      | $7625650.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions, Inc.                                                                 | Viavi Solutions, Inc.                                                                 | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     10333 | NS      | $104053.31    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618AWHW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    208147 | PA      | $210119.04    | 0.01%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Allegro CLO XII Ltd.                                                                  | Allegro CLO XII Ltd., Series 2020-1A, Class A1R                                       | CUSIP: 01750TAN6<br>LEI: 254900E0ZQX4DLP7HF87 | Long             | ABS-CBDO         | CORP              | KY        |    260000 | PA      | $261247.59    | 0.01%             | 2037-07-21      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                           | ONEOK, Inc.                                                                           | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495316.22    | 0.02%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-138073.31   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140XB2T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1458162 | PA      | $1210621.17   | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                      | Omega Healthcare Investors, Inc.                                                      | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     22827 | NS      | $836609.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA, Series 2021-65, Class LI                                                        | CUSIP: 3136BJRV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2185719 | PA      | $384532.96    | 0.01%             | 2051-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                          | CaixaBank SA                                                                          | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $401084.83    | 0.01%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                             | Outfront Media Capital LLC / Outfront Media Capital Corp.                             | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $169515.84    | 0.01%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                    | Ryder System, Inc.                                                                    | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330873.72    | 0.01%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Boise Cascade Co.                                                                     | Boise Cascade Co.                                                                     | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      4689 | NS      | $407098.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury Long Bonds                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       248 | NC      | $780205.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| White Cap Supply Holdings LLC                                                         | White Cap Supply Holdings LLC, First Lien, CME Term Loan, C                           | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    227261 | PA      | $226367.15    | 0.01%             | 2029-10-19      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Precision Drilling Corp.                                                              | Precision Drilling Corp.                                                              | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $177962.08    | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Wise CLO Ltd.                                                                         | Wise CLO Ltd., Series 2024-2A, Class A                                                | CUSIP: 97718GAA1<br>LEI: 254900UJ1RZE30CBZ497 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $351650.31    | 0.01%             | 2037-07-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                      | CVS Health Corp.                                                                      | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    440000 | PA      | $454920.51    | 0.02%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                  | Clear Channel Outdoor Holdings, Inc., First Lien, 2024 Refinancing CME Term Loan      | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |    149412 | PA      | $148531.64    | 0.01%             | 2028-08-23      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2014-CR17, Class D                                        | CUSIP: 12631DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285000 | PA      | $228713.78    | 0.01%             | 2047-05-10      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                               | Eni SpA                                                                               | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |     30482 | NS      | $492409.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Therapeutics, Inc.                                                               | Sage Therapeutics, Inc.                                                               | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |     39811 | NS      | $363076.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                                                              | Vinci SA                                                                              | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |     42899 | NS      | $6326332.10   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73999.91     | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                         | Novelis Corp.                                                                         | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    240000 | PA      | $248293.43    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                                               | RR Donnelley & Sons Co.                                                               | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    460000 | PA      | $460347.30    | 0.02%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc. / Omnicom Capital, Inc.                                           | Omnicom Group, Inc. / Omnicom Capital, Inc.                                           | CUSIP: 68217FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $387141.29    | 0.01%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                                                                 | Emaar Properties PJSC                                                                 | CUSIP: N/A<br>LEI: 254900YWYEXYXK1BMP81       | Long             | EC               | CORP              | AE        |    422407 | NS      | $1566978.43   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Arlo Technologies, Inc.                                                               | Arlo Technologies, Inc.                                                               | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     22662 | NS      | $384347.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust                                                              | Angel Oak Mortgage Trust, Series 2024-9, Class A1                                     | CUSIP: 03466JAA7<br>LEI: 254900O3R79X1AD55F36 | Long             | ABS-MBS          | CORP              | US        |    276216 | PA      | $274955.69    | 0.01%             | 2069-09-25      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                                  | Bulgaria Government Bond                                                              | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |     80000 | PA      | $78289.17     | 0.00%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                                    | Johnson Controls International plc                                                    | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |     69305 | NS      | $7319994.10   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-251729.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Weave Communications, Inc.                                                            | Weave Communications, Inc.                                                            | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16185 | NS      | $134659.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                                      | American Builders & Contractors Supply Co., Inc.                                      | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    265000 | PA      | $250880.96    | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                                           | Apollo Commercial Real Estate Finance, Inc.                                           | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |    320000 | PA      | $304426.85    | 0.01%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Interface, Inc.                                                                       | Interface, Inc., Class A                                                              | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     21140 | NS      | $442460.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings, Inc.                                                                      | DraftKings, Inc., Class A                                                             | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |     69731 | NS      | $2990762.59   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair LLC                                                                           | Wayfair LLC                                                                           | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    290000 | PA      | $290854.92    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                                     | Brink's Co. (The)                                                                     | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      6107 | NS      | $545294.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                                   | LVMH Moet Hennessy Louis Vuitton SE                                                   | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |       767 | NS      | $401432.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pegasystems, Inc.                                                                     | Pegasystems, Inc.                                                                     | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     17420 | NS      | $942944.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life, Inc.                                                                      | Globe Life, Inc.                                                                      | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     17523 | NS      | $2177933.67   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                                                     | Essent Group Ltd.                                                                     | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |      2100 | NS      | $127533.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KazMunayGas National Co. JSC                                                          | KazMunayGas National Co. JSC                                                          | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |    220000 | PA      | $222017.44    | 0.01%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                                        | Illumina, Inc.                                                                        | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    131000 | PA      | $131190.10    | 0.00%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                             | RTX Corp.                                                                             | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    445000 | PA      | $443358.23    | 0.02%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Prudential plc                                                                        | Prudential plc                                                                        | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |    244776 | NS      | $3063677.93   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                  | Clear Channel Outdoor Holdings, Inc.                                                  | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309946.20    | 0.01%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                            | Mars, Inc.                                                                            | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    445000 | PA      | $451140.64    | 0.02%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage-Backed Pass-Through Certificates Trust                                  | WaMu Mortgage Pass-Through Certificates Trust, Series 2007-HY2, Class 1A1             | CUSIP: 92926UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192597 | PA      | $175064.67    | 0.01%             | 2036-12-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP / Scientific Games US FinCo, Inc.                        | Scientific Games Holdings LP / Scientific Games US FinCo, Inc.                        | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $274876.37    | 0.01%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                               | Duke Energy Indiana LLC                                                               | CUSIP: 263901AB6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     80000 | PA      | $87719.24     | 0.00%             | 2039-04-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618AVGQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73122 | PA      | $75355.54     | 0.00%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                                | Howmet Aerospace, Inc.                                                                | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147025.65    | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.                                      | MPT Operating Partnership LP / MPT Finance Corp.                                      | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $628416.60    | 0.02%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp.                                                                     | LendingClub Corp.                                                                     | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     41381 | NS      | $497813.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                                                               | Progressive Corp. (The)                                                               | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     18397 | NS      | $4909423.42   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                                                          | Barclays plc                                                                          | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204348.23    | 0.01%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| CommScope Holding Co., Inc.                                                           | CommScope Holding Co., Inc.                                                           | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |      8480 | NS      | $70214.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                                                                        | Enbridge, Inc.                                                                        | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $209670.14    | 0.01%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                        | Hewlett Packard Enterprise Co.                                                        | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    552000 | PA      | $549366.97    | 0.02%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BTAG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    170725 | PA      | $172826.19    | 0.01%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                          | Canadian Pacific Railway Co.                                                          | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    645000 | PA      | $622677.20    | 0.02%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BLVN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39789 | PA      | $40150.62     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Glencore plc                                                                          | Glencore plc                                                                          | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |    835002 | NS      | $3253704.35   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Herens Holdco SARL                                                                    | Herens Holdco SARL                                                                    | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $179656.00    | 0.01%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1278.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Game Technology plc                                                     | International Game Technology plc                                                     | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | GB        |     36106 | NS      | $570835.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp.                                                                         | Visteon Corp.                                                                         | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      6755 | NS      | $630241.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp.                                                               | Paylocity Holding Corp.                                                               | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      4251 | NS      | $770238.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                                                  | Schindler Holding AG                                                                  | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |      5135 | NS      | $1912120.95   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                          | Nasdaq, Inc.                                                                          | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    137000 | PA      | $141095.90    | 0.01%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                             | Westinghouse Air Brake Technologies Corp.                                             | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      4269 | NS      | $893715.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk, Inc. (The)                                                                | Trade Desk, Inc. (The), Class A                                                       | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |     11115 | NS      | $800168.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Guatemala                                                                 | Guatemala Government Bond                                                             | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    230000 | PA      | $244895.95    | 0.01%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                                    | Koninklijke KPN NV                                                                    | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |    102550 | NS      | $500258.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                              | PNC Financial Services Group, Inc. (The)                                              | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    725000 | PA      | $703917.30    | 0.03%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140KPNQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    378601 | PA      | $322197.81    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                           | Amgen, Inc.                                                                           | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49830.45     | 0.00%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2022-R05, Class 2M1                  | CUSIP: 20754DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26323 | PA      | $26429.04     | 0.00%             | 2042-04-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                                | Alternative Loan Trust, Series 2006-OA19, Class A1                                    | CUSIP: 12668RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196286 | PA      | $157678.60    | 0.01%             | 2047-02-20      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                                | Home Depot, Inc. (The)                                                                | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      7727 | NS      | $2833027.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Bank of Australia                                                        | Commonwealth Bank of Australia                                                        | CUSIP: 2027A0JT7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    580000 | PA      | $569295.99    | 0.02%             | 2027-09-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                          | Oracle Corp. Japan                                                                    | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |      6100 | NS      | $727062.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd.                                                              | QBE Insurance Group Ltd.                                                              | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |     32094 | NS      | $494219.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital       | Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $136660.89    | 0.00%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                             | Airbus SE                                                                             | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |     34175 | NS      | $7149435.60   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                                       | LGI Homes, Inc.                                                                       | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    365000 | PA      | $379659.86    | 0.01%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Arcturus Therapeutics Holdings, Inc.                                                  | Arcturus Therapeutics Holdings, Inc.                                                  | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9792 | NS      | $127393.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle, Inc.                                                              | Jones Lang LaSalle, Inc.                                                              | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      3744 | NS      | $957640.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3102.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MFA Financial, Inc.                                                                   | MFA Financial, Inc.                                                                   | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |     11089 | NS      | $104901.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                                                               | Daiichi Sankyo Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |    116900 | NS      | $2708351.61   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                            | PG&E Corp.                                                                            | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    380000 | PA      | $362241.61    | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                                | AXA SA                                                                                | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |      7301 | NS      | $358515.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-60050.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 3 Ltd.                                                            | Warwick Capital CLO 3 Ltd., Series 2024-3A, Class A1                                  | CUSIP: 93655PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250579.30    | 0.01%             | 2037-04-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                                   | Kinetik Holdings LP                                                                   | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    575000 | PA      | $580238.25    | 0.02%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2022-DNA6, Class M1B                                  | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |     18000 | PA      | $18974.99     | 0.00%             | 2042-09-25      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Exelixis, Inc.                                                                        | Exelixis, Inc.                                                                        | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     94913 | NS      | $4183290.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp.                                                                       | Blue Bird Corp.                                                                       | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |      6607 | NS      | $285158.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                                                                 | Commercial Metals Co.                                                                 | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87580.09     | 0.00%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                                       | Residential Mortgage Loan Trust, Series 2020-2, Class A2                              | CUSIP: 76123MAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99668 | PA      | $98717.36     | 0.00%             | 2060-05-25      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Cinemark Holdings, Inc.                                                               | Cinemark Holdings, Inc.                                                               | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |      3462 | NS      | $104483.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis LP                                                                           | Prologis LP                                                                           | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    320000 | PA      | $277716.76    | 0.01%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Viper Energy, Inc.                                                                    | Viper Energy, Inc.                                                                    | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70122.01     | 0.00%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                                 | Schneider Electric SE                                                                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |     12084 | NS      | $3244371.49   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                       | Citigroup, Inc.                                                                       | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1422000 | PA      | $1400056.39   | 0.05%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| California Water Service Group                                                        | California Water Service Group                                                        | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      2698 | NS      | $122705.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial, Inc.                                                            | Corebridge Financial, Inc.                                                            | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     26559 | NS      | $942844.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                                            | US Bancorp                                                                            | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    630000 | PA      | $534895.31    | 0.02%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                       | Air Lease Corp.                                                                       | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    195000 | PA      | $182126.05    | 0.01%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2024-R06, Class 1A1                  | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    181019 | PA      | $181741.35    | 0.01%             | 2044-09-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Gentherm, Inc.                                                                        | Gentherm, Inc.                                                                        | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      3518 | NS      | $99524.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wind River CLO Ltd.                                                                   | Wind River CLO Ltd., Series 2021-4A, Class AR                                         | CUSIP: 97316UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250187.50    | 0.01%             | 2035-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Popular, Inc.                                                                         | Popular, Inc.                                                                         | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      8137 | NS      | $896778.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd.                                                                    | Telstra Group Ltd.                                                                    | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |    504563 | NS      | $1608860.94   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                       | Sinclair Television Group, Inc.                                                       | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    690000 | PA      | $697649.62    | 0.02%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                                               | Bank Leumi Le-Israel BM                                                               | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |    124881 | NS      | $2323479.50   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Maplebear, Inc.                                                                       | Maplebear, Inc.                                                                       | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46923 | NS      | $2122796.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Missouri West, Inc.                                                            | Evergy Missouri West, Inc.                                                            | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    330000 | PA      | $335914.19    | 0.01%             | 2027-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cerdia Finanz GmbH                                                                    | Cerdia Finanz GmbH                                                                    | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    265000 | PA      | $275327.05    | 0.01%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                                 | United Airlines, Inc.                                                                 | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    315000 | PA      | $305976.89    | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Trane Technologies plc                                                                | Trane Technologies plc                                                                | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |     13286 | NS      | $5811429.26   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Rialto                                                                             | FS Rialto, Series 2021-FL3, Class A                                                   | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    125186 | PA      | $125141.79    | 0.00%             | 2036-11-16      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1461.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9000000 | PA      | $8103957.75   | 0.29%             | 2055-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                             | Williams Cos., Inc. (The)                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     14573 | NS      | $915330.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France SA                                                                      | Altice France SA                                                                      | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $165500.00    | 0.01%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Romania                                                                               | Romania Government Bond                                                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    210000 | PA      | $236234.00    | 0.01%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ2S4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24887 | PA      | $25993.61     | 0.00%             | 2049-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                      | Bombardier, Inc.                                                                      | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $254699.82    | 0.01%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                    | Venture Global Plaquemines LNG LLC                                                    | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80363.85     | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                         | Novelis Corp.                                                                         | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    175000 | PA      | $167793.80    | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                           | Toronto-Dominion Bank (The)                                                           | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    435000 | PA      | $430175.28    | 0.02%             | 2031-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2023-R07, Class 2M1                  | CUSIP: 20753BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18460 | PA      | $18614.68     | 0.00%             | 2043-09-25      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                               | Bath & Body Works, Inc.                                                               | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    525000 | PA      | $545224.05    | 0.02%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618AWHF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47876 | PA      | $49088.17     | 0.00%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                       | Intercontinental Exchange, Inc.                                                       | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    140000 | PA      | $116315.40    | 0.00%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Scout24 SE                                                                            | Scout24 SE                                                                            | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |      4231 | NS      | $584084.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp.                  | Targa Resources Partners LP / Targa Resources Partners Finance Corp.                  | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109000 | PA      | $108184.44    | 0.00%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                                        | VeriSign, Inc.                                                                        | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      3069 | NS      | $886327.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                                                         | Hologic, Inc.                                                                         | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     15167 | NS      | $988281.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Icosavax, Inc.                                                                        | Icosavax, Inc., CVR                                                                   | CUSIP: 451CVR021<br>LEI: N/A                  | Long             |  | CORP              | US        |      6497 | NS      | $1949.10      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Novocure Ltd.                                                                         | Novocure Ltd.                                                                         | CUSIP: N/A<br>LEI: 213800YPP55UMHWA4826       | Long             | EC               | CORP              | JE        |     28649 | NS      | $509952.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2179.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                                   | Herc Holdings, Inc.                                                                   | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57664.82     | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd.                                                                             | BXMT Ltd., Series 2021-FL4, Class A                                                   | CUSIP: 05609GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    336012 | PA      | $333923.62    | 0.01%             | 2038-05-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp.                                                      | Old Republic International Corp.                                                      | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     24341 | NS      | $935668.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                              | PNC Financial Services Group, Inc. (The)                                              | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     35248 | NS      | $6570932.16   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                                              | Hermes International SCA                                                              | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |       951 | NS      | $2578033.37   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-245845.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                                      | Weyerhaeuser Co.                                                                      | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     32678 | NS      | $839497.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $17936.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Foundation Building Materials                                                         | Foundation Building Materials, Inc., First Lien, CME Term Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    292782 | PA      | $287448.93    | 0.01%             | 2031-01-29      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                                | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2006-CB17, Class X     | CUSIP: 46630EAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141521 | PA      | $3084.98      | 0.00%             | 2043-12-12      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                                                      | Transocean, Inc.                                                                      | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    380000 | PA      | $267537.94    | 0.01%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                       | Telefonaktiebolaget LM Ericsson, Class B                                              | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |    162152 | NS      | $1385641.27   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REV Group, Inc.                                                                       | REV Group, Inc.                                                                       | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |      7451 | NS      | $354593.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences, Inc.                                                              | Castle Biosciences, Inc.                                                              | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22473 | NS      | $458898.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Central Asia Tbk. PT                                                             | Bank Central Asia Tbk. PT                                                             | CUSIP: N/A<br>LEI: 254900BR956G2OHVOM21       | Long             | EC               | CORP              | ID        |   3423900 | NS      | $1830237.79   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital       | Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $41997.60     | 0.00%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                        | NiSource, Inc.                                                                        | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178300.16    | 0.01%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Magnetite XXXVII Ltd.                                                                 | Magnetite XXXVII Ltd., Series 2023-37A, Class A                                       | CUSIP: 55952AAA7<br>LEI: 529900QDM2RO966NLE49 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251050.00    | 0.01%             | 2036-10-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140J5JS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    724607 | PA      | $651199.11    | 0.02%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                               | Hyundai Capital America                                                               | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     74000 | PA      | $75633.23     | 0.00%             | 2031-01-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                    | Banco Santander SA                                                                    | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |    508069 | NS      | $4207257.50   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                    | Energy Transfer LP                                                                    | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    625000 | PA      | $599906.30    | 0.02%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                             | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    330000 | PA      | $350972.66    | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                          | Avient Corp.                                                                          | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121196.76    | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                            | Travelers Cos., Inc. (The)                                                            | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      2977 | NS      | $796466.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Raizen Fuels Finance SA                                                               | Raizen Fuels Finance SA                                                               | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $198750.00    | 0.01%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-126300.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coforge Ltd.                                                                          | Coforge Ltd.                                                                          | CUSIP: N/A<br>LEI: 3358004YL9JGBNP4KF72       | Long             | EC               | CORP              | IN        |     30991 | NS      | $695560.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Endo Finance Holdings, Inc.                                                           | Endo Finance Holdings, Inc., First Lien, 2024 Refinancing CME Term Loan               | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    313630 | PA      | $313826.02    | 0.01%             | 2031-04-23      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| HealthStream, Inc.                                                                    | HealthStream, Inc.                                                                    | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      4619 | NS      | $127807.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Universal Holdco LLC                                                           | Allied Universal Holdco LLC                                                           | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    370000 | PA      | $386865.34    | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                            | CSMC Trust, Series 2021-RPL7, Class A1                                                | CUSIP: 12598JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131149 | PA      | $130083.51    | 0.00%             | 2061-07-27      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                              | Motorola Solutions, Inc.                                                              | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    365000 | PA      | $372293.16    | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2015-C04, Class 1M2                  | CUSIP: 30711XBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    350436 | PA      | $356026.32    | 0.01%             | 2028-04-25      | Floating      | 10.12%                | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                     | EMRLD Borrower LP, First Lien, Second Amendment Incremental CME Term Loan             | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     49625 | PA      | $49607.38     | 0.00%             | 2031-08-04      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                            | PRPM Trust, Series 2024-NQM2, Class A1                                                | CUSIP: 74448PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    821195 | PA      | $836495.44    | 0.03%             | 2069-06-25      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                                   | Brown & Brown, Inc.                                                                   | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    271000 | PA      | $273671.46    | 0.01%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Rithm Capital Corp.                                                                   | Rithm Capital Corp.                                                                   | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |     74660 | NS      | $842911.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                                                          | Chipotle Mexican Grill, Inc., Class A                                                 | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92476 | NS      | $5192527.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                                                           | Adobe, Inc.                                                                           | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     32406 | NS      | $12537233.28  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                                                      | Novo Nordisk A/S, Class B                                                             | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |     47810 | NS      | $3312948.53   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                                                        | Air Liquide SA                                                                        | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      6046 | NS      | $1246692.05   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC Therapeutics, Inc.                                                                | PTC Therapeutics, Inc.                                                                | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     11534 | NS      | $563320.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                 | Wells Fargo Commercial Mortgage Trust, Series 2016-LC25, Class XA                     | CUSIP: 95000JAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4252079 | PA      | $34752.66     | 0.00%             | 2059-12-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Northwestern Energy Group, Inc.                                                       | Northwestern Energy Group, Inc.                                                       | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |      1733 | NS      | $88902.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CD Mortgage Trust                                                                     | CD Mortgage Trust, Series 2017-CD4, Class B                                           | CUSIP: 12515DAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266000 | PA      | $252479.06    | 0.01%             | 2050-05-10      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                                | Mauser Packaging Solutions Holding Co.                                                | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228556.41    | 0.01%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Imperial Brands plc                                                                   | Imperial Brands plc                                                                   | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |     68066 | NS      | $2689299.05   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Nassau Ltd.                                                                           | Nassau Ltd., Series 2020-1A, Class A1R                                                | CUSIP: 631715AW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    249457 | PA      | $249706.17    | 0.01%             | 2035-01-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3138WG5Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167867 | PA      | $148860.15    | 0.01%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital       | Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $176147.34    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-22222.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Terex Corp.                                                                           | Terex Corp.                                                                           | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175818.41    | 0.01%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NewMarket Corp.                                                                       | NewMarket Corp.                                                                       | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      1339 | NS      | $925061.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co.                                                         | Canadian National Railway Co.                                                         | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     12538 | NS      | $1306419.55   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockland Park CLO Ltd.                                                                | Rockland Park CLO Ltd., Series 2021-1A, Class B                                       | CUSIP: 773663AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300666.52    | 0.01%             | 2034-04-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2023-R02, Class 1M1                  | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52754 | PA      | $53867.54     | 0.00%             | 2043-01-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp.                                                                  | Sprint Capital Corp.                                                                  | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    271000 | PA      | $290996.08    | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CSAIL                                                                                 | CSAIL Commercial Mortgage Trust, Series 2015-C2, Class AS                             | CUSIP: 12634NAX6<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |    243059 | PA      | $239995.99    | 0.01%             | 2057-06-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                            | J.P. Morgan Mortgage Trust, Series 2023-HE2, Class A1                                 | CUSIP: 46657FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    171406 | PA      | $172231.94    | 0.01%             | 2054-03-20      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                                 | Walt Disney Co. (The)                                                                 | CUSIP: 254687EZ5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    194000 | PA      | $244742.11    | 0.01%             | 2045-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179V7F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32199 | PA      | $28592.89     | 0.00%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Veeva Systems, Inc.                                                                   | Veeva Systems, Inc., Class A                                                          | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |     23122 | NS      | $6658673.56   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                            | J.P. Morgan Mortgage Trust, Series 2025-1, Class A11                                  | CUSIP: 46658UAY7<br>LEI: 529900DB310G9HU4BP72 | Long             | ABS-MBS          | CORP              | US        |    184000 | PA      | $184173.15    | 0.01%             | 2055-06-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                                   | Vertiv Holdings Co., Class A                                                          | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     40540 | NS      | $5205741.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp, Inc.                                                                    | Hope Bancorp, Inc.                                                                    | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |      4505 | NS      | $48338.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Software, Inc.                                                                 | Rocket Software, Inc., First Lien, CME Term Loan                                      | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |    219228 | PA      | $219984.13    | 0.01%             | 2028-11-28      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                                  | Banco de Sabadell SA                                                                  | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |    168246 | NS      | $535619.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1410.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                            | J.P. Morgan Mortgage Trust, Series 2024-VIS2, Class A1                                | CUSIP: 46658DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198301 | PA      | $199673.32    | 0.01%             | 2064-11-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| H2O America                                                                           | H2O America                                                                           | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2604 | NS      | $135329.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp.                                                                          | ROBLOX Corp., Class A                                                                 | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16771 | NS      | $1764309.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                                                     | Merck & Co., Inc.                                                                     | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    395000 | PA      | $312202.21    | 0.01%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                                                               | Aristocrat Leisure Ltd.                                                               | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |     52910 | NS      | $2266918.03   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                    | Banco Santander SA                                                                    | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $718290.12    | 0.03%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Kedrion SpA                                                                           | Kedrion SpA                                                                           | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |    540000 | PA      | $518610.24    | 0.02%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                     | CIFC Funding Ltd., Series 2014-2RA, Class AR                                          | CUSIP: 12548RAH7<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $301350.00    | 0.01%             | 2037-10-24      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                                     | Wolters Kluwer NV                                                                     | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |      7457 | NS      | $1247094.59   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                                | General Dynamics Corp.                                                                | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      6387 | NS      | $1862832.42   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Imola Merger Corp.                                                                    | Imola Merger Corp.                                                                    | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $280176.95    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CEVA, Inc.                                                                            | CEVA, Inc.                                                                            | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |      4659 | NS      | $102404.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging International LLC                                                   | Graphic Packaging International LLC                                                   | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141581.75    | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | CDI                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  64700000 | PA      | $382699.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurora Innovation, Inc.                                                               | Aurora Innovation, Inc., Class A                                                      | CUSIP: 051774107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8389 | NS      | $43958.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                           | Marsh & McLennan Cos., Inc.                                                           | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    212000 | PA      | $212894.10    | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Chobani LLC / Chobani Finance Corp., Inc.                                             | Chobani LLC / Chobani Finance Corp., Inc.                                             | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $302560.48    | 0.01%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                            | Mars, Inc.                                                                            | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55165.24     | 0.00%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GEA Group AG                                                                          | GEA Group AG                                                                          | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |     18835 | NS      | $1320335.28   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA                                                                                  | CUSIP: 3140HUDV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263245 | PA      | $248824.77    | 0.01%             | 2029-09-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                              | Venture Global LNG, Inc.                                                              | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    315000 | PA      | $306541.87    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                      | NRG Energy, Inc.                                                                      | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    310000 | PA      | $316036.64    | 0.01%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HNI Corp.                                                                             | HNI Corp.                                                                             | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      2068 | NS      | $101704.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F022675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  23000000 | PA      | $19073511.99  | 0.68%             | 2055-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                                                                        | Autodesk, Inc.                                                                        | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     10791 | NS      | $3340569.87   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD Borrower LP / Emerald Co-Issuer, Inc.                                           | EMRLD Borrower LP / Emerald Co-Issuer, Inc.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    100000 | PA      | $124048.38    | 0.00%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AtriCure, Inc.                                                                        | AtriCure, Inc.                                                                        | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3239 | NS      | $106142.03    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                                                                | Independent Bank Corp.                                                                | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3626 | NS      | $117518.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                                      | Amazon.com, Inc.                                                                      | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     53000 | PA      | $47072.82     | 0.00%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Plexus Corp.                                                                          | Plexus Corp.                                                                          | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       753 | NS      | $101888.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc.                                                               | American Airlines, Inc., First Lien, 2025 Incremental CME Term Loan                   | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15000 | PA      | $15116.25     | 0.00%             | 2032-05-28      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                                                       | CommScope, Inc., First Lien, Initial CME Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    340000 | PA      | $344639.30    | 0.01%             | 2029-12-18      | Variable      | 9.58%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                           | Deere & Co.                                                                           | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1689 | NS      | $858839.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group, Inc.                                                                 | TransDigm Group, Inc.                                                                 | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2753 | NS      | $4186321.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp.                                                                        | Huntsman Corp.                                                                        | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     70147 | NS      | $730931.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     59000 | PA      | $-1795.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                      | Amazon.com, Inc.                                                                      | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    407000 | PA      | $400500.98    | 0.01%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                       | Universal Health Services, Inc., Class B                                              | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      4376 | NS      | $792712.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $35238.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA, Series 2015-H26, Class EI                                                       | CUSIP: 38376RJY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    726759 | PA      | $22930.69     | 0.00%             | 2065-10-20      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Lyft, Inc.                                                                            | Lyft, Inc., Class A                                                                   | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     51815 | NS      | $816604.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3782.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Perimeter Solutions, Inc.                                                             | Perimeter Solutions, Inc.                                                             | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36980 | NS      | $514761.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2838.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Astronics Corp.                                                                       | Astronics Corp.                                                                       | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |      5227 | NS      | $174999.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Media Secured Finance plc                                                      | Virgin Media Secured Finance plc                                                      | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $186002.90    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2022-DNA5, Class M1A                                  | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | CORP              | US        |    307400 | PA      | $314387.78    | 0.01%             | 2042-06-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                                | Becton Dickinson & Co.                                                                | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    372000 | PA      | $344503.17    | 0.01%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Tesco plc                                                                             | Tesco plc                                                                             | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |   1032157 | NS      | $5690821.60   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd.                                                            | Axis Capital Holdings Ltd.                                                            | CUSIP: N/A<br>LEI: 635400VD2NQBYAHMEM55       | Long             | EC               | CORP              | BM        |      9475 | NS      | $983694.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarios Global LP                                                                     | Clarios Global LP, First Lien, Amendment No. 6 Dollar CME Term Loan                   | CUSIP: C8000CAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    164274 | PA      | $164633.76    | 0.01%             | 2032-01-28      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BSD82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34739 | PA      | $35123.43     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2022-R07, Class 1M1                  | CUSIP: 20754MBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165299 | PA      | $169546.68    | 0.01%             | 2042-06-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                                          | Iberdrola SA                                                                          | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |    468840 | NS      | $9019558.24   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                                           | Cie Financiere Richemont SA                                                           | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |       725 | NS      | $137193.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Red Rock Resorts, Inc.                                                                | Red Rock Resorts, Inc., Class A                                                       | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2451 | NS      | $127525.53    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                                                  | American Express Co.                                                                  | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    440000 | PA      | $455803.94    | 0.02%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Lincoln Electric Holdings, Inc.                                                       | Lincoln Electric Holdings, Inc.                                                       | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      4248 | NS      | $880695.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Radio LLC                                                                   | Sirius XM Radio LLC                                                                   | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    225000 | PA      | $216256.16    | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140XB3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1060693 | PA      | $901271.70    | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison, Inc.                                                             | Consolidated Edison, Inc.                                                             | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      8102 | NS      | $813035.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2022-R04, Class 1M2                  | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74000 | PA      | $76284.96     | 0.00%             | 2042-03-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2025-R04, Class 1M1                  | CUSIP: 20755TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    359682 | PA      | $360578.25    | 0.01%             | 2045-05-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| ESCO Technologies, Inc.                                                               | ESCO Technologies, Inc.                                                               | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       799 | NS      | $153304.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                                                                      | CVS Health Corp.                                                                      | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $128567.73    | 0.00%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                       | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1531000 | PA      | $1522517.83   | 0.05%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| NOF Corp.                                                                             | NOF Corp.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     97500 | NS      | $1868367.16   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK5                                                                                 | BANK5, Series 2024-5YR7, Class XA                                                     | CUSIP: 06211UBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6793442 | PA      | $314837.99    | 0.01%             | 2057-06-15      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                           | Caesars Entertainment, Inc.                                                           | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477590.01    | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Horace Mann Educators Corp.                                                           | Horace Mann Educators Corp.                                                           | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      7039 | NS      | $302465.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co.                                                                           | Tennant Co.                                                                           | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      1323 | NS      | $102506.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 406, Class F30                                                          | CUSIP: 3133Q3H79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    302692 | PA      | $304185.23    | 0.01%             | 2053-10-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F022477<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $9339318.30   | 0.33%             | 2040-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133C3TT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    938028 | PA      | $944807.26    | 0.03%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                   | Medline Borrower LP, First Lien, Dollar Incremental CME Term Loan                     | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    152531 | PA      | $152877.83    | 0.01%             | 2028-10-23      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                                | Freeport-McMoRan, Inc.                                                                | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    143013 | NS      | $6199613.55   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kolmar Korea Co. Ltd.                                                                 | Kolmar Korea Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     11308 | NS      | $833828.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jamestown CLO IX Ltd.                                                                 | Jamestown CLO IX Ltd., Series 2016-9A, Class A1RR                                     | CUSIP: 47048JAX1<br>LEI: 254900NFTK4YH0WYT485 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250851.35    | 0.01%             | 2034-07-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | SPDR S&P 500 ETF Trust                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  59715670 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Natera, Inc.                                                                          | Natera, Inc.                                                                          | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5398 | NS      | $911938.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners plc                                                    | Coca-Cola Europacific Partners plc                                                    | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | EC               | CORP              | GB        |     24842 | NS      | $2303350.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2018-C02, Class 2M2                  | CUSIP: 30711XC36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      8258 | PA      | $8395.75      | 0.00%             | 2030-08-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                                 | WR Grace Holdings LLC                                                                 | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    185000 | PA      | $167633.33    | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Boise Cascade Co.                                                                     | Boise Cascade Co.                                                                     | CUSIP: 09739DAD2<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | DBT              | CORP              | US        |    315000 | PA      | $306691.40    | 0.01%             | 2030-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4146.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                                | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2012-C6, Class E       | CUSIP: 46634SAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $197516.89    | 0.01%             | 2045-05-15      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                                 | Directv Financing LLC                                                                 | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $112871.33    | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                            | Sherwin-Williams Co. (The)                                                            | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     11076 | NS      | $3803055.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                                                        | EchoStar Corp.                                                                        | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412340.00    | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                          | Nutrien Ltd.                                                                          | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $300612.83    | 0.01%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                       | Fairfax Financial Holdings Ltd.                                                       | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    468000 | PA      | $472291.63    | 0.02%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $270508.29    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hills Bancorp, Inc.                                                         | Berkshire Hills Bancorp, Inc.                                                         | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      5743 | NS      | $143804.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                        | Morgan Stanley                                                                        | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    470000 | PA      | $467254.93    | 0.02%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                           | Prologis LP                                                                           | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    113000 | PA      | $102785.91    | 0.00%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                             | RTX Corp.                                                                             | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61303.87     | 0.00%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                       | Citigroup, Inc.                                                                       | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    318588 | NS      | $27118210.56  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth, Inc.                                                                       | Bandwidth, Inc., Class A                                                              | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |     12305 | NS      | $195649.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                                                                  | UFP Industries, Inc.                                                                  | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      6225 | NS      | $618516.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group plc                                                                          | 3i Group plc                                                                          | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |     56078 | NS      | $3173578.13   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | MSCI Emerging Markets Index                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       200 | NC      | $205586.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FMG Resources August 2006 Pty. Ltd.                                                   | FMG Resources August 2006 Pty. Ltd.                                                   | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $254469.00    | 0.01%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                    | Ares Capital Corp.                                                                    | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    217000 | PA      | $215897.24    | 0.01%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fast Retailing Co. Ltd.                                                               | Fast Retailing Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |      8200 | NS      | $2811485.85   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 5010, Class IA                                                          | CUSIP: 3137FVPZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1829458 | PA      | $337803.25    | 0.01%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                    | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class C          | CUSIP: 61690FAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    357000 | PA      | $310373.66    | 0.01%             | 2048-04-15      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| BP plc                                                                                | BP plc                                                                                | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |    305049 | NS      | $1519844.82   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank Holdings Corp.                                                          | National Bank Holdings Corp., Class A                                                 | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2844 | NS      | $106962.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated British Foods plc                                                          | Associated British Foods plc                                                          | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |     77920 | NS      | $2201579.75   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CareDx, Inc.                                                                          | CareDx, Inc.                                                                          | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |      5523 | NS      | $107919.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb, Inc.                                                                          | Airbnb, Inc., Class A                                                                 | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      6585 | NS      | $871458.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                                                          | Vistra Corp.                                                                          | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187345.43    | 0.01%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-250.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Surmodics, Inc.                                                                       | Surmodics, Inc.                                                                       | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |      3183 | NS      | $94566.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Itau Unibanco Holding SA                                                              | Itau Unibanco Holding SA                                                              | CUSIP: N/A<br>LEI: 5493002W2IVG62O3ZJ94       | Long             | EP               | CORP              | BR        |    247400 | NS      | $1682544.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp.                                                                    | Seneca Foods Corp., Class A                                                           | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1094 | NS      | $110964.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $26011.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnetite XL Ltd.                                                                     | Magnetite XL Ltd., Series 2024-40A, Class A1                                          | CUSIP: 55955RAA7<br>LEI: 5299008V4F49IY3SSP69 | Long             | ABS-CBDO         | CORP              | KY        |    495000 | PA      | $496740.08    | 0.02%             | 2037-07-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Moog, Inc.                                                                            | Moog, Inc., Class A                                                                   | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       560 | NS      | $101343.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2022-R06, Class 1M1                  | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82406 | PA      | $84359.95     | 0.00%             | 2042-05-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Allient, Inc.                                                                         | Allient, Inc.                                                                         | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |      5313 | NS      | $192915.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                                                                 | Axon Enterprise, Inc.                                                                 | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       576 | NS      | $476893.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmwood CLO 27 Ltd.                                                                   | Elmwood CLO 27 Ltd., Series 2024-3A, Class A                                          | CUSIP: 29003FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $301937.02    | 0.01%             | 2037-04-18      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp. / Broadcom Cayman Finance Ltd.                                         | Broadcom Corp. / Broadcom Cayman Finance Ltd.                                         | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    494000 | PA      | $490780.81    | 0.02%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Universal Insurance Holdings, Inc.                                                    | Universal Insurance Holdings, Inc.                                                    | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |      6546 | NS      | $181520.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Commercial Mortgage Trust                                               | Credit Suisse Commercial Mortgage Trust, Series 2007-C2, Class AX                     | CUSIP: 22545YBS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1068145 | PA      | $192.16       | 0.00%             | 2049-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                     | Eversource Energy                                                                     | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51310.96     | 0.00%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                                 | OneMain Finance Corp.                                                                 | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    280000 | PA      | $292758.76    | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wise CLO Ltd.                                                                         | Wise CLO Ltd., Series 2023-2A, Class A                                                | CUSIP: 97719TAA2<br>LEI: 2549000Z4RGK1HNAPB35 | Long             | ABS-CBDO         | CORP              | JE        |    350000 | PA      | $350982.26    | 0.01%             | 2037-01-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                             | Standard Industries, Inc.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    200000 | PA      | $233459.62    | 0.01%             | 2026-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                    | Energy Transfer LP                                                                    | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     84000 | PA      | $85537.52     | 0.00%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3138WGX90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    279341 | PA      | $248451.07    | 0.01%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Royal Gold, Inc.                                                                      | Royal Gold, Inc.                                                                      | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      2411 | NS      | $428772.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co.                                                                           | Carvana Co.                                                                           | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    235000 | PA      | $278625.79    | 0.01%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Chimera Investment Corp.                                                              | Chimera Investment Corp.                                                              | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |      8257 | NS      | $114524.59    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                              | Bristol-Myers Squibb Co.                                                              | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    395000 | PA      | $404536.43    | 0.01%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                               | Hyundai Capital America                                                               | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    215000 | PA      | $216037.16    | 0.01%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2022-R01, Class 1M1                  | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47983 | PA      | $47960.35     | 0.00%             | 2041-12-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Avanos Medical, Inc.                                                                  | Avanos Medical, Inc.                                                                  | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      7844 | NS      | $96010.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $167.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2025-R04, Class 1A1                  | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136142 | PA      | $136263.30    | 0.00%             | 2045-05-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Westamerica BanCorp                                                                   | Westamerica BanCorp                                                                   | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2011 | NS      | $97412.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                                                       | LSTAR Commercial Mortgage Trust, Series 2017-5, Class A5                              | CUSIP: 54910TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    585000 | PA      | $570577.64    | 0.02%             | 2050-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                                          | LyondellBasell Industries NV, Class A                                                 | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |     14635 | NS      | $846781.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury 10 Year Notes                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -294 | NC      | $-495683.16   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Glencore Funding LLC                                                                  | Glencore Funding LLC                                                                  | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    328000 | PA      | $295657.91    | 0.01%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133APQJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    771604 | PA      | $640610.95    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Corteva, Inc.                                                                         | Corteva, Inc.                                                                         | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     91779 | NS      | $6840288.87   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                                                           | Terex Corp.                                                                           | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225606.60    | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                        | Opal Bidco SAS                                                                        | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    715000 | PA      | $730203.05    | 0.03%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Precision Drilling Corp.                                                              | Precision Drilling Corp.                                                              | CUSIP: 740212AL9<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $80288.80     | 0.00%             | 2026-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Williams-Sonoma, Inc.                                                                 | Williams-Sonoma, Inc.                                                                 | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      4965 | NS      | $811132.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp.                                                                        | UniFirst Corp.                                                                        | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       516 | NS      | $97121.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education, Inc.                                                              | Laureate Education, Inc.                                                              | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     27013 | NS      | $631563.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.                                                     | American Electric Power Co., Inc., Series J                                           | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    510000 | PA      | $510477.97    | 0.02%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Axos Financial, Inc.                                                                  | Axos Financial, Inc.                                                                  | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      8990 | NS      | $683599.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2024-R04, Class 1M1                  | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47435 | PA      | $47439.45     | 0.00%             | 2044-05-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Park Place Securities, Inc.                                                           | Park Place Securities, Inc., Series 2004-WCW2, Class M3                               | CUSIP: 70069FAZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    116682 | PA      | $115371.80    | 0.00%             | 2034-10-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                              | International Flavors & Fragrances, Inc.                                              | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     41000 | PA      | $36249.28     | 0.00%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Towne Bank                                                                            | Towne Bank                                                                            | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      3075 | NS      | $105103.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Capital Corp.                                                                    | Ares Capital Corp.                                                                    | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    265000 | PA      | $273515.88    | 0.01%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXVI Ltd.                                                             | Sound Point CLO XXVI Ltd., Series 2020-1A, Class AR                                   | CUSIP: 83614XAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    322000 | PA      | $322392.44    | 0.01%             | 2034-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                           | Caesars Entertainment, Inc.                                                           | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51337.04     | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                                                  | CP Atlas Buyer, Inc., First Lien, CME Term Loan, B                                    | CUSIP: 12658HAG7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |    242185 | PA      | $241907.50    | 0.01%             | 2027-11-23      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                                 | Acrisure LLC / Acrisure Finance, Inc.                                                 | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $349592.60    | 0.01%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Xenia Hotels & Resorts, Inc.                                                          | Xenia Hotels & Resorts, Inc.                                                          | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |      4338 | NS      | $54528.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federative Republic of Brazil                                                         | Brazil Government Bond                                                                | CUSIP: 105756CE8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    270000 | PA      | $244009.67    | 0.01%             | 2031-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                              | SCIH Salt Holdings, Inc.                                                              | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $234849.27    | 0.01%             | 2029-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                                       | Santander UK Group Holdings plc                                                       | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    575000 | PA      | $579749.80    | 0.02%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                                    | CNO Global Funding                                                                    | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131074.47    | 0.00%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co., Series KK                                                       | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43395.69     | 0.00%             | 2026-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                      | S&P Global, Inc.                                                                      | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      4380 | NS      | $2309530.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global, Inc.                                                                      | S&P Global, Inc.                                                                      | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18604.41     | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140XCPT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    457166 | PA      | $386073.89    | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                             | HCA, Inc.                                                                             | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    410000 | PA      | $378342.55    | 0.01%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                            | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class C                  | CUSIP: 46643ABL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    503000 | PA      | $460478.44    | 0.02%             | 2047-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| BioMerieux                                                                            | BioMerieux                                                                            | CUSIP: N/A<br>LEI: 549300AK8Y0LBIQ4T071       | Long             | EC               | CORP              | FR        |      4469 | NS      | $618137.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                                                                      | Clorox Co. (The)                                                                      | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      6320 | NS      | $758842.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AGL Core CLO 31 Ltd.                                                                  | AGL Core CLO 31 Ltd., Series 2024-31A, Class A                                        | CUSIP: 00852MAA8<br>LEI: 254900LYT9TA0J0GKX14 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250210.59    | 0.01%             | 2037-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                      | GE HealthCare Technologies, Inc.                                                      | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    270000 | PA      | $274035.68    | 0.01%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                          | Verizon Communications, Inc.                                                          | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    487000 | PA      | $336412.37    | 0.01%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133C32D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    141430 | PA      | $146228.53    | 0.01%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                       | AstraZeneca plc                                                                       | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     67491 | NS      | $4716271.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.                              | Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.                              | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $225528.00    | 0.01%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Apogee Enterprises, Inc.                                                              | Apogee Enterprises, Inc.                                                              | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      6316 | NS      | $256429.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                                                          | Nasdaq, Inc.                                                                          | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     40761 | NS      | $3644848.62   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                                                        | AutoZone, Inc.                                                                        | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       211 | NS      | $783280.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA, Inc.                                                                           | IQVIA, Inc.                                                                           | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    735000 | PA      | $755189.12    | 0.03%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Jackson Financial, Inc.                                                               | Jackson Financial, Inc., Class A                                                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      8604 | NS      | $763949.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp.                                                                          | Avient Corp.                                                                          | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227073.81    | 0.01%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Adient plc                                                                            | Adient plc                                                                            | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |     12023 | NS      | $233967.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp.                                                                  | Federal Signal Corp.                                                                  | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      1157 | NS      | $123127.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                               | Pfizer Investment Enterprises Pte. Ltd.                                               | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    403000 | PA      | $401951.95    | 0.01%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fresh Del Monte Produce, Inc.                                                         | Fresh Del Monte Produce, Inc.                                                         | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | KY        |      9519 | NS      | $308605.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IRB Holding Corp.                                                                     | IRB Holding Corp., First Lien, 2024 Second Replacement CME Term Loan, B               | CUSIP: 44988LAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    190074 | PA      | $190272.66    | 0.01%             | 2027-12-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $409392.98    | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2022-R05, Class 2M2                  | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    581000 | PA      | $596898.60    | 0.02%             | 2042-04-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2017-C02, Class 2M2C                 | CUSIP: 30711XGN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     46226 | PA      | $46905.08     | 0.00%             | 2029-09-25      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                      | Paramount Global                                                                      | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111913.79    | 0.00%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                       | Microsoft Corp.                                                                       | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    930000 | PA      | $914401.61    | 0.03%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140XGML0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    750606 | PA      | $684688.77    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                                  | Otis Worldwide Corp.                                                                  | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     34831 | NS      | $3448965.62   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $9148.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2016-C06, Class 1M2                  | CUSIP: 30711XDS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    160650 | PA      | $165000.18    | 0.01%             | 2029-04-25      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                      | Deutsche Bank AG                                                                      | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $145581.56    | 0.01%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $10513.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                                                     | Ziggo Bond Co. BV                                                                     | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    255000 | PA      | $222894.79    | 0.01%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                               | AS Mileage Plan IP Ltd.                                                               | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    295000 | PA      | $292094.64    | 0.01%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                                    | Hyatt Hotels Corp.                                                                    | CUSIP: 448579AF9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    337000 | PA      | $337153.39    | 0.01%             | 2026-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                                        | Lonza Group AG, First Lien, USD CME Term Loan, B                                      | CUSIP: L4780EAC8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       296 | PA      | $272.13       | 0.00%             | 2028-07-03      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Klockner Pentaplast of America, Inc.                                                  | Klockner Pentaplast of America, Inc., First Lien, USD CME Term Loan, B                | CUSIP: 49865NAT7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    178029 | PA      | $165185.47    | 0.01%             | 2026-02-09      | Variable      | 9.23%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2015-CR22, Class B                                        | CUSIP: 12592XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    224000 | PA      | $213913.01    | 0.01%             | 2048-03-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd.                                                                       | ICG US CLO Ltd., Series 2017-1A, Class ARR                                            | CUSIP: 449259AJ9<br>LEI: 254900T2ODAPJRGAZY53 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501074.98    | 0.02%             | 2034-07-28      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO Ltd.                                           | Park Avenue Institutional Advisers CLO Ltd., Series 2021-1A, Class A1A                | CUSIP: 70015QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250239.04    | 0.01%             | 2034-01-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                                 | Tencent Holdings Ltd.                                                                 | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |    188311 | NS      | $12133934.89  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-745.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1631.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJZ25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21610 | PA      | $22540.36     | 0.00%             | 2048-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                              | Benchmark Mortgage Trust, Series 2020-B22, Class XA                                   | CUSIP: 08163BBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1731564 | PA      | $113822.26    | 0.00%             | 2054-01-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Hoya Corp.                                                                            | Hoya Corp.                                                                            | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |     51600 | NS      | $6128124.85   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                  | Cross Mortgage Trust, Series 2024-H4, Class A1                                        | CUSIP: 22758HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167668 | PA      | $169285.30    | 0.01%             | 2069-07-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd.                                                            | ANZ New Zealand Int'l Ltd.                                                            | CUSIP: 00182EBF5<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    200000 | PA      | $197005.88    | 0.01%             | 2027-07-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                        | Olympus Water US Holding Corp.                                                        | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |    125000 | PA      | $144556.55    | 0.01%             | 2028-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                       | Live Nation Entertainment, Inc.                                                       | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |     18666 | NS      | $2823792.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunker Hill Loan Depositary Trust                                                     | Bunker Hill Loan Depositary Trust, Series 2020-1, Class A2                            | CUSIP: 12062RAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285000 | PA      | $275005.65    | 0.01%             | 2055-02-25      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                        | Broadcom, Inc.                                                                        | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    133743 | NS      | $36866257.95  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                                                      | ABN AMRO Bank NV                                                                      | CUSIP: 00080QAF2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $200041.46    | 0.01%             | 2025-07-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                     | Taylor Morrison Communities, Inc.                                                     | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111928.19    | 0.00%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                        | McKesson Corp.                                                                        | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     12712 | NS      | $9315099.36   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT, Inc.                                                                             | ADT, Inc.                                                                             | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100645 | NS      | $852463.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | ETRSI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |  78506044 | PA      | $1905047.10   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                 | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1235772.34   | 0.04%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                                                       | Gap, Inc. (The)                                                                       | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     30910 | NS      | $674147.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2016-C03, Class 2M2                  | CUSIP: 30711XCT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     22497 | PA      | $23120.09     | 0.00%             | 2028-10-25      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| Teradata Corp.                                                                        | Teradata Corp.                                                                        | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     36457 | NS      | $813355.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1070.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                                 | Jane Street Group / JSG Finance, Inc.                                                 | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $236631.13    | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                                 | Axon Enterprise, Inc.                                                                 | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216480.60    | 0.01%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133KRCF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    847527 | PA      | $870330.04    | 0.03%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                  | IHO Verwaltungs GmbH                                                                  | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $205414.60    | 0.01%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                  | Meta Platforms, Inc.                                                                  | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    385000 | PA      | $375738.70    | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                         | Netflix, Inc.                                                                         | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |    515000 | PA      | $634179.23    | 0.02%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Unisys Corp.                                                                          | Unisys Corp.                                                                          | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     25290 | NS      | $114563.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  20000000 | PA      | $19602690.80  | 0.70%             | 2055-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Simply Good Foods Co. (The)                                                           | Simply Good Foods Co. (The)                                                           | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2980 | NS      | $94138.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                                                             | CNO Financial Group, Inc.                                                             | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     15622 | NS      | $602696.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                 | Wells Fargo Commercial Mortgage Trust, Series 2020-C57, Class C                       | CUSIP: 95002XBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    139000 | PA      | $127896.47    | 0.00%             | 2053-08-15      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                                                                | Freedom Mortgage Corp.                                                                | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    250000 | PA      | $277422.22    | 0.01%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| ABB Ltd.                                                                              | ABB Ltd.                                                                              | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |     53086 | NS      | $3181382.41   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                                | Tenet Healthcare Corp.                                                                | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    215000 | PA      | $208674.01    | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bioventus, Inc.                                                                       | Bioventus, Inc., Class A                                                              | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15677 | NS      | $103781.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Stock Exchange Group plc                                                       | London Stock Exchange Group plc                                                       | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |     29560 | NS      | $4323067.77   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC     | Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC     | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    640000 | PA      | $640000.00    | 0.02%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Coronado Finance Pty. Ltd.                                                            | Coronado Finance Pty. Ltd.                                                            | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |     95000 | PA      | $70915.65     | 0.00%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                 | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1088369.95   | 0.04%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Venture XV CLO Ltd.                                                                   | Venture XV CLO Ltd., Series 2013-15A, Class AR3                                       | CUSIP: 92328XBD0<br>LEI: 549300UYHZCJPN3LMT03 | Long             | ABS-CBDO         | CORP              | KY        |    145984 | PA      | $146138.50    | 0.01%             | 2032-07-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                                                          | Northern Star Resources Ltd.                                                          | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |     97028 | NS      | $1198502.91   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                                                           | Investor AB, Class B                                                                  | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |     76748 | NS      | $2274303.19   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                        | Southern Co. Gas Capital Corp.                                                        | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    865000 | PA      | $857806.59    | 0.03%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                   | Abbott Laboratories                                                                   | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      6335 | NS      | $861623.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                                                   | Post Holdings, Inc.                                                                   | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    195000 | PA      | $223080.00    | 0.01%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Summit Therapeutics, Inc.                                                             | Summit Therapeutics, Inc.                                                             | CUSIP: 86627T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22118 | NS      | $470671.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Corp. / Broadcom Cayman Finance Ltd.                                         | Broadcom Corp. / Broadcom Cayman Finance Ltd.                                         | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1147000 | PA      | $1125602.55   | 0.04%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                  | Meta Platforms, Inc., Class A                                                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     76115 | NS      | $56179720.35  | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  33091000 | PA      | $-212019.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                        | BNP Paribas SA                                                                        | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $176313.20    | 0.01%             | 2035-08-12      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                    | Banco Santander SA                                                                    | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $199575.41    | 0.01%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $155966.24    | 0.01%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Medtronic plc                                                                         | Medtronic plc                                                                         | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     68190 | NS      | $5944122.30   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                                                      | Paramount Global                                                                      | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     64000 | PA      | $62334.97     | 0.00%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                         | Koninklijke Ahold Delhaize NV                                                         | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |     58416 | NS      | $2439828.97   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | MSCI EAFE Index                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       134 | NC      | $104289.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F030678<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -3000000 | PA      | $-2596359.12  | -0.09%            | 2055-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                                        | United Airlines Holdings, Inc.                                                        | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     10896 | NS      | $867648.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140MW3K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    792504 | PA      | $809180.30    | 0.03%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                           | Capital One Financial Corp.                                                           | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     49449 | NS      | $10520769.24  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                                                                | Costco Wholesale Corp.                                                                | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      2074 | NS      | $2053135.56   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom International Finance BV                                             | Deutsche Telekom International Finance BV                                             | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    195000 | PA      | $230294.00    | 0.01%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                            | Occidental Petroleum Corp.                                                            | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    800000 | PA      | $783592.08    | 0.03%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CTBC Financial Holding Co. Ltd.                                                       | CTBC Financial Holding Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 549300IWDYIFW6JXM387       | Long             | EC               | CORP              | TW        |   1023000 | NS      | $1531054.03   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanmi Financial Corp.                                                                 | Hanmi Financial Corp.                                                                 | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      7732 | NS      | $190825.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Midstream Operations LP                                                          | Hess Midstream Operations LP                                                          | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $175895.13    | 0.01%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133C4FR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    491036 | PA      | $502733.69    | 0.02%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                           | Wayfair LLC                                                                           | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    290000 | PA      | $292524.74    | 0.01%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                 | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1025654.29   | 0.04%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125899.34    | 0.00%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1519.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, Series 2025-41, Class FA                                                        | CUSIP: 3136BV4Y1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212853 | PA      | $213182.42    | 0.01%             | 2054-06-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                                        | Structured Asset Mortgage Investments II Trust, Series 2007-AR7, Class 1A1            | CUSIP: 86364KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495992 | PA      | $403401.62    | 0.01%             | 2047-05-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-702.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Generac Holdings, Inc.                                                                | Generac Holdings, Inc.                                                                | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      7007 | NS      | $1003472.47   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp.                                                                  | Peabody Energy Corp.                                                                  | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      6795 | NS      | $91188.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2014-UBS3, Class AM                                       | CUSIP: 12591YBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197960 | PA      | $190020.72    | 0.01%             | 2047-06-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2025-R03, Class 2A1                  | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29199 | PA      | $29390.60     | 0.00%             | 2045-03-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                                | Kazakhstan Government Bond                                                            | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |    230000 | PA      | $224150.93    | 0.01%             | 2035-04-09      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor, Inc.                            | Directv Financing LLC / Directv Financing Co-Obligor, Inc.                            | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $119683.35    | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                             | Bank of Nova Scotia (The)                                                             | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $201977.40    | 0.01%             | 2085-04-27      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| TTM Technologies, Inc.                                                                | TTM Technologies, Inc.                                                                | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    430000 | PA      | $411231.53    | 0.01%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FB Financial Corp.                                                                    | FB Financial Corp.                                                                    | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      2107 | NS      | $95447.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                                                      | Paramount Global                                                                      | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82530.80     | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-2, Class M1                    | CUSIP: 35563PBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51471 | PA      | $51239.87     | 0.00%             | 2056-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                                                   | White Cap Buyer LLC                                                                   | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $499621.55    | 0.02%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HubSpot, Inc.                                                                         | HubSpot, Inc.                                                                         | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |      5426 | NS      | $3020274.38   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                                                          | ING Groep NV                                                                          | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    240000 | PA      | $244460.33    | 0.01%             | 2027-09-11      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 8 Ltd.                                                                | Birch Grove CLO 8 Ltd., Series 2024-8A, Class A1                                      | CUSIP: 09077TAA3<br>LEI: 254900WH1INTG23INE62 | Long             | ABS-CBDO         | CORP              | JE        |    325000 | PA      | $326190.58    | 0.01%             | 2037-04-20      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                       | Citigroup, Inc.                                                                       | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    430000 | PA      | $430501.49    | 0.02%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                       | ASML Holding NV                                                                       | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |     12850 | NS      | $10297178.34  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                           | Beach Acquisition Bidco LLC                                                           | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    345000 | PA      | $358460.18    | 0.01%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| IDT Corp.                                                                             | IDT Corp., Class B                                                                    | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      5223 | NS      | $356835.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                                                             | Towd Point Mortgage Trust, Series 2016-5, Class M2                                    | CUSIP: 89173CAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    177000 | PA      | $167295.00    | 0.01%             | 2056-10-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                           | Keysight Technologies, Inc.                                                           | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      5262 | NS      | $862231.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MIWD Holdco II LLC / MIWD Finance Corp.                                               | MIWD Holdco II LLC / MIWD Finance Corp.                                               | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $304997.02    | 0.01%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Health Catalyst, Inc.                                                                 | Health Catalyst, Inc.                                                                 | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |     22266 | NS      | $83942.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                                                     | Philip Morris International, Inc.                                                     | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    142741 | NS      | $25997418.33  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova plc                                                                          | LivaNova plc                                                                          | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |      7846 | NS      | $353226.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Life360, Inc.                                                                         | Life360, Inc.                                                                         | CUSIP: 532206109<br>LEI: 254900VO9VDOQBQAHF07 | Long             | EC               | CORP              | US        |      8201 | NS      | $535115.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd.                                                                   | Qantas Airways Ltd.                                                                   | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |    342705 | NS      | $2421064.36   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Shoprite Holdings Ltd.                                                                | Shoprite Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 529900Q4O1EYP6NH5150       | Long             | EC               | CORP              | ZA        |     97227 | NS      | $1520978.19   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIL IV LLC / SCIL USA Holdings LLC                                                   | SCIL IV LLC / SCIL USA Holdings LLC                                                   | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198828.20    | 0.01%             | 2026-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2021-DNA6, Class M2                                   | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |    194749 | PA      | $195560.61    | 0.01%             | 2041-10-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                    | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class B          | CUSIP: 61765LAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $223968.83    | 0.01%             | 2048-05-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                                          | PetSmart LLC, First Lien, Initial CME Term Loan                                       | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    168964 | PA      | $167591.29    | 0.01%             | 2028-02-11      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II, Inc.                                               | GLP Capital LP / GLP Financing II, Inc.                                               | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $154156.54    | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Life Time Group Holdings, Inc.                                                        | Life Time Group Holdings, Inc.                                                        | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3397 | NS      | $103031.01    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp.                                                                          | Chemed Corp.                                                                          | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      1472 | NS      | $716760.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                                                         | Alnylam Pharmaceuticals, Inc.                                                         | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      2937 | NS      | $957726.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                  | American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78333 | PA      | $78202.55     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Associated Banc-Corp.                                                                 | Associated Banc-Corp.                                                                 | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      4751 | NS      | $115876.89    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alternative Loan Trust                                                                | Alternative Loan Trust, Series 2006-OA10, Class 4A1                                   | CUSIP: 02146QAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    593679 | PA      | $507770.32    | 0.02%             | 2046-08-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Inhibrx Biosciences, Inc.                                                             | Inhibrx Biosciences, Inc.                                                             | CUSIP: 45720N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6091 | NS      | $86918.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Al Rajhi Bank                                                                         | Al Rajhi Bank                                                                         | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               | CORP              | SA        |    120458 | NS      | $3038294.62   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                                   | Viking Cruises Ltd.                                                                   | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    120000 | PA      | $121127.40    | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                                                           | Reckitt Benckiser Group plc                                                           | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |     20025 | NS      | $1364243.27   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                             | Banijay Entertainment SAS                                                             | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    665000 | PA      | $690473.49    | 0.02%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp.                                                                      | Murphy Oil Corp.                                                                      | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     17285 | NS      | $388912.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies, Inc.                                                           | Palantir Technologies, Inc., Class A                                                  | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     10164 | NS      | $1385556.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Midstream Operations LP                                                          | Hess Midstream Operations LP                                                          | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $208674.82    | 0.01%             | 2028-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Avolta AG                                                                             | Avolta AG                                                                             | CUSIP: N/A<br>LEI: 549300X53WDBVW7TIF57       | Long             | EC               | CORP              | CH        |      6677 | NS      | $363703.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                       | Citigroup, Inc.                                                                       | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15034.40     | 0.00%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                                | Keurig Dr Pepper, Inc.                                                                | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     25287 | NS      | $835988.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paraguay Government International Bond                                                | Paraguay Government Bond                                                              | CUSIP: 699149AL4<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $181924.00    | 0.01%             | 2033-06-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Genesco, Inc.                                                                         | Genesco, Inc.                                                                         | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      4391 | NS      | $86458.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Holdings, Inc.                                                              | RB Global Holdings, Inc.                                                              | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    190000 | PA      | $199976.79    | 0.01%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Paysafe Ltd.                                                                          | Paysafe Ltd.                                                                          | CUSIP: N/A<br>LEI: 2138003K6PVDCI5TBN11       | Long             | EC               | CORP              | BM        |      8177 | NS      | $103193.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media, Inc.                                                                      | Gray Media, Inc.                                                                      | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    340000 | PA      | $255236.72    | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp.                                                                     | Boyd Gaming Corp.                                                                     | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    480000 | PA      | $460354.18    | 0.02%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                        | US Foods, Inc.                                                                        | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73800.58     | 0.00%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                             | Consolidated Edison Co. of New York, Inc., Series 12-A                                | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    130000 | PA      | $110305.46    | 0.00%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                            | AT&T, Inc.                                                                            | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    476000 | PA      | $398538.68    | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Keros Therapeutics, Inc.                                                              | Keros Therapeutics, Inc.                                                              | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30027 | NS      | $400860.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                                                   | Intesa Sanpaolo SpA                                                                   | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |    476915 | NS      | $2747226.09   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes, Inc.                                                                | Invitation Homes, Inc.                                                                | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24956 | NS      | $818556.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Finance Corp.                                                                 | OneMain Finance Corp.                                                                 | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    275000 | PA      | $286312.08    | 0.01%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                                    | Royalty Pharma plc                                                                    | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    360000 | PA      | $367659.44    | 0.01%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SkyWest, Inc.                                                                         | SkyWest, Inc.                                                                         | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      6465 | NS      | $665701.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                                         | Comcast Corp., Class A                                                                | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     80229 | NS      | $2863373.01   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp.                                                                 | First Merchants Corp.                                                                 | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      1183 | NS      | $45308.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy, Inc.                                                                         | GoDaddy, Inc., Class A                                                                | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      4524 | NS      | $814591.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp.                                                                          | Avista Corp.                                                                          | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     12654 | NS      | $480219.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp.                                                                  | Ladder Capital Corp., Class A                                                         | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |      9362 | NS      | $100641.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Building Solutions, Inc.                                                     | Standard Building Solutions, Inc.                                                     | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    345000 | PA      | $353722.98    | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                                                        | Fortinet, Inc.                                                                        | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      8270 | NS      | $874304.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7076.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital       | Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $469798.37    | 0.02%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                                                        | BHP Group Ltd.                                                                        | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |    113051 | NS      | $2719735.45   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Time Warner Cable Enterprises LLC                                                     | Time Warner Cable Enterprises LLC                                                     | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144000 | PA      | $167751.73    | 0.01%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                 | Sumitomo Mitsui Financial Group, Inc.                                                 | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |    109500 | NS      | $2757315.28   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Agios Pharmaceuticals, Inc.                                                           | Agios Pharmaceuticals, Inc.                                                           | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |     13558 | NS      | $450939.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands, Inc.                                                                     | Hanesbrands, Inc.                                                                     | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |     19289 | NS      | $88343.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elite Material Co. Ltd.                                                               | Elite Material Co. Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     37000 | NS      | $1118830.64   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                                   | Brown & Brown, Inc.                                                                   | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110961.14    | 0.00%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                              | Motorola Solutions, Inc.                                                              | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     12811 | NS      | $5386513.06   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaTek, Inc.                                                                        | MediaTek, Inc.                                                                        | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |     39000 | NS      | $1671097.83   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                                                    | Elevation CLO Ltd., Series 2021-13A, Class A1R                                        | CUSIP: 28622EAS7<br>LEI: 549300YZ3RIOTSOP0V95 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249357.12    | 0.01%             | 2034-07-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2023-DNA1, Class M1A                                  | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | CORP              | US        |     98114 | PA      | $99601.52     | 0.00%             | 2043-03-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Unitil Corp.                                                                          | Unitil Corp.                                                                          | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1916 | NS      | $99919.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scientific Games Holdings LP                                                          | Scientific Games Holdings LP, First Lien, 2024 Refinancing Dollar CME Term Loan       | CUSIP: 80875CAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    138598 | PA      | $138639.12    | 0.00%             | 2029-04-04      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                     | Black Hills Corp.                                                                     | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      8948 | NS      | $501982.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                                                   | Kinder Morgan, Inc.                                                                   | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177784.34    | 0.01%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                            | Cloud Software Group, Inc.                                                            | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176367.42    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PRMI Securitization Trust                                                             | PRMI Securitization Trust, Series 2024-CMG1, Class A1                                 | CUSIP: 74275VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360323 | PA      | $360955.13    | 0.01%             | 2054-07-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                              | Lumen Technologies, Inc.                                                              | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    164842 | NS      | $722007.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellanova                                                                             | Kellanova, Series B                                                                   | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     62000 | PA      | $71070.83     | 0.00%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL / Connect US Finco LLC                                             | Connect Finco SARL / Connect US Finco LLC                                             | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $568603.57    | 0.02%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-24104.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                            | Corebridge Financial, Inc.                                                            | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    230000 | PA      | $225455.83    | 0.01%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                            | Mars, Inc.                                                                            | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24976.41     | 0.00%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                         | Smyrna Ready Mix Concrete LLC                                                         | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    275000 | PA      | $288537.38    | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                                                                     | Nintendo Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |     42700 | NS      | $4100474.21   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140QRSK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1245739 | PA      | $1293843.66   | 0.05%             | 2053-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                          | Zoetis, Inc.                                                                          | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    244000 | PA      | $219377.62    | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                     | SMBC Aviation Capital Finance DAC                                                     | CUSIP: 78448TAK8<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $205173.30    | 0.01%             | 2033-07-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                 | Cardinal Health, Inc.                                                                 | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      5533 | NS      | $929544.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Foundation Building Materials, Inc.                                                   | Foundation Building Materials, Inc.                                                   | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |    335000 | PA      | $307555.11    | 0.01%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                          | Nutrien Ltd.                                                                          | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    129000 | PA      | $127720.72    | 0.00%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $10636.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                                 | Public Service Enterprise Group, Inc.                                                 | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     10791 | NS      | $908386.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-69152.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Humacyte, Inc.                                                                        | Humacyte, Inc.                                                                        | CUSIP: 44486Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119341 | NS      | $249422.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $21498.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| News Corp.                                                                            | News Corp.                                                                            | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    145000 | PA      | $138840.46    | 0.00%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                              | UnitedHealth Group, Inc.                                                              | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    740000 | PA      | $733867.23    | 0.03%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Extreme Networks, Inc.                                                                | Extreme Networks, Inc.                                                                | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     34744 | NS      | $623654.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                                                           | Apple, Inc.                                                                           | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    314000 | PA      | $263173.92    | 0.01%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                         | Comcast Corp.                                                                         | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    157000 | PA      | $152798.02    | 0.01%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO 4 Ltd.                                                                | HalseyPoint CLO 4 Ltd., Series 2021-4A, Class A                                       | CUSIP: 40637LAA8<br>LEI: 549300CMJUK1VCINNF57 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250450.00    | 0.01%             | 2034-04-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| fuboTV, Inc.                                                                          | fuboTV, Inc.                                                                          | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30379 | NS      | $117262.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                                                                   | Herc Holdings, Inc.                                                                   | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280247.80    | 0.01%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                                | SAP SE                                                                                | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |     11421 | NS      | $3492307.25   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                                   | Sirius XM Radio LLC                                                                   | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    320000 | PA      | $284652.79    | 0.01%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PICC Property & Casualty Co. Ltd.                                                     | PICC Property & Casualty Co. Ltd., Class H                                            | CUSIP: N/A<br>LEI: 300300F1000311000017       | Long             | EC               | CORP              | CN        |   1088000 | NS      | $2114174.35   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                                  | American Tower Corp.                                                                  | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116676.93    | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ADMA Biologics, Inc.                                                                  | ADMA Biologics, Inc.                                                                  | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14976 | NS      | $272712.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                                                           | Amgen, Inc.                                                                           | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    495000 | PA      | $505924.17    | 0.02%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| International Seaways, Inc.                                                           | International Seaways, Inc.                                                           | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | MH        |      2666 | NS      | $97255.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                        | Teva Pharmaceutical Finance Netherlands III BV                                        | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    225000 | PA      | $255062.25    | 0.01%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                                      | Weyerhaeuser Co.                                                                      | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33890.71     | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                         | Netflix, Inc.                                                                         | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     24087 | NS      | $32255624.31  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dole plc                                                                              | Dole plc                                                                              | CUSIP: N/A<br>LEI: 635400JUG5XJXOPPJJ47       | Long             | EC               | CORP              | IE        |     31444 | NS      | $439901.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Rotem Co. Ltd.                                                                | Hyundai Rotem Co. Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      3008 | NS      | $436508.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-7016.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Calix, Inc.                                                                           | Calix, Inc.                                                                           | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      7368 | NS      | $391903.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-6722.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                      | ABN AMRO Bank NV                                                                      | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $304128.77    | 0.01%             | 2028-12-03      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp., Series L                                                       | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    270000 | PA      | $268972.98    | 0.01%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Hoshizaki Corp.                                                                       | Hoshizaki Corp.                                                                       | CUSIP: N/A<br>LEI: 5299001QAMLGU3SRBG20       | Long             | EC               | CORP              | JP        |      7200 | NS      | $248098.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                 | Wells Fargo Commercial Mortgage Trust, Series 2016-BNK1, Class AS                     | CUSIP: 95000GBA1<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |    274000 | PA      | $261344.84    | 0.01%             | 2049-08-15      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                                   | Viking Cruises Ltd.                                                                   | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    305000 | PA      | $328675.93    | 0.01%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| NEC Corp.                                                                             | NEC Corp.                                                                             | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |     17300 | NS      | $504728.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegion plc                                                                          | Allegion plc                                                                          | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |      6098 | NS      | $878843.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp.                                                                             | PPL Corp.                                                                             | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |    116072 | NS      | $3933680.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6323.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                                | Tenet Healthcare Corp.                                                                | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      5079 | NS      | $893904.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Corp.                                                                         | Olympus Corp.                                                                         | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |     68600 | NS      | $814852.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Viatris, Inc.                                                                         | Viatris, Inc.                                                                         | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    291000 | PA      | $277409.42    | 0.01%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Dexcom, Inc.                                                                          | Dexcom, Inc.                                                                          | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      9807 | NS      | $856053.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CBAM Ltd.                                                                             | CBAM Ltd., Series 2020-12A, Class AR                                                  | CUSIP: 12509VAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250359.78    | 0.01%             | 2034-07-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                                   | Newell Brands, Inc.                                                                   | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    170000 | PA      | $178960.87    | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                     | Wells Fargo & Co.                                                                     | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     14261 | NS      | $1142591.32   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                                       | TransDigm, Inc.                                                                       | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57693.24     | 0.00%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Veritex Holdings, Inc.                                                                | Veritex Holdings, Inc.                                                                | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     16363 | NS      | $427074.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co.                                                             | American States Water Co.                                                             | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      1393 | NS      | $106787.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179TSH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2507278 | PA      | $2361301.13   | 0.08%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Urban Edge Properties                                                                 | Urban Edge Properties                                                                 | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28230 | NS      | $526771.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp.                                                             | United States Steel Corp.                                                             | CUSIP: 912909AD0<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |    140000 | PA      | $149101.54    | 0.01%             | 2037-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $95107.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                         | Centene Corp.                                                                         | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    220000 | PA      | $196716.53    | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LY Corp.                                                                              | LY Corp.                                                                              | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |    509600 | NS      | $1876655.55   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                                            | Dana, Inc.                                                                            | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     34866 | NS      | $597951.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                                                          | Nasdaq, Inc.                                                                          | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36480.54     | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    140000 | PA      | $95937.04     | 0.00%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                     | Philip Morris International, Inc.                                                     | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    438000 | PA      | $450802.52    | 0.02%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $24.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alexander & Baldwin, Inc.                                                             | Alexander & Baldwin, Inc.                                                             | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11019 | NS      | $196468.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA, Series 2001-79, Class BI                                                        | CUSIP: 31392BMN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44129 | PA      | $219.41       | 0.00%             | 2045-03-25      | Variable      | 0.24%                 | No            |                  2 | On Loan: No      |
| Talanx AG                                                                             | Talanx AG                                                                             | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |     10593 | NS      | $1373294.93   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc           | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc           | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $182763.40    | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    160000 | PA      | $145700.18    | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KKR CLO 43 Ltd.                                                                       | KKR CLO 43 Ltd., Series 2022-43A, Class A1R                                           | CUSIP: 48255UAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250565.12    | 0.01%             | 2036-01-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| First Bancorp                                                                         | First Bancorp                                                                         | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     29307 | NS      | $610464.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Cote d'Ivoire                                                             | Ivory Coast Government Bond                                                           | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    225000 | PA      | $204931.00    | 0.01%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp.                                                                     | W R Berkley Corp.                                                                     | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     11645 | NS      | $855558.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                                                   | Cisco Systems, Inc.                                                                   | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    151100 | NS      | $10483318.00  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp.                                                                | Antero Midstream Corp.                                                                | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45485 | NS      | $861940.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                  | Mitsubishi UFJ Financial Group, Inc.                                                  | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |    448200 | NS      | $6110576.01   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                             | CSX Corp.                                                                             | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    240000 | PA      | $200179.02    | 0.01%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                                  | American Tower Corp.                                                                  | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    476000 | PA      | $469284.80    | 0.02%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                     | Caterpillar, Inc.                                                                     | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305964.02    | 0.01%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                     | Chile Government Bond                                                                 | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    280000 | PA      | $289128.00    | 0.01%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GeneDx Holdings Corp.                                                                 | GeneDx Holdings Corp., Class A                                                        | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1408 | NS      | $129972.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient Global Holdings Ltd.                                                           | Adient Global Holdings Ltd.                                                           | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $102349.10    | 0.00%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                           | Capital One Financial Corp.                                                           | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    926000 | PA      | $785551.58    | 0.03%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Apollo Hospitals Enterprise Ltd.                                                      | Apollo Hospitals Enterprise Ltd.                                                      | CUSIP: N/A<br>LEI: 3358005YT7JQCWYLTG43       | Long             | EC               | CORP              | IN        |     20522 | NS      | $1733642.04   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                          | Pacific Gas and Electric Co.                                                          | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    570000 | PA      | $590758.44    | 0.02%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                       | Starbucks Corp.                                                                       | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     35251 | NS      | $3230049.13   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                                                          | Verizon Communications, Inc.                                                          | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1273000 | PA      | $1281287.15   | 0.05%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA, Series 2024-78, Class QF                                                        | CUSIP: 38384NV69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    443633 | PA      | $445230.05    | 0.02%             | 2054-05-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Stonex Escrow Issuer LLC                                                              | Stonex Escrow Issuer LLC                                                              | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $217335.64    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                     | SMBC Aviation Capital Finance DAC                                                     | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    470000 | PA      | $479865.76    | 0.02%             | 2029-04-03      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                       | Madison IAQ LLC, First Lien, Initial CME Term Loan                                    | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |     87692 | PA      | $87856.31     | 0.00%             | 2028-06-21      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 7 Ltd.                                                           | Diameter Capital CLO 7 Ltd., Series 2024-7A, Class A1A                                | CUSIP: 25255WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300390.27    | 0.01%             | 2037-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co. Ltd.                                                             | Sekisui Chemical Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |     39400 | NS      | $713560.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                         | Honeywell International, Inc.                                                         | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    155000 | PA      | $120120.02    | 0.00%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| ZipRecruiter, Inc.                                                                    | ZipRecruiter, Inc., Class A                                                           | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |     17540 | NS      | $87875.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $973.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                         | PepsiCo, Inc.                                                                         | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      6219 | NS      | $821156.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                                                          | Arcosa, Inc.                                                                          | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134997.85    | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                                 | Walt Disney Co. (The)                                                                 | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     78000 | PA      | $74817.01     | 0.00%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | CDSCMBX                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1000 | PA      | $94.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings, Inc.                                                           | Bandai Namco Holdings, Inc.                                                           | CUSIP: N/A<br>LEI: 3538008EFEM34VRJDQ95       | Long             | EC               | CORP              | JP        |     34700 | NS      | $1243620.76   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                             | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109130.18    | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                              | Celanese US Holdings LLC                                                              | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    205000 | PA      | $215059.76    | 0.01%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Hovnanian Enterprises, Inc.                                                           | Hovnanian Enterprises, Inc., Class A                                                  | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |      1032 | NS      | $107895.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH plc                                                                               | CRH plc                                                                               | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |     33073 | NS      | $3052959.20   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                 | Dominion Energy, Inc.                                                                 | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281923.25    | 0.01%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-711.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                                                          | Coca-Cola Consolidated, Inc.                                                          | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      7380 | NS      | $823977.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Asics Corp.                                                                           | Asics Corp.                                                                           | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |     40000 | NS      | $1020015.30   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VZS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79599 | PA      | $70604.83     | 0.00%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2020-I Ltd.                                                              | CIFC Funding Ltd., Series 2020-1A, Class A1R                                          | CUSIP: 12555QAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    460000 | PA      | $460992.37    | 0.02%             | 2036-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Galderma Group AG                                                                     | Galderma Group AG                                                                     | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |      3544 | NS      | $515140.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                        | Hewlett Packard Enterprise Co.                                                        | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    113000 | PA      | $112757.70    | 0.00%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                                | XHR LP                                                                                | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96911.12     | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                                       | DR Horton, Inc.                                                                       | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133556.23    | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                                      | Bank Hapoalim BM                                                                      | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |     98714 | NS      | $1896105.52   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-15656.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                                                    | Connect Finco SARL, First Lien, Amendment No. 4 CME Term Loan                         | CUSIP: L2000DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    167875 | PA      | $160017.61    | 0.01%             | 2029-09-13      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B9GV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65030 | PA      | $66836.90     | 0.00%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Industrial Realty Trust, Inc.                                                   | First Industrial Realty Trust, Inc.                                                   | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16374 | NS      | $788080.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                  | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     20132 | NS      | $5836468.12   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Benteler International AG                                                             | Benteler International AG                                                             | CUSIP: 08263DAA4<br>LEI: 529900ZAFSOBVFCKF263 | Long             | DBT              | CORP              | AT        |    380000 | PA      | $400277.94    | 0.01%             | 2028-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Arvinas, Inc.                                                                         | Arvinas, Inc.                                                                         | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59507 | NS      | $437971.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises, Inc.                                                         | Worthington Enterprises, Inc.                                                         | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      2526 | NS      | $160754.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PHH Escrow Issuer LLC                                                                 | PHH Escrow Issuer LLC / PHH Corp.                                                     | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $638969.60    | 0.02%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA, Series 2022-60, Class IY                                                        | CUSIP: 38383PEH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4161492 | PA      | $631163.85    | 0.02%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                             | ATI, Inc.                                                                             | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    355000 | PA      | $356951.44    | 0.01%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ4A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48176 | PA      | $50651.62     | 0.00%             | 2049-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Outfront Media, Inc.                                                                  | Outfront Media, Inc.                                                                  | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     33712 | NS      | $550179.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse, Inc. (The)                                                          | Chefs' Warehouse, Inc. (The)                                                          | CUSIP: 163086AE1<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |    155000 | PA      | $241955.00    | 0.01%             | 2028-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                      | Mitsubishi Corp.                                                                      | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |     71700 | NS      | $1432701.05   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Steelcase, Inc.                                                                       | Steelcase, Inc., Class A                                                              | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |      9902 | NS      | $103277.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                                                            | AT&T, Inc.                                                                            | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209169.88    | 0.01%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                                   | Erste Group Bank AG                                                                   | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |     15574 | NS      | $1325741.51   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 5142, Class AI                                                          | CUSIP: 3137H2CD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2994190 | PA      | $579399.40    | 0.02%             | 2051-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co.      | JBS USA Holding Lux SARL / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co.      | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $551152.25    | 0.02%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                                                   | Hanover Insurance Group, Inc. (The)                                                   | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      2399 | NS      | $407518.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals, Inc.                                                        | Catalyst Pharmaceuticals, Inc.                                                        | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      7171 | NS      | $155610.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway, Inc.                                                              | Berkshire Hathaway, Inc., Class B                                                     | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      7745 | NS      | $3762288.65   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings, Inc.                                                                  | Mativ Holdings, Inc.                                                                  | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      8161 | NS      | $55658.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC          | Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC          | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $174037.67    | 0.01%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Haleon plc                                                                            | Haleon plc                                                                            | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |    578649 | NS      | $2974042.78   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                        | Morgan Stanley                                                                        | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      6644 | NS      | $935873.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bain Capital CLO Ltd.                                                                 | Bain Capital CLO Ltd., Series 2024-1A, Class A1                                       | CUSIP: 056920AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $251733.80    | 0.01%             | 2037-04-16      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II, Inc.                                               | GLP Capital LP / GLP Financing II, Inc.                                               | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $96080.93     | 0.00%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Unilever plc                                                                          | Unilever plc                                                                          | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |     82607 | NS      | $5041196.25   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                             | FMC Corp.                                                                             | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276985.91    | 0.01%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                                                  | PPG Industries, Inc.                                                                  | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     21454 | NS      | $2440392.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                                                            | Builders FirstSource, Inc.                                                            | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139166.79    | 0.00%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile US, Inc.                                                                     | T-Mobile US, Inc.                                                                     | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     27275 | NS      | $6498541.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ2R6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21563 | PA      | $22701.10     | 0.00%             | 2049-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                         | Fortress Intermediate 3, Inc., First Lien, Initial CME Term Loan                      | CUSIP: 34966LAB0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |    194025 | PA      | $194752.59    | 0.01%             | 2031-06-27      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                                 | Matador Resources Co.                                                                 | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    355000 | PA      | $355419.17    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bills                                                                   | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  11200000 | PA      | $11077883.26  | 0.40%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                                                    | Elevation CLO Ltd., Series 2018-10A, Class AR                                         | CUSIP: 28623CAL5<br>LEI: 5493005Q4N14IP6ASK07 | Long             | ABS-CBDO         | CORP              | KY        |    229992 | PA      | $229921.90    | 0.01%             | 2031-10-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| ACADIA Pharmaceuticals, Inc.                                                          | ACADIA Pharmaceuticals, Inc.                                                          | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     27158 | NS      | $585798.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | CDSCMBX                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1000 | PA      | $-96.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Ltd.                                                           | Axalta Coating Systems Ltd.                                                           | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |     26900 | NS      | $798661.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments LLC / Shift4 Payments Finance Sub, Inc.                               | Shift4 Payments LLC / Shift4 Payments Finance Sub, Inc.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    100000 | PA      | $122148.11    | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1420.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                                       | Norsk Hydro ASA                                                                       | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |     68164 | NS      | $390334.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                        | Apollo Global Management, Inc.                                                        | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |     35856 | NS      | $5086890.72   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp.                                                                            | Ball Corp.                                                                            | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     37514 | NS      | $2104160.26   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3207.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                                    | Macquarie Airfinance Holdings Ltd.                                                    | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     75000 | PA      | $75009.98     | 0.00%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                     | Philip Morris International, Inc.                                                     | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64861.07     | 0.00%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| iShares Core MSCI Emerging Markets ETF                                                | iShares Core MSCI Emerging Markets ETF                                                | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             |  | RF                | US        |     88721 | NS      | $5325921.63   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Glatfelter Corp.                                                                      | Glatfelter Corp., First Lien, CME Term Loan                                           | CUSIP: 89458XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    143913 | PA      | $141574.82    | 0.01%             | 2031-11-04      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                                    | Berry Global, Inc.                                                                    | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    166000 | PA      | $159277.70    | 0.01%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Holcim AG                                                                             | Holcim AG                                                                             | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |     27365 | NS      | $2032101.39   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                          | Oracle Corp.                                                                          | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    870000 | PA      | $666506.81    | 0.02%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sanmina Corp.                                                                         | Sanmina Corp.                                                                         | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      1581 | NS      | $154669.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                                                                       | Primerica, Inc.                                                                       | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      3107 | NS      | $850292.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Group Corp.                                                                    | Vertiv Group Corp., First Lien, Amendment No. 5 CME Term Loan, B3                     | CUSIP: 92537EAF5<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |    380150 | PA      | $380992.04    | 0.01%             | 2027-03-02      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Safe Bulkers, Inc.                                                                    | Safe Bulkers, Inc.                                                                    | CUSIP: N/A<br>LEI: 549300V6ZM2HJJYQQO85       | Long             | EC               | CORP              | MH        |     24194 | NS      | $87340.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B6KC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97195 | PA      | $100834.56    | 0.00%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $492.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hub Group, Inc.                                                                       | Hub Group, Inc., Class A                                                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7946 | NS      | $265634.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC International Holdings Co. Ltd.                                                  | SITC International Holdings Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | KY        |    280000 | NS      | $897075.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TIM SA                                                                                | TIM SA                                                                                | CUSIP: N/A<br>LEI: 529900QI0CH1DN5ZCS77       | Long             | EC               | CORP              | BR        |    698000 | NS      | $2832802.64   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2024-R05, Class 2M1                  | CUSIP: 20754XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6736 | PA      | $6731.43      | 0.00%             | 2044-07-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Coursera, Inc.                                                                        | Coursera, Inc.                                                                        | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |     61004 | NS      | $534395.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue, Inc.                                                                          | Kenvue, Inc.                                                                          | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    263000 | PA      | $267017.41    | 0.01%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7755.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBAM Ltd.                                                                             | CBAM Ltd., Series 2017-2A, Class AR                                                   | CUSIP: 12481KAS7<br>LEI: 254900JYLIAZT0YFW632 | Long             | ABS-CBDO         | CORP              | KY        |    246000 | PA      | $246367.54    | 0.01%             | 2034-07-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Accton Technology Corp.                                                               | Accton Technology Corp.                                                               | CUSIP: N/A<br>LEI: 529900M1YRZ0GWMDF920       | Long             | EC               | CORP              | TW        |     58000 | NS      | $1449638.14   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                          | Uruguay Government Bond                                                               | CUSIP: 917288BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    375000 | PA      | $445927.50    | 0.02%             | 2033-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                                 | Colgate-Palmolive Co.                                                                 | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     73555 | NS      | $6686149.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 4326, Class GS                                                          | CUSIP: 3137BABH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2689973 | PA      | $280723.43    | 0.01%             | 2044-04-15      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                               | Applied Materials, Inc.                                                               | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      5371 | NS      | $983268.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8180.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                                 | Arroyo Mortgage Trust, Series 2019-1, Class A3                                        | CUSIP: 042859AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33355 | PA      | $32731.11     | 0.00%             | 2049-01-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                      | Bombardier, Inc.                                                                      | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $186741.18    | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BioCryst Pharmaceuticals, Inc.                                                        | BioCryst Pharmaceuticals, Inc.                                                        | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     53710 | NS      | $481241.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                                                        | Ameris Bancorp                                                                        | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      1649 | NS      | $106690.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                             | Outfront Media Capital LLC / Outfront Media Capital Corp.                             | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $234176.37    | 0.01%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B9HS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    127424 | PA      | $129070.68    | 0.00%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2014-CR20, Class C                                        | CUSIP: 12592LBP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575621 | PA      | $557198.49    | 0.02%             | 2047-11-10      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                      | Roche Holding AG                                                                      | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |     15655 | NS      | $5110103.35   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                                            | Allianz SE                                                                            | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |      9331 | NS      | $3786832.81   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Premier Bancorp, Inc.                                                         | Pacific Premier Bancorp, Inc.                                                         | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      7836 | NS      | $165261.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever Indonesia Tbk. PT                                                            | Unilever Indonesia Tbk. PT                                                            | CUSIP: N/A<br>LEI: 549300MUHUFNRRI19O72       | Long             | EC               | CORP              | ID        |  11574300 | NS      | $1034743.22   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                            | Alibaba Group Holding Ltd.                                                            | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      4222 | NS      | $478817.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                 | Wells Fargo Commercial Mortgage Trust, Series 2024-5C1, Class XA                      | CUSIP: 95003VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8009077 | PA      | $292441.03    | 0.01%             | 2057-07-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care REIT, Inc.                                                          | Sabra Health Care REIT, Inc.                                                          | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      7034 | NS      | $129706.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group, Inc.                                                                    | Latham Group, Inc.                                                                    | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15976 | NS      | $101926.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp, Inc.                                                                | Northrim BanCorp, Inc.                                                                | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |      1405 | NS      | $131030.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                                                  | American Express Co.                                                                  | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    265000 | PA      | $268103.98    | 0.01%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sembcorp Industries Ltd.                                                              | Sembcorp Industries Ltd.                                                              | CUSIP: N/A<br>LEI: 254900J0FF14U6TPQM96       | Long             | EC               | CORP              | SG        |     85100 | NS      | $458441.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Manhattan Associates, Inc.                                                            | Manhattan Associates, Inc.                                                            | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      6900 | NS      | $1362543.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International, Inc.                                                            | Mercer International, Inc.                                                            | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    190000 | PA      | $155148.00    | 0.01%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WSFS Financial Corp.                                                                  | WSFS Financial Corp.                                                                  | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      1739 | NS      | $95645.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Endo Finance Holdings, Inc.                                                           | Endo Finance Holdings, Inc.                                                           | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $153672.16    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ryanair Holdings plc                                                                  | Ryanair Holdings plc                                                                  | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |      3295 | NS      | $190022.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $455472.60    | 0.02%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                              | Marvell Technology, Inc.                                                              | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $110519.89    | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $523.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119022.64    | 0.00%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                           | Cheniere Energy Partners LP                                                           | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $999538.58    | 0.04%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                               | Nabors Industries, Inc.                                                               | CUSIP: 62957HAL9<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    130000 | PA      | $75075.00     | 0.00%             | 2029-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                                 | Global Payments, Inc.                                                                 | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40642.60     | 0.00%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                          | Exelon Corp.                                                                          | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    160617 | NS      | $6973990.14   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings, Inc.                                                           | Sally Beauty Holdings, Inc.                                                           | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     11741 | NS      | $108721.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weekley Homes LLC / Weekley Finance Corp.                                             | Weekley Homes LLC / Weekley Finance Corp.                                             | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $232615.42    | 0.01%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                              | UnitedHealth Group, Inc.                                                              | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    245000 | PA      | $198867.17    | 0.01%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5836.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                                    | Macquarie Airfinance Holdings Ltd.                                                    | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $36565.17     | 0.00%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2014-UBS5, Class AM                                       | CUSIP: 12592KBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    152502 | PA      | $150880.81    | 0.01%             | 2047-09-10      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                          | UBS Group AG                                                                          | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |    206000 | PA      | $206319.04    | 0.01%             | 2025-08-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-301.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp.                                                                            | KDDI Corp.                                                                            | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |    155200 | NS      | $2664874.98   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132AATC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104762 | PA      | $99743.38     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $109674.24    | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                              | Venture Global LNG, Inc.                                                              | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    355000 | PA      | $368969.49    | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TXNM Energy, Inc.                                                                     | TXNM Energy, Inc.                                                                     | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      2098 | NS      | $118159.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1567.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                     | Cigna Group (The)                                                                     | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     29037 | NS      | $9599051.46   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp.                                                                    | World Kinect Corp.                                                                    | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      3709 | NS      | $105150.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp.                                                                          | Ameren Corp.                                                                          | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183328.33    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                                 | Axon Enterprise, Inc.                                                                 | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165145.86    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TOPPAN Holdings, Inc.                                                                 | TOPPAN Holdings, Inc.                                                                 | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |     53600 | NS      | $1456152.61   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Point CLO 10 Ltd.                                                               | Crown Point CLO 10 Ltd., Series 2021-10A, Class A                                     | CUSIP: 22846FAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250540.66    | 0.01%             | 2034-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    183000 | PA      | $186688.92    | 0.01%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                             | HCA, Inc.                                                                             | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    118000 | PA      | $115966.85    | 0.00%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                    | Credit Agricole SA                                                                    | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |     35713 | NS      | $675628.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| F5, Inc.                                                                              | F5, Inc.                                                                              | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      2985 | NS      | $878545.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2022-HQA2, Class M1A                                  | CUSIP: 35564KB24<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-MBS          | CORP              | US        |    410228 | PA      | $419221.37    | 0.01%             | 2042-07-25      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| A10 Networks, Inc.                                                                    | A10 Networks, Inc.                                                                    | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      7997 | NS      | $154741.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp.                                                                       | Atlassian Corp., Class A                                                              | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |     35938 | NS      | $7298648.42   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp.                                                                 | First Financial Corp.                                                                 | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2214 | NS      | $119976.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Canadian Gaming Corp. / Raptor LLC                                              | Great Canadian Gaming Corp. / Raptor LLC                                              | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $220392.97    | 0.01%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Ebara Corp.                                                                           | Ebara Corp.                                                                           | CUSIP: N/A<br>LEI: 353800UV8U3SOMCDTI49       | Long             | EC               | CORP              | JP        |     68400 | NS      | $1311753.02   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                       | Citigroup, Inc.                                                                       | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    240000 | PA      | $205034.46    | 0.01%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                  | Glencore Funding LLC                                                                  | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10256.50     | 0.00%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings plc                                                       | Seagate Technology Holdings plc                                                       | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |     38609 | NS      | $5572436.97   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp.                                                                         | Oshkosh Corp.                                                                         | CUSIP: 688239AF9<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    146000 | PA      | $146259.24    | 0.01%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-531.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Turning Point Brands, Inc.                                                            | Turning Point Brands, Inc.                                                            | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      7264 | NS      | $550393.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern California Gas Co.                                                           | Southern California Gas Co.                                                           | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186336.28    | 0.01%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Banner Corp.                                                                          | Banner Corp.                                                                          | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1456 | NS      | $93402.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark USA, Inc.                                                                    | Cinemark USA, Inc.                                                                    | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224095.91    | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618AKPM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52726 | PA      | $53212.97     | 0.00%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                                           | Adient Global Holdings Ltd.                                                           | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    440000 | PA      | $462744.48    | 0.02%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                          | Target Corp.                                                                          | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     33068 | NS      | $3262158.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings, Inc.                                                                    | NMI Holdings, Inc., Class A                                                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     10285 | NS      | $433924.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio, Inc.                                                                          | Twilio, Inc., Class A                                                                 | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      7286 | NS      | $906086.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2025-R01, Class 1M1                  | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    163946 | PA      | $164156.09    | 0.01%             | 2045-01-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                                       | Halliburton Co.                                                                       | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |    196560 | NS      | $4005892.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                                                                  | Colombia Government Bond                                                              | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    370000 | PA      | $304738.40    | 0.01%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Insulet Corp.                                                                         | Insulet Corp.                                                                         | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      2616 | NS      | $821894.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                                                                 | Delta Air Lines, Inc.                                                                 | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     17137 | NS      | $842797.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                                   | Blackstone Holdings Finance Co. LLC                                                   | CUSIP: 09261BAA8<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102571.22    | 0.00%             | 2031-03-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                                 | Arroyo Mortgage Trust, Series 2019-3, Class A3                                        | CUSIP: 04285AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44032 | PA      | $42082.61     | 0.00%             | 2048-10-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, Series 2003-34, Class P1                                                        | CUSIP: 31393CFC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4654 | PA      | $4237.19      | 0.00%             | 2043-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-23387.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                        | ConocoPhillips                                                                        | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     51249 | NS      | $4599085.26   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co., Series W                                                        | CUSIP: 48123UAB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    116000 | PA      | $102963.77    | 0.00%             | 2047-05-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Itron, Inc.                                                                           | Itron, Inc.                                                                           | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      5890 | NS      | $775300.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-524.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                                 | NextEra Energy Capital Holdings, Inc.                                                 | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    895000 | PA      | $912734.60    | 0.03%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                     | American Electric Power Co., Inc.                                                     | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      8256 | NS      | $856642.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                       | CSAIL Commercial Mortgage Trust, Series 2016-C7, Class AS                             | CUSIP: 12637UBA6<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |    323000 | PA      | $315125.36    | 0.01%             | 2049-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                             | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    212000 | PA      | $208964.26    | 0.01%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC / Prime Finance, Inc.                            | Prime Security Services Borrower LLC / Prime Finance, Inc.                            | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $350863.10    | 0.01%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CSAIL                                                                                 | CSAIL Commercial Mortgage Trust, Series 2015-C2, Class B                              | CUSIP: 12634NAY4<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |    253000 | PA      | $244828.66    | 0.01%             | 2057-06-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                 | Wells Fargo Commercial Mortgage Trust, Series 2013-LC12, Class D                      | CUSIP: 94988QAU5<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |    256000 | PA      | $144645.12    | 0.01%             | 2046-07-15      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                                 | Commercial Metals Co.                                                                 | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      2190 | NS      | $107112.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global, Inc.                                                                      | S&P Global, Inc.                                                                      | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74935.45     | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                                  | Ally Financial, Inc.                                                                  | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    562000 | PA      | $640204.94    | 0.02%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1016279.09   | 0.04%             | 2055-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                        | Broadcom, Inc.                                                                        | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158828.74    | 0.01%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5081.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                                               | E.ON SE                                                                               | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |    103276 | NS      | $1902926.33   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618AKPG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56550 | PA      | $57072.21     | 0.00%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EverQuote, Inc.                                                                       | EverQuote, Inc., Class A                                                              | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18726 | NS      | $452794.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2787.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions, Inc.                                                  | Broadridge Financial Solutions, Inc.                                                  | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      3529 | NS      | $857652.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor, Inc.                                                                       | Frontdoor, Inc.                                                                       | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     11877 | NS      | $700030.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $647468.70    | 0.02%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2016-C01, Class 2M2                  | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     97341 | PA      | $100179.41    | 0.00%             | 2028-08-25      | Floating      | 11.37%                | No            |                  2 | On Loan: No      |
| BANK                                                                                  | BANK, Series 2019-BN20, Class XA                                                      | CUSIP: 06540AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3680394 | PA      | $107639.37    | 0.00%             | 2062-09-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Viper Energy, Inc.                                                                    | Viper Energy, Inc.                                                                    | CUSIP: 92763MAB1<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |    430000 | PA      | $456595.57    | 0.02%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                            | Charles Schwab Corp. (The)                                                            | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     77916 | NS      | $7109055.84   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                                                        | Chugai Pharmaceutical Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |     27000 | NS      | $1409881.27   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK                                                                                  | BANK, Series 2020-BN26, Class XA                                                      | CUSIP: 06540JBM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1740130 | PA      | $73102.50     | 0.00%             | 2063-03-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                                                 | Southern Copper Corp.                                                                 | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      9343 | NS      | $945231.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Accor SA                                                                              | Accor SA                                                                              | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EC               | CORP              | FR        |     43760 | NS      | $2293393.89   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                                   | Herc Holdings, Inc.                                                                   | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83598.59     | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264AAT2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6010.45      | 0.00%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2025-R01, Class 1A1                  | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    164002 | PA      | $163848.91    | 0.01%             | 2045-01-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                                             | Shell plc                                                                             | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     25472 | NS      | $888706.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1631.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                                 | Commercial Metals Co.                                                                 | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110488.03    | 0.00%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                                    | Berry Global, Inc.                                                                    | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11994.83     | 0.00%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| M/I Homes, Inc.                                                                       | M/I Homes, Inc.                                                                       | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      4041 | NS      | $453076.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                                                               | Republic Services, Inc.                                                               | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    820000 | PA      | $843719.80    | 0.03%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BQKD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     91015 | PA      | $92023.04     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust                                                    | Barclays Commercial Mortgage Trust, Series 2019-C4, Class XA                          | CUSIP: 07335CAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4351243 | PA      | $208034.26    | 0.01%             | 2052-08-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                     | Philip Morris International, Inc.                                                     | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    205000 | PA      | $206640.52    | 0.01%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                    | Dominican Republic Government Bond                                                    | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    171000 | PA      | $172898.10    | 0.01%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                                        | Westlake Corp.                                                                        | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    202000 | PA      | $135999.18    | 0.00%             | 2041-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                         | AIB Group plc                                                                         | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |    145824 | NS      | $1203463.81   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                           | RHP Hotel Properties LP / RHP Finance Corp.                                           | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $169846.22    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                           | Carvana Co.                                                                           | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    236340 | PA      | $242655.78    | 0.01%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                     | Tyson Foods, Inc., Class A                                                            | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     15386 | NS      | $860692.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments LLC                                                                   | Shift4 Payments LLC, First Lien, CME Term Loan                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55000 | PA      | $55507.10     | 0.00%             | 2032-05-07      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-23402.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                       | Eli Lilly & Co.                                                                       | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307670.14    | 0.01%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Compass Diversified Holdings                                                          | Compass Diversified Holdings                                                          | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |     13043 | NS      | $81910.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BXBL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25827 | PA      | $26223.61     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd.                                                        | Tata Consultancy Services Ltd.                                                        | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |     42886 | NS      | $1731757.43   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia de Saneamento Basico do Estado de Sao Paulo SABESP                                | Cia de Saneamento Basico do Estado de Sao Paulo SABESP                                | CUSIP: N/A<br>LEI: 254900UOXRZRS2TNWP19       | Long             | EC               | CORP              | BR        |     74000 | NS      | $1622576.43   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132A5H32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3487575 | PA      | $3079484.01   | 0.11%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp.                                                            | Edwards Lifesciences Corp.                                                            | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     10946 | NS      | $856086.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                                                          | Vistra Corp.                                                                          | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      5455 | NS      | $1057233.55   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                              | SCIH Salt Holdings, Inc.                                                              | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $302223.34    | 0.01%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                              | Puget Sound Energy, Inc.                                                              | CUSIP: 745332CL8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133621.21    | 0.00%             | 2053-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                    | LPL Holdings, Inc.                                                                    | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    247000 | PA      | $250964.50    | 0.01%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Aisin Corp.                                                                           | Aisin Corp.                                                                           | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |    116900 | NS      | $1495432.14   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NexPoint Residential Trust, Inc.                                                      | NexPoint Residential Trust, Inc.                                                      | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |      3364 | NS      | $112088.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179YPB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    438659 | PA      | $389787.69    | 0.01%             | 2054-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tanger, Inc.                                                                          | Tanger, Inc.                                                                          | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      3378 | NS      | $103299.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6240.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asia Vital Components Co. Ltd.                                                        | Asia Vital Components Co. Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     43000 | NS      | $1098325.18   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP / PTL Finance Corp.                                       | Penske Truck Leasing Co. LP / PTL Finance Corp.                                       | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $111295.76    | 0.00%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LTC Properties, Inc.                                                                  | LTC Properties, Inc.                                                                  | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |      1377 | NS      | $47657.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp.                                                               | Primoris Services Corp.                                                               | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      8844 | NS      | $689301.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FREMF 2015-K51 Mortgage Trust                                                         | FREMF Mortgage Trust, Series 2015-K51, Class B                                        | CUSIP: 30293XAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    472000 | PA      | $469859.86    | 0.02%             | 2048-10-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                                   | Benin Government Bond                                                                 | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |    300000 | PA      | $302606.67    | 0.01%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                            | PG&E Corp., Series A                                                                  | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |      3522 | NS      | $132427.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2022-R01, Class 1M2                  | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159000 | PA      | $160387.28    | 0.01%             | 2041-12-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $666.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IBEX Holdings Ltd.                                                                    | IBEX Holdings Ltd.                                                                    | CUSIP: N/A<br>LEI: 5493000GRFLPVYU2CX17       | Long             | EC               | CORP              | BM        |      4876 | NS      | $141891.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                             | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                             | CUSIP: 71568QAE7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    225000 | PA      | $229306.28    | 0.01%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CBL & Associates Properties, Inc.                                                     | CBL & Associates Properties, Inc.                                                     | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               | CORP              | US        |      3894 | NS      | $98868.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B5MP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74337 | PA      | $75064.86     | 0.00%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                    | Banco Bilbao Vizcaya Argentaria SA                                                    | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |    133370 | NS      | $2053667.10   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ellington CLO III Ltd.                                                                | Ellington CLO III Ltd., Series 2018-3A, Class B                                       | CUSIP: 28852LAG8<br>LEI: 254900V20GCNJI0I7591 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250702.31    | 0.01%             | 2030-07-20      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140XNRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    898117 | PA      | $780350.62    | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp.                             | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp.                             | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198200 | PA      | $185351.06    | 0.01%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                    | Banco Santander SA                                                                    | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $800956.15    | 0.03%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                                | Verisk Analytics, Inc., Class A                                                       | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      1367 | NS      | $425820.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B74D7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29160 | PA      | $29599.38     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                             | ATI, Inc.                                                                             | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83323.89     | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vir Biotechnology, Inc.                                                               | Vir Biotechnology, Inc.                                                               | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56624 | NS      | $285384.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DCC plc                                                                               | DCC plc                                                                               | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |      8996 | NS      | $583846.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Duolingo, Inc.                                                                        | Duolingo, Inc., Class A                                                               | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2085 | NS      | $854891.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                    | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class C          | CUSIP: 61764PBZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100478 | PA      | $97440.88     | 0.00%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                                                  | Ingersoll Rand, Inc.                                                                  | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     52318 | NS      | $4351811.24   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics, Inc.                                                              | Akero Therapeutics, Inc.                                                              | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |      2124 | NS      | $113336.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WR Grace Holdings LLC                                                                 | WR Grace Holdings LLC, First Lien, Initial CME Term Loan                              | CUSIP: 92943HAB5<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |       153 | PA      | $153.48       | 0.00%             | 2028-09-22      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                     | NatWest Group plc                                                                     | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $267368.65    | 0.01%             | 2027-03-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                                 | Kraft Heinz Foods Co.                                                                 | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133268.33    | 0.00%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IDEXX Laboratories, Inc.                                                              | IDEXX Laboratories, Inc.                                                              | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      4161 | NS      | $2231710.74   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179WDS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    168681 | PA      | $149653.07    | 0.01%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                                    | VICI Properties LP                                                                    | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    411000 | PA      | $413426.45    | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $39585.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO 33 Ltd.                                                                   | Elmwood CLO 33 Ltd., Series 2024-9RA, Class AR                                        | CUSIP: 29001EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250875.56    | 0.01%             | 2037-10-21      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd. / Atlantica Sustainable Infrastructure plc                      | California Buyer Ltd. / Atlantica Sustainable Infrastructure plc                      | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    320000 | PA      | $320806.40    | 0.01%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                                    | Toyota Motor Corp.                                                                    | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |     31400 | NS      | $540801.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                                   | Coca-Cola Co. (The)                                                                   | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    153080 | NS      | $10830410.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SES AI Corp.                                                                          | SES AI Corp.                                                                          | CUSIP: 78397Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    167966 | NS      | $149204.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quikrete Holdings, Inc.                                                               | Quikrete Holdings, Inc.                                                               | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103245.10    | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd.                                                        | Jardine Matheson Holdings Ltd.                                                        | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |     26700 | NS      | $1283274.37   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                                    | Macquarie Airfinance Holdings Ltd.                                                    | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $52954.45     | 0.00%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                                               | DuPont de Nemours, Inc.                                                               | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     53528 | NS      | $3671485.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                                                                     | Caterpillar, Inc.                                                                     | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      2699 | NS      | $1047778.79   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Financial Group, Inc.                                                              | KB Financial Group, Inc.                                                              | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |     21927 | NS      | $1801879.19   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                         | Comcast Corp.                                                                         | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    130000 | PA      | $98892.59     | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield plc                                                               | Cushman & Wakefield plc                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     45522 | NS      | $503928.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                                            | Genmab A/S                                                                            | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |      4228 | NS      | $878022.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AeroVironment, Inc.                                                                   | AeroVironment, Inc.                                                                   | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |       775 | NS      | $220836.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp.                                                              | Zebra Technologies Corp., Class A                                                     | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      2885 | NS      | $889618.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UltraTech Cement Ltd.                                                                 | UltraTech Cement Ltd.                                                                 | CUSIP: N/A<br>LEI: 335800PC9O9B4BQHG814       | Long             | EC               | CORP              | IN        |     10806 | NS      | $1524188.24   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd.                                                                         | WH Group Ltd.                                                                         | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |   2942500 | NS      | $2835958.27   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F042673<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -4000000 | PA      | $-3826623.40  | -0.14%            | 2055-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                               | Level 3 Financing, Inc.                                                               | CUSIP: 527298BU6<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    298000 | PA      | $327475.90    | 0.01%             | 2030-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                                                  | TJX Cos., Inc. (The)                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     94640 | NS      | $11687093.60  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| DBUBS Mortgage Trust                                                                  | DBUBS Mortgage Trust, Series 2011-LC3A, Class D                                       | CUSIP: 23305YAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    565002 | PA      | $542947.45    | 0.02%             | 2044-08-10      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                                    | Devon Energy Corp.                                                                    | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    170000 | PA      | $195432.70    | 0.01%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Dorman Products, Inc.                                                                 | Dorman Products, Inc.                                                                 | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |       836 | NS      | $102552.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group, Inc.                                                            | Encore Capital Group, Inc.                                                            | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212936.59    | 0.01%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                        | Morgan Stanley Capital I Trust, Series 2018-L1, Class A3                              | CUSIP: 61691QAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    246000 | PA      | $243421.85    | 0.01%             | 2051-10-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                                        | AppLovin Corp., Class A                                                               | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      4629 | NS      | $1620520.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software, Inc.                                                              | Guidewire Software, Inc.                                                              | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |    288000 | PA      | $340272.00    | 0.01%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2022-R03, Class 1M2                  | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $77974.67     | 0.00%             | 2042-03-25      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                                  | Coterra Energy, Inc.                                                                  | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     34425 | NS      | $873706.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj, Inc.                                                                          | Impinj, Inc.                                                                          | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      4348 | NS      | $482932.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                                                                        | Carnival Corp.                                                                        | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    380000 | PA      | $383375.06    | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                                | HUB International Ltd.                                                                | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    320000 | PA      | $334646.40    | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                                                                      | ServiceNow, Inc.                                                                      | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     10086 | NS      | $10369214.88  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                                                           | Spire, Inc.                                                                           | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      1300 | NS      | $94887.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                            | J.P. Morgan Mortgage Trust, Series 2024-CES1, Class A1A                               | CUSIP: 46658CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101175 | PA      | $101823.90    | 0.00%             | 2054-06-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                                | Waste Management, Inc.                                                                | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    403000 | PA      | $412983.49    | 0.01%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corp.                                                                | Filtration Group Corp., First Lien, 2025 Incremental Dollar CME Term Loan             | CUSIP: 31732FAV8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114703 | PA      | $115275.21    | 0.00%             | 2028-10-23      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                                    | United Rentals North America, Inc.                                                    | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    240000 | PA      | $247505.52    | 0.01%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Buzzi SpA                                                                             | Buzzi SpA                                                                             | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |     31257 | NS      | $1733515.95   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                            | Ameriprise Financial, Inc.                                                            | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1708 | NS      | $911610.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    570000 | PA      | $582539.94    | 0.02%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                   | Kinder Morgan, Inc.                                                                   | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    305000 | PA      | $352284.69    | 0.01%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TCI Communications, Inc.                                                              | TCI Communications, Inc.                                                              | CUSIP: 872287AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $219860.00    | 0.01%             | 2028-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                           | AvalonBay Communities, Inc.                                                           | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      4106 | NS      | $835571.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentra Health Services, Inc.                                                       | Concentra Health Services, Inc.                                                       | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    265000 | PA      | $274702.62    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                             | Millrose Properties, Inc., Class A                                                    | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29937 | NS      | $853503.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties, Inc.                                                                 | VICI Properties, Inc., Class A                                                        | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     26832 | NS      | $874723.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate HDD Cayman                                                                    | Seagate HDD Cayman                                                                    | CUSIP: 81180WBF7<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    110000 | PA      | $99699.38     | 0.00%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                    | LPL Holdings, Inc.                                                                    | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    239000 | PA      | $254979.75    | 0.01%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Monarch Casino & Resort, Inc.                                                         | Monarch Casino & Resort, Inc.                                                         | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      1305 | NS      | $112804.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1216.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                             | UKG, Inc.                                                                             | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    355000 | PA      | $368561.00    | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                                    | CNO Global Funding                                                                    | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    261000 | PA      | $263846.66    | 0.01%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Scholar Rock Holding Corp.                                                            | Scholar Rock Holding Corp.                                                            | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |      3134 | NS      | $111006.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-17081.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                                             | Zurich Insurance Group AG                                                             | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |      2138 | NS      | $1496008.18   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp.                                                                         | Insulet Corp.                                                                         | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104329.10    | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mercer International, Inc.                                                            | Mercer International, Inc.                                                            | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157404.67    | 0.01%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: No      |
| Calavo Growers, Inc.                                                                  | Calavo Growers, Inc.                                                                  | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3763 | NS      | $100058.17    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oaktree CLO Ltd.                                                                      | Oaktree CLO Ltd., Series 2021-1A, Class A1R                                           | CUSIP: 67402JAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251133.48    | 0.01%             | 2038-01-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                            | Procter & Gamble Co. (The)                                                            | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     51072 | NS      | $8136791.04   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME SA                                                                           | Aena SME SA                                                                           | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |     54210 | NS      | $1447069.83   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                         | UniCredit SpA                                                                         | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |     45486 | NS      | $3051354.78   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                                    | General Motors Financial Co., Inc.                                                    | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    254000 | PA      | $253668.05    | 0.01%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-52.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    108000 | PA      | $104924.56    | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                                    | Light & Wonder International, Inc.                                                    | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    415000 | PA      | $427815.49    | 0.02%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2239.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRADA SpA                                                                             | PRADA SpA                                                                             | CUSIP: N/A<br>LEI: 8156000FE0A2DC5B7852       | Long             | EC               | CORP              | IT        |    105900 | NS      | $657909.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Costamare, Inc.                                                                       | Costamare, Inc.                                                                       | CUSIP: N/A<br>LEI: 5299003L6NPTZ25LN818       | Long             | EC               | CORP              | MH        |     23119 | NS      | $210614.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics, Inc.                                                        | Protagonist Therapeutics, Inc.                                                        | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11169 | NS      | $617310.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp.                                                                         | Moody's Corp.                                                                         | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    520000 | PA      | $451513.55    | 0.02%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                     | PennyMac Financial Services, Inc.                                                     | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      2931 | NS      | $292044.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                                                                   | ACI Worldwide, Inc.                                                                   | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      6675 | NS      | $306449.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grifols SA                                                                            | Grifols SA                                                                            | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |    755000 | PA      | $852953.04    | 0.03%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                       | Air Lease Corp.                                                                       | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    434000 | PA      | $437033.53    | 0.02%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Axogen, Inc.                                                                          | Axogen, Inc.                                                                          | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12848 | NS      | $139400.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                       | CFCRE Commercial Mortgage Trust, Series 2017-C8, Class B                              | CUSIP: 12532CBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193000 | PA      | $185153.28    | 0.01%             | 2050-06-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                   | Constellation Energy Generation LLC                                                   | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    235000 | PA      | $243228.03    | 0.01%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                         | Six Flags Entertainment Corp.                                                         | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    325000 | PA      | $334201.02    | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                                | Chart Industries, Inc.                                                                | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    105000 | PA      | $112163.10    | 0.00%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                     | Wells Fargo & Co.                                                                     | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    219000 | PA      | $218958.54    | 0.01%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $16359.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    785000 | PA      | $772858.81    | 0.03%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                         | Fortress Intermediate 3, Inc.                                                         | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    245000 | PA      | $256972.42    | 0.01%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Aris Water Holdings LLC                                                               | Aris Water Holdings LLC                                                               | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |    325000 | PA      | $335581.35    | 0.01%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ChampionX Corp.                                                                       | ChampionX Corp.                                                                       | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     27051 | NS      | $671946.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                                    | Nationstar Mortgage Holdings, Inc.                                                    | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $711474.40    | 0.03%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                              | WESCO Distribution, Inc.                                                              | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72105.74     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 31414NH64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10006 | PA      | $9997.86      | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-450958.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                                 | Global Payments, Inc.                                                                 | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     10747 | NS      | $860189.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  25240000 | PA      | $334192.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                                       | 1261229 BC Ltd.                                                                       | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $201897.99    | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Aircastle Ltd.                                                                        | Aircastle Ltd.                                                                        | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    275000 | PA      | $287239.80    | 0.01%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Putnam Funds Trust                                                                    | Putnam Short Term Investment Fund, Class P                                            | CUSIP: 74676P664<br>LEI: 549300S9JYWEMKQCLW53 | Long             |  | RF                | US        |  96240133 | NS      | $96240133.11  | 3.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                                                                  | Colombia Government Bond                                                              | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    370000 | PA      | $368822.11    | 0.01%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA, Series 2023-152, Class FB                                                       | CUSIP: 38384DZX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    432438 | PA      | $439588.83    | 0.02%             | 2051-04-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Belden, Inc.                                                                          | Belden, Inc.                                                                          | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      1168 | NS      | $135254.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holdings, Inc.                                                                  | Roche Holdings, Inc.                                                                  | CUSIP: 771196BH4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    550000 | PA      | $460983.15    | 0.02%             | 2044-11-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Travere Therapeutics, Inc.                                                            | Travere Therapeutics, Inc.                                                            | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6114 | NS      | $90487.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                                                     | Duke Energy Corp.                                                                     | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    445000 | PA      | $436140.90    | 0.02%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2943.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                        | Blackstone Private Credit Fund                                                        | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    133000 | PA      | $129389.70    | 0.00%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                 | Athene Global Funding                                                                 | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    440000 | PA      | $406250.51    | 0.01%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 3065, Class DC                                                          | CUSIP: 31396EU46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12005 | PA      | $12458.30     | 0.00%             | 2035-03-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $313.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2013-CR13, Class C                                        | CUSIP: 12630BBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86763 | PA      | $81481.95     | 0.00%             | 2046-11-10      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                      | S&P Global, Inc.                                                                      | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116822.98    | 0.00%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Corcept Therapeutics, Inc.                                                            | Corcept Therapeutics, Inc.                                                            | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      7809 | NS      | $573180.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Legalzoom.com, Inc.                                                                   | Legalzoom.com, Inc.                                                                   | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |     54487 | NS      | $485479.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $268784.91    | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2023-HQA2, Class M1A                                  | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | CORP              | US        |     40875 | PA      | $41109.61     | 0.00%             | 2043-06-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Boston Beer Co., Inc. (The)                                                           | Boston Beer Co., Inc. (The), Class A                                                  | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      3626 | NS      | $691877.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                                | Duke Energy Ohio, Inc.                                                                | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    191000 | PA      | $187419.24    | 0.01%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7143.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                             | Seagate Data Storage Technology Pte. Ltd.                                             | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    310000 | PA      | $315402.99    | 0.01%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                           | Rogers Communications, Inc.                                                           | CUSIP: 77509NAF0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    166000 | PA      | $196910.11    | 0.01%             | 2032-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                            | JPMBB Commercial Mortgage Securities Trust, Series 2014-C18, Class B                  | CUSIP: 46641JBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340533 | PA      | $330530.27    | 0.01%             | 2047-02-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                                       | 1261229 BC Ltd., First Lien, Initial CME Term Loan                                    | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    175000 | PA      | $169162.00    | 0.01%             | 2030-10-08      | Variable      | 10.56%                | No            |                  2 | On Loan: No      |
| Ambarella, Inc.                                                                       | Ambarella, Inc.                                                                       | CUSIP: N/A<br>LEI: 254900XN7F4DG0CEKC02       | Long             | EC               | CORP              | KY        |      8289 | NS      | $547612.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Music Group NV                                                              | Universal Music Group NV                                                              | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |     72885 | NS      | $2364430.33   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                         | MetLife, Inc.                                                                         | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |    100486 | NS      | $8081084.12   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc.                                                                   | PROG Holdings, Inc.                                                                   | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     12265 | NS      | $359977.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-188.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2022-HQA1, Class M1A                                  | CUSIP: 35564KTA7<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | CORP              | US        |      6887 | PA      | $6929.52      | 0.00%             | 2042-03-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                                  | Frontier Communications Holdings LLC                                                  | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $205205.82    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                              | Electricite de France SA                                                              | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $226085.00    | 0.01%             | 2033-03-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| IonQ, Inc.                                                                            | IonQ, Inc.                                                                            | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15950 | NS      | $685371.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA, Series 2020-96, Class JI                                                        | CUSIP: 3136BDKM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4227351 | PA      | $714270.18    | 0.03%             | 2051-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RR 29 Ltd.                                                                            | RR 29 Ltd., Series 2024-29RA, Class A1R                                               | CUSIP: 74989VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250474.03    | 0.01%             | 2039-07-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                          | DaVita, Inc.                                                                          | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56827.21     | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Western Union Co. (The)                                                               | Western Union Co. (The)                                                               | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     86689 | NS      | $729921.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                                                      | ArcelorMittal SA                                                                      | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |     14744 | NS      | $468185.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA                                                                                  | CUSIP: 3140NUCB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218000 | PA      | $224870.08    | 0.01%             | 2028-12-01      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                                  | Bulgaria Government Bond                                                              | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |    100000 | PA      | $122246.17    | 0.00%             | 2032-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                         | Citigroup Mortgage Loan Trust, Series 2022-A, Class A1                                | CUSIP: 17330VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115514 | PA      | $115476.02    | 0.00%             | 2062-09-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                             | Standard Industries, Inc.                                                             | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80775.99     | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                                 | Clydesdale Acquisition Holdings, Inc.                                                 | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    340000 | PA      | $349143.91    | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                             | ATI, Inc.                                                                             | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    265000 | PA      | $277916.90    | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Adeia, Inc.                                                                           | Adeia, Inc.                                                                           | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8537 | NS      | $120713.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                                                            | Siemens AG                                                                            | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |      6520 | NS      | $1674715.45   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NuScale Power Corp.                                                                   | NuScale Power Corp., Class A                                                          | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4910 | NS      | $194239.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AEGON Funding Co. LLC                                                                 | AEGON Funding Co. LLC                                                                 | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222761.99    | 0.01%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2019-HRP1, Class M2                  | CUSIP: 20754PAC4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | CORP              | US        |      5146 | PA      | $5146.02      | 0.00%             | 2039-11-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                          | Verizon Communications, Inc.                                                          | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     19369 | NS      | $838096.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp. (The)                                                                       | AES Corp. (The)                                                                       | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    188000 | PA      | $184446.56    | 0.01%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                                                    | Poste Italiane SpA                                                                    | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |     12657 | NS      | $271946.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                       | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     29665 | NS      | $20995403.75  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global, Inc.                                                                 | Payoneer Global, Inc.                                                                 | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |     13575 | NS      | $92988.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Capital, Inc.                                                                 | Ashtead Capital, Inc.                                                                 | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172698.45    | 0.01%             | 2031-08-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                                         | Ovintiv, Inc.                                                                         | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    715000 | PA      | $735242.86    | 0.03%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                                                               | Kite Realty Group Trust                                                               | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12633 | NS      | $286137.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                                                                        | Preferred Bank                                                                        | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      3412 | NS      | $295291.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | SPDR S&P 500 ETF Trust                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        | -60613650 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                         | SM Energy Co.                                                                         | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165211.53    | 0.01%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Univest Financial Corp.                                                               | Univest Financial Corp.                                                               | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      4688 | NS      | $140827.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp.                                                                         | Moody's Corp.                                                                         | CUSIP: 615369BA2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166939.34    | 0.01%             | 2034-08-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2015-LC23, Class D                                        | CUSIP: 12636FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336000 | PA      | $291494.04    | 0.01%             | 2048-10-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                                   | Nexstar Media, Inc.                                                                   | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    185000 | PA      | $180328.01    | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                    | Venture Global Plaquemines LNG LLC                                                    | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $81246.90     | 0.00%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Group LLC / Neuberger Berman Finance Corp.                           | Neuberger Berman Group LLC / Neuberger Berman Finance Corp.                           | CUSIP: 64128XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $132710.53    | 0.00%             | 2045-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                                                                    | Elmwood CLO I Ltd., Series 2019-1A, Class A1RR                                        | CUSIP: 290015AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $301927.21    | 0.01%             | 2037-04-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                 | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    190000 | PA      | $173581.41    | 0.01%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA                                        | ACS Actividades de Construccion y Servicios SA                                        | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |      3587 | NS      | $249323.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                        | Carnival Corp.                                                                        | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    155000 | PA      | $158685.44    | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OFG Bancorp                                                                           | OFG Bancorp                                                                           | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      8661 | NS      | $370690.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy, Inc.                                                                  | Cenovus Energy, Inc.                                                                  | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $26774.98     | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                       | AstraZeneca plc                                                                       | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |     21526 | NS      | $2995755.51   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                           | Marsh & McLennan Cos., Inc.                                                           | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    175000 | PA      | $158279.21    | 0.01%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                          | Humana, Inc.                                                                          | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      3354 | NS      | $819985.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Hynix, Inc.                                                                        | SK Hynix, Inc.                                                                        | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |     26242 | NS      | $5654668.46   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103206.40    | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Hamilton Insurance Group Ltd.                                                         | Hamilton Insurance Group Ltd., Class B                                                | CUSIP: N/A<br>LEI: 549300W92BN1FIEXG871       | Long             | EC               | CORP              | BM        |     23837 | NS      | $515355.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xiaomi Corp.                                                                          | Xiaomi Corp., Class B                                                                 | CUSIP: N/A<br>LEI: 2549001ACVFAZRNMKL32       | Long             | EC               | CORP              | KY        |    464800 | NS      | $3577908.02   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Lab Corp.                                                                      | Rocket Lab Corp.                                                                      | CUSIP: 773121108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5328 | NS      | $190582.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| A&D Mortgage Trust                                                                    | A&D Mortgage Trust, Series 2023-NQM4, Class A1                                        | CUSIP: 00002MAA7<br>LEI: 9845002EOD0CFAFA4F48 | Long             | ABS-MBS          | CORP              | US        |    213689 | PA      | $217348.34    | 0.01%             | 2068-09-25      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Franklin Electric Co., Inc.                                                           | Franklin Electric Co., Inc.                                                           | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      1123 | NS      | $100778.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co. LLC                                                             | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85468.69     | 0.00%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                               | Waste Connections, Inc.                                                               | CUSIP: 941053AJ9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $259384.08    | 0.01%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                           | Amgen, Inc.                                                                           | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      3114 | NS      | $869459.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                                                                | Howmet Aerospace, Inc.                                                                | CUSIP: 022249AU0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    255000 | PA      | $268768.98    | 0.01%             | 2028-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Transocean Aquila Ltd.                                                                | Transocean Aquila Ltd.                                                                | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     61154 | PA      | $61800.37     | 0.00%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Smiths Group plc                                                                      | Smiths Group plc                                                                      | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               | CORP              | GB        |     26916 | NS      | $830206.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kiniksa Pharmaceuticals International plc                                             | Kiniksa Pharmaceuticals International plc, Class A                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     18407 | NS      | $509321.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co. Ltd.                                                              | Otsuka Holdings Co. Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     22700 | NS      | $1125450.22   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-25970.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                               | Pfizer Investment Enterprises Pte. Ltd.                                               | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    105000 | PA      | $99199.22     | 0.00%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                       | Microsoft Corp.                                                                       | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    232288 | NS      | $115542374.08 | 4.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-847.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 5134, Class IB                                                          | CUSIP: 3137H1X50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3045116 | PA      | $627252.44    | 0.02%             | 2051-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                        | Carnival Corp.                                                                        | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    320000 | PA      | $326200.00    | 0.01%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    365000 | PA      | $371239.19    | 0.01%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                         | Magnera Corp.                                                                         | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106156.85    | 0.00%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                        | JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                        | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    128000 | PA      | $121685.41    | 0.00%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2015-LC19, Class C                                        | CUSIP: 200474BH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $513271.13    | 0.02%             | 2048-02-10      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                                         | Textron, Inc.                                                                         | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     11263 | NS      | $904306.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash, Inc.                                                                       | FirstCash, Inc.                                                                       | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    675000 | PA      | $699329.03    | 0.02%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B9GT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    152188 | PA      | $157063.53    | 0.01%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                                 | Rocket Software, Inc.                                                                 | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    260000 | PA      | $252530.59    | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                                | Alternative Loan Trust, Series 2005-65CB, Class 2A1                                   | CUSIP: 12668AY90<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    414143 | PA      | $258231.86    | 0.01%             | 2035-12-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| nLight, Inc.                                                                          | nLight, Inc.                                                                          | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7462 | NS      | $146852.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179UZS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    172490 | PA      | $153323.87    | 0.01%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                              | Celanese US Holdings LLC                                                              | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    170000 | PA      | $163984.16    | 0.01%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| O-I Glass, Inc.                                                                       | O-I Glass, Inc.                                                                       | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9041 | NS      | $133264.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson, Inc.                                                                          | Matson, Inc.                                                                          | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      4992 | NS      | $555859.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Athene Global Funding                                                                 | Athene Global Funding                                                                 | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250469.51    | 0.01%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Nexon Co. Ltd.                                                                        | Nexon Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |     43900 | NS      | $884216.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                             | HCA, Inc.                                                                             | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412584.70    | 0.01%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-38254.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                       | Madison IAQ LLC                                                                       | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140969.20    | 0.01%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                 | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    253658 | NS      | $12003096.56  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618FTV78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    130837 | PA      | $134885.33    | 0.00%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Electronics, Inc.                                                           | Benchmark Electronics, Inc.                                                           | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      2773 | NS      | $107675.59    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benefit Systems SA                                                                    | Benefit Systems SA                                                                    | CUSIP: N/A<br>LEI: 2594007UY43JEUOLID52       | Long             | EC               | CORP              | PL        |       640 | NS      | $562954.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Industries Holdings, Inc.                                                          | CF Industries Holdings, Inc.                                                          | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     10626 | NS      | $977592.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group, Inc.                                                                   | Upbound Group, Inc.                                                                   | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      4190 | NS      | $105169.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                                        | Public Storage                                                                        | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      2778 | NS      | $815120.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                                                           | Amgen, Inc.                                                                           | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131346.56    | 0.00%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Inpex Corp.                                                                           | Inpex Corp.                                                                           | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |    177500 | NS      | $2491597.39   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                            | AT&T, Inc.                                                                            | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1018000 | PA      | $687441.75    | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                        | Morgan Stanley Capital I Trust, Series 2016-UB12, Class AS                            | CUSIP: 61691EBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $189191.40    | 0.01%             | 2049-12-15      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                                                      | Transocean, Inc.                                                                      | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     92000 | PA      | $94682.63     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Prologis, Inc.                                                                        | Prologis, Inc.                                                                        | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     34688 | NS      | $3646402.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto plc                                                                         | Rio Tinto plc                                                                         | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |     30359 | NS      | $1767018.76   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreCivic, Inc.                                                                       | CoreCivic, Inc.                                                                       | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |      9129 | NS      | $192348.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M1                  | CUSIP: 20754BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99025 | PA      | $99034.23     | 0.00%             | 2042-01-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                                  | Kimberly-Clark Corp.                                                                  | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     21391 | NS      | $2757727.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amber Enterprises India Ltd.                                                          | Amber Enterprises India Ltd.                                                          | CUSIP: N/A<br>LEI: 3358009JZU4XT3666G06       | Long             | EC               | CORP              | IN        |     12048 | NS      | $951454.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryman Hospitality Properties, Inc.                                                    | Ryman Hospitality Properties, Inc.                                                    | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      5809 | NS      | $573174.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp.                                                                      | Otter Tail Corp.                                                                      | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1257 | NS      | $96902.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco, Inc.                                                                           | Graco, Inc.                                                                           | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     10223 | NS      | $878871.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $153387.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Danby Park CLO Ltd.                                                                   | Danby Park CLO Ltd., Series 2022-1A, Class AR                                         | CUSIP: 236057AN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    460000 | PA      | $460897.88    | 0.02%             | 2037-10-21      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                           | Equinor ASA                                                                           | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |    113194 | NS      | $2858607.46   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co., Inc.                                              | VICI Properties LP / VICI Note Co., Inc.                                              | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    154000 | PA      | $151696.08    | 0.01%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                           | Evergy Kansas Central, Inc.                                                           | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108692.48    | 0.00%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cimpress plc                                                                          | Cimpress plc                                                                          | CUSIP: N/A<br>LEI: 549300X1IFD75XISOR81       | Long             | EC               | CORP              | IE        |      2228 | NS      | $104716.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BBSK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79278 | PA      | $80155.96     | 0.00%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd. (The)                                               | Bank of NT Butterfield & Son Ltd. (The)                                               | CUSIP: N/A<br>LEI: 549300V8RVM0EMTDPF28       | Long             | EC               | CORP              | BM        |      6069 | NS      | $268735.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     63000 | PA      | $58432.30     | 0.00%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B0L92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64637 | PA      | $66563.68     | 0.00%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Empire State Realty Trust, Inc.                                                       | Empire State Realty Trust, Inc., Class A                                              | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |     12735 | NS      | $103026.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Capital Corp.                                                                    | Ares Capital Corp.                                                                    | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    255000 | PA      | $246552.31    | 0.01%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nice Ltd.                                                                             | Nice Ltd.                                                                             | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |      1886 | NS      | $319701.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PROS Holdings, Inc.                                                                   | PROS Holdings, Inc.                                                                   | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |      8016 | NS      | $125530.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                   | Bank of New York Mellon Corp. (The)                                                   | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      9507 | NS      | $866182.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BDS Ltd.                                                                              | BDS Ltd., Series 2021-FL10, Class A                                                   | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300078 | PA      | $300484.18    | 0.01%             | 2036-12-16      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Rational AG                                                                           | Rational AG                                                                           | CUSIP: N/A<br>LEI: 529900K139N6UFJ1A758       | Long             | EC               | CORP              | DE        |       414 | NS      | $347883.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $45807.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                                 | DIRECTV Financing LLC, First Lien, 2024 Refinancing CME Term Loan, B                  | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    323845 | PA      | $321931.26    | 0.01%             | 2029-08-02      | Variable      | 9.79%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                             | Kellanova                                                                             | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12001.72     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-314.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                               | Hyundai Capital America                                                               | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54523.26     | 0.00%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                                      | American Builders & Contractors Supply Co., Inc.                                      | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176177.90    | 0.01%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B3PK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34025 | PA      | $34307.37     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies, Inc.                                                           | Minerals Technologies, Inc.                                                           | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      7808 | NS      | $429986.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore Funding LLC                                                                  | Glencore Funding LLC                                                                  | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208363.19    | 0.01%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Heidrick & Struggles International, Inc.                                              | Heidrick & Struggles International, Inc.                                              | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |      3304 | NS      | $151191.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections, Inc.                                                               | Waste Connections, Inc.                                                               | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |     17686 | NS      | $3302329.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $15410.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heritage Commerce Corp.                                                               | Heritage Commerce Corp.                                                               | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |     11316 | NS      | $112367.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp.                                                                   | First Horizon Corp.                                                                   | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     42292 | NS      | $896590.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JSE28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12005 | PA      | $12406.09     | 0.00%             | 2049-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                                    | Light & Wonder International, Inc.                                                    | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57587.04     | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4633.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Panama                                                                    | Panama Government Bond                                                                | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    340000 | PA      | $362623.60    | 0.01%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                        | US Foods, Inc.                                                                        | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225326.32    | 0.01%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BCPE Ulysses Intermediate, Inc.                                                       | BCPE Ulysses Intermediate, Inc.                                                       | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $164431.55    | 0.01%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Select Medical Holdings Corp.                                                         | Select Medical Holdings Corp.                                                         | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17267 | NS      | $262113.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | ETRSI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        | 111978670 | PA      | $976070.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                          | DaVita, Inc.                                                                          | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    695000 | PA      | $720579.48    | 0.03%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp.                                                                       | Atlassian Corp.                                                                       | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    224000 | PA      | $230072.51    | 0.01%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                           | RHP Hotel Properties LP / RHP Finance Corp.                                           | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $82863.35     | 0.00%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                                           | Apollo Commercial Real Estate Finance, Inc., First Lien, Initial CME Term Loan        | CUSIP: 03768DAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     36000 | PA      | $36135.00     | 0.00%             | 2030-06-13      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                                               | Fresenius SE & Co. KGaA                                                               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |      4442 | NS      | $223533.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MFA Trust                                                                             | MFA Trust, Series 2023-INV2, Class A1                                                 | CUSIP: 59319BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    178207 | PA      | $180213.67    | 0.01%             | 2058-10-25      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                        | AIA Group Ltd.                                                                        | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |    301200 | NS      | $2728403.22   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Financial Services Corp.                                                   | Enterprise Financial Services Corp.                                                   | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      6316 | NS      | $348011.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                                                            | PG&E Corp.                                                                            | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    180000 | PA      | $170913.63    | 0.01%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                                | 3M Co.                                                                                | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      5669 | NS      | $863048.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mazagon Dock Shipbuilders Ltd.                                                        | Mazagon Dock Shipbuilders Ltd.                                                        | CUSIP: N/A<br>LEI: 335800UWDDBKMF92JF96       | Long             | EC               | CORP              | IN        |      6988 | NS      | $264373.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP / PTL Finance Corp.                                       | Penske Truck Leasing Co. LP / PTL Finance Corp.                                       | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $144835.63    | 0.01%             | 2027-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Carlsberg A/S                                                                         | Carlsberg A/S, Class B                                                                | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |      3009 | NS      | $426325.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                         | Honeywell International, Inc.                                                         | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     27506 | NS      | $6405597.28   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                 | Wells Fargo Commercial Mortgage Trust, Series 2019-C52, Class XA                      | CUSIP: 95002MAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4869433 | PA      | $244327.23    | 0.01%             | 2052-08-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                              | Motorola Solutions, Inc.                                                              | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    138000 | PA      | $139526.42    | 0.00%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Auto1 Group SE                                                                        | Auto1 Group SE                                                                        | CUSIP: N/A<br>LEI: 391200S2LPXG5ZD5G304       | Long             | EC               | CORP              | DE        |     28865 | NS      | $934516.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                                    | Nationstar Mortgage Holdings, Inc.                                                    | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $301421.65    | 0.01%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                      | TotalEnergies SE                                                                      | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     69133 | NS      | $4225592.86   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                                 | Jane Street Group / JSG Finance, Inc.                                                 | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | PA      | $722272.41    | 0.03%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                           | Amgen, Inc.                                                                           | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108220.51    | 0.00%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                        | Hewlett Packard Enterprise Co.                                                        | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     57000 | PA      | $55316.74     | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                             | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149915.42    | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                              | Engie SA                                                                              | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |    140246 | NS      | $3296174.23   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                                        | Lonza Group AG                                                                        | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |      4598 | NS      | $3288321.61   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre, Inc.                                                                    | MercadoLibre, Inc.                                                                    | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |       527 | NS      | $1377383.01   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                                                            | Albany International Corp., Class A                                                   | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      1503 | NS      | $105405.39    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                                                      | ArcelorMittal SA                                                                      | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    465000 | PA      | $515545.37    | 0.02%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                             | Outfront Media Capital LLC / Outfront Media Capital Corp.                             | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89606.58     | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                      | WestRock MWV LLC                                                                      | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    106000 | PA      | $122933.92    | 0.00%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                               | Daimler Truck Finance North America LLC                                               | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263785.67    | 0.01%             | 2027-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TGNR Intermediate Holdings LLC                                                        | TGNR Intermediate Holdings LLC                                                        | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    395000 | PA      | $383061.09    | 0.01%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B2ZP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28113 | PA      | $28346.93     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Maximus, Inc.                                                                         | Maximus, Inc.                                                                         | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      1525 | NS      | $107055.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                                             | Nestle SA                                                                             | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |     11706 | NS      | $1163885.12   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                            | Fertitta Entertainment LLC, First Lien, Initial CME Term Loan, B                      | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    346813 | PA      | $346826.62    | 0.01%             | 2029-01-29      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| ScanSource, Inc.                                                                      | ScanSource, Inc.                                                                      | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      2729 | NS      | $114099.49    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                             | Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                             | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $307885.01    | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1385.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-20654.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                              | Venture Global LNG, Inc.                                                              | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    280000 | PA      | $305200.84    | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Coles Group Ltd.                                                                      | Coles Group Ltd.                                                                      | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |     10326 | NS      | $141591.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Powell Industries, Inc.                                                               | Powell Industries, Inc.                                                               | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      1300 | NS      | $273585.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                                                          | Hasbro, Inc.                                                                          | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     12530 | NS      | $924964.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSky Flight LLC                                                                     | OneSky Flight LLC                                                                     | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    270000 | PA      | $281368.62    | 0.01%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NetScout Systems, Inc.                                                                | NetScout Systems, Inc.                                                                | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      5092 | NS      | $126332.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp.                                                                         | Glaukos Corp.                                                                         | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      1633 | NS      | $168672.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of the Philippines                                                           | Philippines Government Bond                                                           | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    310000 | PA      | $321552.78    | 0.01%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                          | Royal Caribbean Cruises Ltd.                                                          | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     60000 | PA      | $61710.30     | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                                                    | Iliad Holding SASU                                                                    | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    230000 | PA      | $235941.13    | 0.01%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                         | Comcast Corp.                                                                         | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    224000 | PA      | $153724.66    | 0.01%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Co., Inc.                                                            | Graham Packaging Co., Inc.                                                            | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |    305000 | PA      | $304639.58    | 0.01%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                        | Olympus Water US Holding Corp.                                                        | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    215000 | PA      | $226670.20    | 0.01%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      6417 | NS      | $436356.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglogold Ashanti plc                                                                 | Anglogold Ashanti plc                                                                 | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |     12107 | NS      | $553065.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140KLMT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1568017 | PA      | $1315982.89   | 0.05%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                        | Teva Pharmaceutical Finance Netherlands III BV                                        | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $218424.40    | 0.01%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Golden Entertainment, Inc.                                                            | Golden Entertainment, Inc.                                                            | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |      3471 | NS      | $102151.53    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                                                            | Occidental Petroleum Corp.                                                            | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    235000 | PA      | $258816.08    | 0.01%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2017-C06, Class 2M2C                 | CUSIP: 30711XSV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     70270 | PA      | $71588.91     | 0.00%             | 2030-02-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2021-R03, Class 1M1                  | CUSIP: 20754AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1684 | PA      | $1681.26      | 0.00%             | 2041-12-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                                                      | Coca-Cola HBC AG                                                                      | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |     31646 | NS      | $1653270.52   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                           | Bank Gospodarstwa Krajowego                                                           | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $202157.78    | 0.01%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Flash Charm, Inc.                                                                     | Flash Charm, Inc., First Lien, CME Term Loan, B2                                      | CUSIP: 45168RAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    222746 | PA      | $209497.52    | 0.01%             | 2028-03-02      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                                   | LBM Acquisition LLC, First Lien, Amendment No. 3 Incremental CME Term Loan            | CUSIP: 50179JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    128370 | PA      | $120346.60    | 0.00%             | 2031-06-06      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                    | Energy Transfer LP, Series B                                                          | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1273844.34   | 0.05%             | 2028-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                             | RTX Corp.                                                                             | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     93466 | NS      | $13647905.32  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                                                     | Duke Energy Corp.                                                                     | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    350000 | PA      | $273338.04    | 0.01%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                                              | Unipol Assicurazioni SpA                                                              | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |     10410 | NS      | $206167.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B5KH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29071 | PA      | $29401.37     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Waystar Holding Corp.                                                                 | Waystar Holding Corp.                                                                 | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7235 | NS      | $295694.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial, Inc.                                                              | Genworth Financial, Inc., Class A                                                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     84354 | NS      | $656274.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EquipmentShare.com, Inc.                                                              | EquipmentShare.com, Inc.                                                              | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    185000 | PA      | $196828.87    | 0.01%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                           | Dick's Sporting Goods, Inc.                                                           | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    230000 | PA      | $206275.87    | 0.01%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                            | Unum Group                                                                            | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     10443 | NS      | $843376.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab, Inc.                                                                          | Ecolab, Inc.                                                                          | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      3266 | NS      | $879991.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                                                          | Verizon Communications, Inc.                                                          | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    216000 | PA      | $204703.10    | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC / SBP Finance Corp.                          | Specialty Building Products Holdings LLC / SBP Finance Corp.                          | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $137708.42    | 0.00%             | 2029-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4375.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alarm.com Holdings, Inc.                                                              | Alarm.com Holdings, Inc.                                                              | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      2017 | NS      | $114101.69    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Aviation SA                                                                  | Dassault Aviation SA                                                                  | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |      1224 | NS      | $432772.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Equity Residential                                                                    | Equity Residential                                                                    | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     12044 | NS      | $812849.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133A8F85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    228818 | PA      | $194539.08    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                                 | Elevance Health, Inc.                                                                 | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      2076 | NS      | $807480.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 31412UJB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       356 | PA      | $354.97       | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                          | GS Mortgage Securities Trust, Series 2014-GC22, Class XA                              | CUSIP: 36253BAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1306497 | PA      | $7653.98      | 0.00%             | 2047-06-10      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5386.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intuitive Surgical, Inc.                                                              | Intuitive Surgical, Inc.                                                              | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     10797 | NS      | $5867197.77   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                                                    | State Street Corp.                                                                    | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |    107216 | NS      | $11401349.44  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    862000 | PA      | $853392.85    | 0.03%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IV Ltd.                                                                   | Elmwood CLO IV Ltd., Series 2020-1A, Class AR                                         | CUSIP: 29002GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251155.20    | 0.01%             | 2037-04-18      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                                   | Graphic Packaging International LLC                                                   | CUSIP: N/A<br>LEI: SO75N4VY5NXGQSK8YQ65       | Long             | DBT              | CORP              | US        |    180000 | PA      | $203514.99    | 0.01%             | 2029-02-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC / Cogent Finance, Inc.                                | Cogent Communications Group LLC / Cogent Finance, Inc.                                | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $616224.63    | 0.02%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-223883.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                          | Cadence Design Systems, Inc.                                                          | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270110.84    | 0.01%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                          | Mondelez International, Inc., Class A                                                 | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     13002 | NS      | $876854.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp.                                                                  | Northern Trust Corp.                                                                  | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      7981 | NS      | $1011910.99   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                                                          | AbbVie, Inc.                                                                          | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     60201 | NS      | $11174509.62  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2025-R02, Class 1M1                  | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    431481 | PA      | $432021.40    | 0.02%             | 2045-02-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                | Truist Financial Corp.                                                                | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    310000 | PA      | $309880.10    | 0.01%             | 2026-07-28      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                                | Home Depot, Inc. (The)                                                                | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    215000 | PA      | $206582.88    | 0.01%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Vornado Realty Trust                                                                  | Vornado Realty Trust                                                                  | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90293 | NS      | $3452804.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $237663.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                         | Netflix, Inc.                                                                         | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    562000 | PA      | $587275.33    | 0.02%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd.                                                           | BOC Hong Kong Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |     73500 | NS      | $319963.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                     | Taylor Morrison Communities, Inc.                                                     | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137120.04    | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                        | Morgan Stanley                                                                        | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    122000 | PA      | $121592.10    | 0.00%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2015-DC1, Class AM                                        | CUSIP: 12629NAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    139221 | PA      | $137125.62    | 0.00%             | 2048-02-10      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Etsy, Inc.                                                                            | Etsy, Inc.                                                                            | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     18085 | NS      | $907143.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL Corp. Ltd.                                                                        | NCL Corp. Ltd.                                                                        | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    120000 | PA      | $122670.42    | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2017-C06, Class 1M2B                 | CUSIP: 30711XQU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      3385 | PA      | $3390.65      | 0.00%             | 2030-02-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Oceaneering International, Inc.                                                       | Oceaneering International, Inc.                                                       | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     21662 | NS      | $448836.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison IAQ LLC                                                                       | Madison IAQ LLC                                                                       | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    440000 | PA      | $433135.60    | 0.02%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                                      | Sealed Air Corp.                                                                      | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     26501 | NS      | $822326.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAVO Residential Funding Trust                                                       | BRAVO Residential Funding Trust, Series 2023-NQM5, Class A1                           | CUSIP: 10569UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210660 | PA      | $212185.40    | 0.01%             | 2063-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LiveRamp Holdings, Inc.                                                               | LiveRamp Holdings, Inc.                                                               | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     16771 | NS      | $554113.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-89.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                                   | Union Pacific Corp.                                                                   | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     26729 | NS      | $6149808.32   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EXOR NV                                                                               | EXOR NV                                                                               | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | EC               | CORP              | NL        |     18749 | NS      | $1892665.24   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Argan, Inc.                                                                           | Argan, Inc.                                                                           | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |      2896 | NS      | $638510.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics, Inc.                                                         | Monte Rosa Therapeutics, Inc.                                                         | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23219 | NS      | $104717.69    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                                      | NRG Energy, Inc.                                                                      | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    265000 | PA      | $294434.01    | 0.01%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1483.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sterling Infrastructure, Inc.                                                         | Sterling Infrastructure, Inc.                                                         | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      3895 | NS      | $898693.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BYD Co. Ltd.                                                                          | BYD Co. Ltd., Class H                                                                 | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |     69000 | NS      | $1074332.30   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.                                                    | Reinsurance Group of America, Inc.                                                    | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      4463 | NS      | $885280.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                                                              | Marathon Petroleum Corp.                                                              | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      5303 | NS      | $880881.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA, Series 2021-214, Class AI                                                       | CUSIP: 38383FDA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2230582 | PA      | $453109.50    | 0.02%             | 2051-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NETGEAR, Inc.                                                                         | NETGEAR, Inc.                                                                         | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     15117 | NS      | $439451.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify, Inc.                                                                         | Shopify, Inc., Class A                                                                | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     21798 | NS      | $2514399.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WaMu Mortgage-Backed Pass-Through Certificates Trust                                  | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR9, Class A1C3            | CUSIP: 92922FU89<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83568 | PA      | $83999.76     | 0.00%             | 2045-07-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Relay Therapeutics, Inc.                                                              | Relay Therapeutics, Inc.                                                              | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85127 | NS      | $294539.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl plc                                                                             | Bunzl plc                                                                             | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |      9278 | NS      | $295657.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                        | Broadcom, Inc.                                                                        | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     80000 | PA      | $66352.42     | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B9GL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    170096 | PA      | $172659.86    | 0.01%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                       | CSAIL Commercial Mortgage Trust, Series 2020-C19, Class XA                            | CUSIP: 12597NAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6261443 | PA      | $239272.92    | 0.01%             | 2053-03-15      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Donaldson Co., Inc.                                                                   | Donaldson Co., Inc.                                                                   | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     12139 | NS      | $841839.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                                                                       | Air Lease Corp.                                                                       | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    519000 | PA      | $494710.81    | 0.02%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                               | Nabors Industries, Inc.                                                               | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    455000 | PA      | $338337.07    | 0.01%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Ingevity Corp.                                                                        | Ingevity Corp.                                                                        | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      2266 | NS      | $97641.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                       | Regeneron Pharmaceuticals, Inc.                                                       | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     12381 | NS      | $6500025.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryanair Holdings plc                                                                  | Ryanair Holdings plc                                                                  | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |     47671 | NS      | $2749186.57   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI Bank Ltd.                                                                       | ICICI Bank Ltd.                                                                       | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |    285281 | NS      | $4821175.61   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury Ultra Bonds                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        97 | NC      | $373424.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140NKNK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54484 | PA      | $56599.63     | 0.00%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                                | Booking Holdings, Inc.                                                                | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       181 | NS      | $1047852.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                              | International Flavors & Fragrances, Inc.                                              | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    251000 | PA      | $251007.83    | 0.01%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Central Pacific Financial Corp.                                                       | Central Pacific Financial Corp.                                                       | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      7240 | NS      | $202937.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp, Inc.                                                                          | NetApp, Inc.                                                                          | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      8843 | NS      | $942221.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                          | UBS Group AG                                                                          | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    385000 | PA      | $395488.05    | 0.01%             | 2030-02-08      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                                | Cleveland-Cliffs, Inc.                                                                | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    230000 | PA      | $217099.60    | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                           | Caesars Entertainment, Inc.                                                           | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137387.17    | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                         | Equinix, Inc.                                                                         | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    820000 | PA      | $803890.66    | 0.03%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United Rentals, Inc.                                                                  | United Rentals, Inc.                                                                  | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      5412 | NS      | $4077400.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2377364 | PA      | $2111022.63   | 0.08%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mr. Cooper Group, Inc.                                                                | Mr. Cooper Group, Inc.                                                                | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      6236 | NS      | $930473.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings, Inc.                                                   | Allison Transmission Holdings, Inc.                                                   | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      8059 | NS      | $765524.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp. plc                                                                    | Prothena Corp. plc                                                                    | CUSIP: N/A<br>LEI: 5299009ZXQ8NIIJ8OL30       | Long             | EC               | CORP              | IE        |     15314 | NS      | $92955.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VN30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     94476 | PA      | $83911.66     | 0.00%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Astera Labs, Inc.                                                                     | Astera Labs, Inc.                                                                     | CUSIP: 04626A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9067 | NS      | $819838.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CinCor Pharma, Inc.                                                                   | CinCor Pharma, Inc., CVR                                                              | CUSIP: 172CVR011<br>LEI: N/A                  | Long             |  | CORP              | US        |      3617 | NS      | $11068.02     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Aircastle Ltd.                                                                        | Aircastle Ltd.                                                                        | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    475000 | PA      | $474977.85    | 0.02%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1450.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                                  | Columbia Pipelines Operating Co. LLC                                                  | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $158431.72    | 0.01%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                          | Ecolab, Inc.                                                                          | CUSIP: 278865AV2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    750000 | PA      | $735983.18    | 0.03%             | 2026-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Broadstone Net Lease, Inc.                                                            | Broadstone Net Lease, Inc.                                                            | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |      7166 | NS      | $115014.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boost Newco Borrower LLC                                                              | Boost Newco Borrower LLC                                                              | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    275000 | PA      | $292111.88    | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Camelot Return Merger Sub, Inc.                                                       | Camelot Return Merger Sub, Inc.                                                       | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $253819.50    | 0.01%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Sylvamo Corp.                                                                         | Sylvamo Corp.                                                                         | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      7361 | NS      | $368786.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury 10 Year Ultra Notes                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         6 | NC      | $11146.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitsu Ltd.                                                                          | Fujitsu Ltd.                                                                          | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |     13600 | NS      | $329927.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-8376.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133AAZB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129063 | PA      | $109783.17    | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Copart, Inc.                                                                          | Copart, Inc.                                                                          | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     65185 | NS      | $3198627.95   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton, Inc.                                                                       | DR Horton, Inc.                                                                       | CUSIP: 23331ABQ1<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    590000 | PA      | $567431.41    | 0.02%             | 2026-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                                    | American International Group, Inc.                                                    | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     67839 | NS      | $5806340.01   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France SA                                                                      | Altice France SA                                                                      | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $168500.00    | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                                               | Heidelberg Materials AG                                                               | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |      4772 | NS      | $1123790.75   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CommScope LLC                                                                         | CommScope LLC                                                                         | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226215.24    | 0.01%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, Series 2024-89, Class FA                                                        | CUSIP: 3136BTGT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    459026 | PA      | $460198.17    | 0.02%             | 2054-12-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                     | Duke Energy Corp.                                                                     | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      7301 | NS      | $861518.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NAURA Technology Group Co. Ltd.                                                       | NAURA Technology Group Co. Ltd., Class A                                              | CUSIP: N/A<br>LEI: 300300JI5I0B95GO5C39       | Long             | EC               | CORP              | CN        |     13500 | NS      | $833788.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Transocean Poseidon Ltd.                                                              | Transocean Poseidon Ltd.                                                              | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    136500 | PA      | $136812.99    | 0.00%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                           | McGraw-Hill Education, Inc.                                                           | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    420000 | PA      | $427926.24    | 0.02%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                             | HCA, Inc.                                                                             | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76031.75     | 0.00%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B5MQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57932 | PA      | $58438.46     | 0.00%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Zoom Communications, Inc.                                                             | Zoom Communications, Inc., Class A                                                    | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |     10411 | NS      | $811849.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign, Inc.                                                                        | DocuSign, Inc., Class A                                                               | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      9493 | NS      | $739409.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                                               | EnerSys                                                                               | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      6276 | NS      | $538292.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC ULC / New Red Finance, Inc.                                                | 1011778 BC ULC / New Red Finance, Inc.                                                | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    300000 | PA      | $279875.58    | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blend Labs, Inc.                                                                      | Blend Labs, Inc., Class A                                                             | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    136910 | NS      | $451803.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares, Inc.                                                           | Huntington Bancshares, Inc.                                                           | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    361000 | PA      | $303389.50    | 0.01%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                  | Clear Channel Outdoor Holdings, Inc.                                                  | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118221.88    | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                              | UnitedHealth Group, Inc.                                                              | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     20807 | NS      | $6491159.79   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                                                | Tenet Healthcare Corp.                                                                | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    345000 | PA      | $351428.79    | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $45318.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179WVV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1786492 | PA      | $1582447.81   | 0.06%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                                    | General Motors Co.                                                                    | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    138432 | NS      | $6812238.72   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                      | Berkshire Hathaway Finance Corp.                                                      | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    375000 | PA      | $242215.50    | 0.01%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp.                                                            | Carpenter Technology Corp.                                                            | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      1187 | NS      | $328063.06    | 0.01%             |  |  |  | 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        |     23526 | NS      | $181620.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                                                              | Pathward Financial, Inc.                                                              | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      6623 | NS      | $524011.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                        | Thermo Fisher Scientific, Inc.                                                        | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     16250 | NS      | $6588725.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Covivio SA                                                                            | Covivio SA                                                                            | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | EC               | CORP              | FR        |      2458 | NS      | $155847.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                                          | Jones Deslauriers Insurance Management, Inc.                                          | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $319988.37    | 0.01%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                               | Hyundai Capital America                                                               | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30821.23     | 0.00%             | 2030-04-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                        | Carnival Corp.                                                                        | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    284000 | PA      | $288988.46    | 0.01%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                    | Dominican Republic Government Bond                                                    | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    220000 | PA      | $224004.00    | 0.01%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Guardant Health, Inc.                                                                 | Guardant Health, Inc.                                                                 | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |     17439 | NS      | $907525.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                            | Warnermedia Holdings, Inc.                                                            | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46660.54     | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                       | Air Lease Corp.                                                                       | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144860.86    | 0.01%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Beacon Mobility Corp.                                                                 | Beacon Mobility Corp.                                                                 | CUSIP: 073644AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $204364.33    | 0.01%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                                   | Deutsche Telekom AG                                                                   | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |     48545 | NS      | $1776921.79   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                               | Hyundai Capital America                                                               | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    149000 | PA      | $151884.03    | 0.01%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                           | FedEx Corp.                                                                           | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     27461 | NS      | $6242159.91   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International, Inc.                                                             | Enova International, Inc.                                                             | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      5630 | NS      | $627857.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp.                                                                       | Atlassian Corp.                                                                       | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36985.52     | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133A8Q59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63366 | PA      | $53916.54     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals, Inc.                                                                 | Hudbay Minerals, Inc.                                                                 | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $269325.33    | 0.01%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                      | Bombardier, Inc.                                                                      | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $88623.98     | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corp.                                                                 | Hexion Holdings Corp., Second Lien, Initial CME Term Loan                             | CUSIP: 42829JAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    222353 | PA      | $218183.82    | 0.01%             | 2030-03-15      | Variable      | 11.86%                | No            |                  2 | On Loan: No      |
| Commvault Systems, Inc.                                                               | Commvault Systems, Inc.                                                               | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      4526 | NS      | $789017.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3749868 | PA      | $3329764.86   | 0.12%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                                 | Indonesia Government Bond                                                             | CUSIP: 455780BX3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    450000 | PA      | $451770.19    | 0.02%             | 2027-01-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                                           | Novartis AG                                                                           | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |     69217 | NS      | $8401359.35   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                                             | Prosus NV                                                                             | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |     64490 | NS      | $3618308.51   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| DNOW, Inc.                                                                            | DNOW, Inc.                                                                            | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     27933 | NS      | $414246.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2022-HQA3, Class M1A                                  | CUSIP: 35564KE39<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | CORP              | US        |    155654 | PA      | $158576.46    | 0.01%             | 2042-08-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                                 | OneMain Finance Corp.                                                                 | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    325000 | PA      | $319912.34    | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                                | Home Depot, Inc. (The)                                                                | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217709.13    | 0.01%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                                           | Brighthouse Financial, Inc.                                                           | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     14070 | NS      | $756543.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp.                                                                          | Incyte Corp.                                                                          | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     52701 | NS      | $3588938.10   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp.                                                                           | Vicor Corp.                                                                           | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      2311 | NS      | $104826.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amrize Ltd.                                                                           | Amrize Ltd.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |     27365 | NS      | $1365059.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                                                                    | AerCap Holdings NV                                                                    | CUSIP: N/A<br>LEI: 549300SZYINBBLJQU475       | Long             | EC               | CORP              | NL        |      6700 | NS      | $783900.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                              | Spirit AeroSystems, Inc.                                                              | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    400000 | PA      | $441640.40    | 0.02%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                            | Visa, Inc., Class A                                                                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     30024 | NS      | $10660021.20  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2022-DNA2, Class M1A                                  | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |     96719 | PA      | $96796.60     | 0.00%             | 2042-02-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $82624.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                                 | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                                 | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $501530.42    | 0.02%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                                 | Parker-Hannifin Corp.                                                                 | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       990 | NS      | $691485.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BSD90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57210 | PA      | $57773.17     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd.                                                                  | BlueScope Steel Ltd.                                                                  | CUSIP: N/A<br>LEI: 529900H6UQI16XACWC95       | Long             | EC               | CORP              | AU        |     39892 | NS      | $607895.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2021-R03, Class 1M2                  | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156000 | PA      | $157017.76    | 0.01%             | 2041-12-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                                   | Public Service Electric and Gas Co.                                                   | CUSIP: 74456QAV8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76257.56     | 0.00%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Crown Holdings, Inc.                                                                  | Crown Holdings, Inc.                                                                  | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      8893 | NS      | $915801.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Station Place Securitization Trust                                                    | Station Place Securitization Trust, Series 2025-1, Class A                            | CUSIP: 85772UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    646000 | PA      | $653070.47    | 0.02%             | 2026-07-23      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Note                                                                    | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $121928.75    | 0.00%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Q2 Holdings, Inc.                                                                     | Q2 Holdings, Inc.                                                                     | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      2927 | NS      | $273937.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group, Inc.                                                                     | Alamo Group, Inc.                                                                     | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |       615 | NS      | $134303.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings, Inc.                                                        | Bread Financial Holdings, Inc.                                                        | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     11297 | NS      | $645284.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                               | Pfizer Investment Enterprises Pte. Ltd.                                               | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     87000 | PA      | $87714.30     | 0.00%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc.                                                             | BrightSpire Capital, Inc., Class A                                                    | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |     32696 | NS      | $165114.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                     | Corp. Nacional del Cobre de Chile                                                     | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $208036.00    | 0.01%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Alpha Metallurgical Resources, Inc.                                                   | Alpha Metallurgical Resources, Inc.                                                   | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2295 | NS      | $258141.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                       | WFRBS Commercial Mortgage Trust, Series 2013-C15, Class D                             | CUSIP: 92938CAL1<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-MBS          | CORP              | US        |    201003 | PA      | $103516.74    | 0.00%             | 2046-08-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140X7Y29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2586012 | PA      | $2171289.38   | 0.08%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MF1 Ltd.                                                                              | MF1 Ltd., Series 2021-FL6, Class A                                                    | CUSIP: 55283TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    195837 | PA      | $195973.12    | 0.01%             | 2036-07-16      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage-Backed Pass-Through Certificates Trust                                  | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR11, Class A1B3           | CUSIP: 92922F2K3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111698 | PA      | $111352.80    | 0.00%             | 2045-08-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                                          | Samsung Electronics Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EP               | CORP              | KR        |     43222 | NS      | $1585595.34   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                                                            | Southern Gas Corridor CJSC                                                            | CUSIP: N/A<br>LEI: 213800DG58KG59XY6318       | Long             | DBT              | NUSS              | AZ        |    220000 | PA      | $223168.89    | 0.01%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140EXBB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230304 | PA      | $204837.05    | 0.01%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                        | NCL Corp. Ltd.                                                                        | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    170000 | PA      | $180864.36    | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                                                          | GE Aerospace                                                                          | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     18400 | NS      | $4735976.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                                                                    | Cirrus Logic, Inc.                                                                    | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      8641 | NS      | $900867.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1806.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $151550.04    | 0.01%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                       | WFRBS Commercial Mortgage Trust, Series 2014-C22, Class XA                            | CUSIP: 92890KBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2101726 | PA      | $459.23       | 0.00%             | 2057-09-15      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| Kontoor Brands, Inc.                                                                  | Kontoor Brands, Inc.                                                                  | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      1351 | NS      | $89125.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.                 | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.                 | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $378678.67    | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| American Healthcare REIT, Inc.                                                        | American Healthcare REIT, Inc.                                                        | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |      3970 | NS      | $145857.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac, Inc.                                                                           | Aflac, Inc.                                                                           | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      8109 | NS      | $855175.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp.                                                          | Simmons First National Corp., Class A                                                 | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     14999 | NS      | $284381.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd.                                                              | G-III Apparel Group Ltd.                                                              | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      3999 | NS      | $89577.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos., Inc.                                                                     | Rocket Cos., Inc.                                                                     | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $358557.68    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hecla Mining Co.                                                                      | Hecla Mining Co.                                                                      | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     20476 | NS      | $122651.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                                                           | Apple, Inc.                                                                           | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    598000 | PA      | $528703.22    | 0.02%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                                                                 | Leidos Holdings, Inc.                                                                 | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      5344 | NS      | $843069.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International plc                                                         | Weatherford International plc                                                         | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |     15619 | NS      | $785791.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OHA Loan Funding Ltd.                                                                 | OHA Loan Funding Ltd., Series 2016-1A, Class A1R2                                     | CUSIP: 67110UAW9<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |    363000 | PA      | $364727.47    | 0.01%             | 2037-07-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Bharti Airtel Ltd.                                                                    | Bharti Airtel Ltd.                                                                    | CUSIP: N/A<br>LEI: 335800KQ1FPKOQ84OR26       | Long             | EC               | CORP              | IN        |    126967 | NS      | $2976623.18   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Meritz Financial Group, Inc.                                                          | Meritz Financial Group, Inc.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     15819 | NS      | $1315959.12   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2022-DNA6, Class M1A                                  | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |     30311 | PA      | $30546.04     | 0.00%             | 2042-09-25      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Portland General Electric Co.                                                         | Portland General Electric Co.                                                         | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      4015 | NS      | $163129.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd.                                                                         | Biohaven Ltd.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |      6861 | NS      | $96808.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC          | Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC          | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $268993.73    | 0.01%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 5079, Class BI                                                          | CUSIP: 3137F9DD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1595463 | PA      | $281149.33    | 0.01%             | 2051-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                          | Hess Midstream Operations LP                                                          | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $144071.06    | 0.01%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp.                                                            | Korea Electric Power Corp.                                                            | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | EC               | CORP              | KR        |     56130 | NS      | $1622000.83   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                         | Teva Pharmaceutical Finance Netherlands II BV                                         | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |    495000 | PA      | $595489.88    | 0.02%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                                                    | Aretec Group, Inc.                                                                    | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110016.90    | 0.00%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $47861.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, Series 2021-45, Class MI                                                        | CUSIP: 3136BHW70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3869182 | PA      | $495244.02    | 0.02%             | 2049-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rigetti Computing, Inc.                                                               | Rigetti Computing, Inc.                                                               | CUSIP: 76655K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6981 | NS      | $82794.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TCW CLO Ltd.                                                                          | TCW CLO Ltd., Series 2021-2A, Class AS                                                | CUSIP: 87190MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $200471.09    | 0.01%             | 2034-07-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                                 | Guatemala Government Bond                                                             | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    330000 | PA      | $335527.50    | 0.01%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| TTM Technologies, Inc.                                                                | TTM Technologies, Inc.                                                                | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     15676 | NS      | $639894.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8, Inc.                                                                             | 8x8, Inc.                                                                             | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |     43209 | NS      | $84689.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                                                          | Charter Communications, Inc., Class A                                                 | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      9805 | NS      | $4008382.05   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Zijin Mining Group Co. Ltd.                                                           | Zijin Mining Group Co. Ltd., Class H                                                  | CUSIP: N/A<br>LEI: 836800JRNL2393Z2I561       | Long             | EC               | CORP              | CN        |    804000 | NS      | $2067736.64   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| American Eagle Outfitters, Inc.                                                       | American Eagle Outfitters, Inc.                                                       | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      8727 | NS      | $83953.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                                                         | Accenture plc, Class A                                                                | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |     28756 | NS      | $8594880.84   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617HXVC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9717 | PA      | $9363.98      | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                                                    | Zegona Finance plc                                                                    | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    405000 | PA      | $433145.48    | 0.02%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                   | Starwood Mortgage Residential Trust, Series 2020-2, Class M1E                         | CUSIP: 85573DCA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    323000 | PA      | $316008.60    | 0.01%             | 2060-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| PubMatic, Inc.                                                                        | PubMatic, Inc., Class A                                                               | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9341 | NS      | $116202.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novelis Corp.                                                                         | Novelis Corp.                                                                         | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179870.04    | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                                       | Transocean Titan Financing Ltd.                                                       | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    144762 | PA      | $147151.53    | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd.                                                             | Asahi Group Holdings Ltd.                                                             | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |    164300 | NS      | $2196220.97   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1433.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sprouts Farmers Market, Inc.                                                          | Sprouts Farmers Market, Inc.                                                          | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      6889 | NS      | $1134204.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                                          | Oracle Corp.                                                                          | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    295000 | PA      | $269163.64    | 0.01%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| 7-Eleven, Inc.                                                                        | 7-Eleven, Inc.                                                                        | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    488000 | PA      | $450200.24    | 0.02%             | 2028-02-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                            | Encore Capital Group, Inc.                                                            | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    425000 | PA      | $456203.50    | 0.02%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                                   | Newell Brands, Inc.                                                                   | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153033.24    | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                        | NCL Corp. Ltd.                                                                        | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    120000 | PA      | $126576.72    | 0.00%             | 2029-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd.                                                                  | Elmwood CLO III Ltd., Series 2019-3A, Class A1RR                                      | CUSIP: 29002HAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $351067.00    | 0.01%             | 2037-07-18      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    600000 | PA      | $520442.55    | 0.02%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                                                                      | PulteGroup, Inc.                                                                      | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75814 | NS      | $7995344.44   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                                                 | Dominion Energy, Inc.                                                                 | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     14950 | NS      | $844974.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinitas CLO XVIII Ltd.                                                               | Trinitas CLO XVIII Ltd., Series 2021-18A, Class A1                                    | CUSIP: 89640LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250562.26    | 0.01%             | 2035-01-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                      | Berkshire Hathaway Finance Corp.                                                      | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79330.03     | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd.                                                                   | Wind River CLO Ltd., Series 2021-4A, Class A                                          | CUSIP: 97316UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250178.36    | 0.01%             | 2035-01-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-119.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teekay Corp. Ltd.                                                                     | Teekay Corp. Ltd.                                                                     | CUSIP: N/A<br>LEI: YHKQM2RIPKZYOZ6RVZ46       | Long             | EC               | CORP              | BM        |     49744 | NS      | $410388.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos., Inc. (The)                                                             | Williams Cos., Inc. (The)                                                             | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    173000 | PA      | $177923.36    | 0.01%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                                 | Acrisure LLC / Acrisure Finance, Inc.                                                 | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $346284.14    | 0.01%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                              | South Africa Government Bond                                                          | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    360000 | PA      | $359583.04    | 0.01%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | ETRSI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        | 107163713 | PA      | $-524027.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1718.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $52177.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tutor Perini Corp.                                                                    | Tutor Perini Corp.                                                                    | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     15653 | NS      | $732247.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd.                                                                          | Nutrien Ltd.                                                                          | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     67000 | PA      | $61928.42     | 0.00%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    235000 | PA      | $226278.54    | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140QSHS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    847646 | PA      | $868970.79    | 0.03%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123507.23    | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                  | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1332109.33   | 0.05%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $51838.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                            | MSCI, Inc.                                                                            | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    152000 | PA      | $142679.24    | 0.01%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| New York Times Co. (The)                                                              | New York Times Co. (The), Class A                                                     | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     16726 | NS      | $936321.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                       | WFRBS Commercial Mortgage Trust, Series 2013-C11, Class C                             | CUSIP: 92937EAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    849000 | PA      | $812667.05    | 0.03%             | 2045-03-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Vibrantz Technologies, Inc.                                                           | Vibrantz Technologies, Inc.                                                           | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |    405000 | PA      | $273187.74    | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                              | AthenaHealth Group, Inc.                                                              | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    405000 | PA      | $399012.28    | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                                    | Crown Castle, Inc.                                                                    | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    228000 | PA      | $219646.37    | 0.01%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                        | Teva Pharmaceutical Finance Netherlands III BV                                        | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    555000 | PA      | $558613.61    | 0.02%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                              | Electricite de France SA                                                              | CUSIP: 268317AY0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    540000 | PA      | $560450.97    | 0.02%             | 2029-04-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                                                    | Grupo Financiero Banorte SAB de CV, Class O                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |    212920 | NS      | $1946230.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $24380.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                               | VZ Secured Financing BV                                                               | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    580000 | PA      | $516460.07    | 0.02%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp.                                                               | Webster Financial Corp.                                                               | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     15804 | NS      | $862898.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verde Purchaser LLC                                                                   | Verde Purchaser LLC, First Lien, Second Refinancing CME Term Loan                     | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |     90304 | PA      | $90732.68     | 0.00%             | 2030-11-30      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5810.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                        | QUALCOMM, Inc.                                                                        | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |    114862 | NS      | $18292922.12  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock MWV LLC                                                                      | WestRock MWV LLC                                                                      | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    305000 | PA      | $349672.42    | 0.01%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co. Ltd.                                                              | SCREEN Holdings Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Long             | EC               | CORP              | JP        |     16400 | NS      | $1333507.41   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                    | Southern Co. (The)                                                                    | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    295000 | PA      | $307217.45    | 0.01%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    600000 | PA      | $543930.58    | 0.02%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                                    | Crown Castle, Inc.                                                                    | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    112000 | PA      | $111053.65    | 0.00%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                     | HSBC Holdings plc                                                                     | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |    441117 | NS      | $5335835.73   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B5MN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51128 | PA      | $51654.63     | 0.00%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Atmus Filtration Technologies, Inc.                                                   | Atmus Filtration Technologies, Inc.                                                   | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6806 | NS      | $247874.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NANO Nuclear Energy, Inc.                                                             | NANO Nuclear Energy, Inc.                                                             | CUSIP: 63010H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10778 | NS      | $371733.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                       | CSAIL Commercial Mortgage Trust, Series 2021-C20, Class XA                            | CUSIP: 22945EAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2574365 | PA      | $108393.14    | 0.00%             | 2054-03-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                       | TransDigm, Inc.                                                                       | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233618.12    | 0.01%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2015-LC21, Class B                                        | CUSIP: 12593FBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    293544 | PA      | $291358.97    | 0.01%             | 2048-07-10      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3313.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                                                           | Shin-Etsu Chemical Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |     89300 | NS      | $2948862.95   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H060671<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -1000000 | PA      | $-1014919.77  | -0.04%            | 2055-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MakeMyTrip Ltd.                                                                       | MakeMyTrip Ltd.                                                                       | CUSIP: N/A<br>LEI: 529900DNT8HNJ7RYUO60       | Long             | EC               | CORP              | MU        |     16473 | NS      | $1614683.46   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus, Inc.                                                                          | Rambus, Inc.                                                                          | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     12519 | NS      | $801466.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies, Inc.                                                               | FARO Technologies, Inc.                                                               | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |      1142 | NS      | $50156.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International, Inc.                                                              | CACI International, Inc.                                                              | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    395000 | PA      | $408113.21    | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Phreesia, Inc.                                                                        | Phreesia, Inc.                                                                        | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |     15215 | NS      | $433018.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                                      | NRG Energy, Inc.                                                                      | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     42546 | NS      | $6832036.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources, Inc.                                                          | Core Natural Resources, Inc.                                                          | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      5254 | NS      | $366413.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Watco Cos. LLC / Watco Finance Corp.                                                  | Watco Cos. LLC / Watco Finance Corp.                                                  | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $413192.12    | 0.01%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Auto Trader Group plc                                                                 | Auto Trader Group plc                                                                 | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |    100661 | NS      | $1140166.67   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                      | Mosaic Co. (The)                                                                      | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     24107 | NS      | $879423.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                                                           | Apple, Inc.                                                                           | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    240000 | PA      | $191442.88    | 0.01%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                          | Mattel, Inc.                                                                          | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138282.89    | 0.00%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXX Ltd.                                                         | Madison Park Funding XXX Ltd., Series 2018-30A, Class A1R                             | CUSIP: 55821TAL1<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |    260000 | PA      | $260933.79    | 0.01%             | 2037-07-16      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                          | UBS Group AG                                                                          | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    308000 | PA      | $302221.29    | 0.01%             | 2027-02-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                                  | American Tower Corp.                                                                  | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     32313 | NS      | $7141819.26   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $32256.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gamuda Bhd.                                                                           | Gamuda Bhd.                                                                           | CUSIP: N/A<br>LEI: 254900RW4N94L9KA9137       | Long             | EC               | CORP              | MY        |   1205877 | NS      | $1372613.45   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $273604.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Home Mortgage Investment Trust                                               | American Home Mortgage Investment Trust, Series 2007-1, Class GA1C                    | CUSIP: 026932AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320658 | PA      | $188568.84    | 0.01%             | 2047-05-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                                       | JH North America Holdings, Inc.                                                       | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35327.49     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                        | Morgan Stanley                                                                        | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1345708.54   | 0.05%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                         | Cencora, Inc.                                                                         | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      2923 | NS      | $876461.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J Jill, Inc.                                                                          | J Jill, Inc.                                                                          | CUSIP: 46620W201<br>LEI: 529900I19PJIF8MIDL12 | Long             | EC               | CORP              | US        |      6285 | NS      | $92012.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H042679<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7000000 | PA      | $6701593.36   | 0.24%             | 2055-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                                | Morgan Stanley Bank NA                                                                | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    470000 | PA      | $477410.71    | 0.02%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                          | Avient Corp.                                                                          | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      5014 | NS      | $162002.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $268448.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oil States International, Inc.                                                        | Oil States International, Inc.                                                        | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |     25767 | NS      | $138111.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                                       | TransDigm, Inc.                                                                       | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    345000 | PA      | $347097.19    | 0.01%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-51731.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                         | UBS Commercial Mortgage Trust, Series 2018-C8, Class XA                               | CUSIP: 90276VAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6809975 | PA      | $123077.36    | 0.00%             | 2051-02-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Dorian LPG Ltd.                                                                       | Dorian LPG Ltd.                                                                       | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |      4822 | NS      | $117560.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings, Inc.                                                     | Heritage Insurance Holdings, Inc.                                                     | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |      5440 | NS      | $135673.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                                                                 | Lockheed Martin Corp.                                                                 | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     25740 | NS      | $11921223.60  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries, Inc.                                                            | Gibraltar Industries, Inc.                                                            | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1849 | NS      | $109091.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co. LLC                                                             | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    185000 | PA      | $193534.42    | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618AUVD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    157537 | PA      | $161560.84    | 0.01%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MaxLinear, Inc.                                                                       | MaxLinear, Inc., Class A                                                              | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      8555 | NS      | $121566.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xtrackers Harvest CSI 300 China A-Shares ETF                                          | Xtrackers Harvest CSI 300 China A-Shares ETF, Class A                                 | CUSIP: 233051879<br>LEI: 549300KGVW9YY7MPVQ67 | Long             |  | RF                | US        |     62757 | NS      | $1728327.78   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle, Inc. (The)                                                                    | Buckle, Inc. (The)                                                                    | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      2673 | NS      | $121220.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.                                                        | Citizens Financial Group, Inc.                                                        | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     21135 | NS      | $945791.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                                                                   | Medline Borrower LP                                                                   | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178728.26    | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Flowserve Corp.                                                                       | Flowserve Corp.                                                                       | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     16847 | NS      | $881940.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vibrantz Technologies, Inc.                                                           | Vibrantz Technologies, Inc., First Lien, Initial CME Term Loan                        | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |    167311 | PA      | $146547.85    | 0.01%             | 2029-04-23      | Variable      | 8.64%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                                          | Kohl's Corp.                                                                          | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    320000 | PA      | $332047.75    | 0.01%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                             | ATI, Inc.                                                                             | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63584.03     | 0.00%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                          | Oracle Corp.                                                                          | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    305000 | PA      | $240620.64    | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M1                  | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24305 | PA      | $24314.23     | 0.00%             | 2044-03-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BTAF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30030 | PA      | $30436.19     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2931.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                                                 | Veritiv Operating Co.                                                                 | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    115000 | PA      | $124630.68    | 0.00%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    237000 | PA      | $230433.71    | 0.01%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                                                  | Eastman Chemical Co.                                                                  | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     25938 | NS      | $1936531.08   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $69740.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust                                           | Arbor Multifamily Mortgage Securities Trust, Series 2020-MF1, Class XA                | CUSIP: 03881BAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4043136 | PA      | $145167.57    | 0.01%             | 2053-05-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Brixmor Property Group, Inc.                                                          | Brixmor Property Group, Inc.                                                          | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     33496 | NS      | $872235.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group, Inc.                                                                    | StoneX Group, Inc.                                                                    | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      7030 | NS      | $640714.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140EVH91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    487357 | PA      | $435932.52    | 0.02%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    182000 | PA      | $192460.60    | 0.01%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                              | Icon Investments Six DAC                                                              | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    215000 | PA      | $219576.26    | 0.01%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                                                            | Packaging Corp. of America                                                            | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      4424 | NS      | $833702.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                                                            | Boliden AB                                                                            | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |      7449 | NS      | $232777.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                  | American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $234940.71    | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                              | EquipmentShare.com, Inc.                                                              | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    265000 | PA      | $280285.20    | 0.01%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                             | Hilcorp Energy I LP / Hilcorp Finance Co.                                             | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $160946.11    | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization Trust                                                    | Station Place Securitization Trust, Series 2024-10, Class A                           | CUSIP: 85779PAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $653453.39    | 0.02%             | 2025-10-27      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                                                                    | Pinewood Finco plc                                                                    | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |    260000 | PA      | $353700.02    | 0.01%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                                         | Calpine Corp.                                                                         | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193038.11    | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                     | NatWest Group plc                                                                     | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |    827318 | NS      | $5810216.38   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                                             | Repsol SA                                                                             | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |     37648 | NS      | $550654.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1522.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                   | Station Casinos LLC                                                                   | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199511.75    | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2023-HQA3, Class A1                                   | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |     61661 | PA      | $62426.31     | 0.00%             | 2043-11-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Metropolitan Bank Holding Corp.                                                       | Metropolitan Bank Holding Corp.                                                       | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1712 | NS      | $119840.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes, Inc.                                                                | Tri Pointe Homes, Inc.                                                                | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19790 | NS      | $632290.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.                                                     | Booz Allen Hamilton Holding Corp., Class A                                            | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      3302 | NS      | $343837.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X, Inc.                                                                             | V2X, Inc.                                                                             | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4379 | NS      | $212600.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                                                              | Energizer Holdings, Inc.                                                              | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      4016 | NS      | $80962.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-224277.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ4C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25097 | PA      | $26125.41     | 0.00%             | 2049-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                      | Altice France SA                                                                      | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    275000 | PA      | $228250.00    | 0.01%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-10471.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KREF Ltd.                                                                             | KREF Ltd., Series 2022-FL3, Class A                                                   | CUSIP: 48275EAA4<br>LEI: 549300DG0FGL1EU1CT79 | Long             | ABS-CBDO         | CORP              | KY        |    189730 | PA      | $190080.60    | 0.01%             | 2039-02-17      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                                 | Ashtead Capital, Inc.                                                                 | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    555000 | PA      | $552974.35    | 0.02%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                         | Netflix, Inc.                                                                         | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    155000 | PA      | $163430.75    | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                      | Salesforce, Inc.                                                                      | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     26527 | NS      | $7233647.63   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group plc                                                     | InterContinental Hotels Group plc                                                     | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |      5895 | NS      | $674005.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM Corp.                                                                             | SLM Corp.                                                                             | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25491 | NS      | $835849.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                                                                    | Crown Castle, Inc.                                                                    | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245664.07    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp.                                                             | Mitsubishi Electric Corp.                                                             | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |    148500 | NS      | $3194082.80   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd.                                                                           | Garmin Ltd.                                                                           | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |      4203 | NS      | $877250.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                                                               | Customers Bancorp, Inc.                                                               | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      9509 | NS      | $558558.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                                                                 | Churchill Downs, Inc.                                                                 | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276074.94    | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXIII Ltd.                                                               | Symphony CLO XXIII Ltd., Series 2020-23A, Class AR2                                   | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |    396527 | PA      | $395484.81    | 0.01%             | 2034-01-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                       | Jefferies Financial Group, Inc.                                                       | CUSIP: 47233WJG5<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280529.43    | 0.01%             | 2026-03-16      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                                       | DR Horton, Inc.                                                                       | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      6981 | NS      | $899990.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                                                            | AT&T, Inc.                                                                            | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    547000 | PA      | $478012.22    | 0.02%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                                         | Workday, Inc., Class A                                                                | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      3128 | NS      | $750720.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Transmission Systems, Inc.                                                   | American Transmission Systems, Inc.                                                   | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $83647.94     | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Alkermes plc                                                                          | Alkermes plc                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      3610 | NS      | $103282.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co.                                                               | Victoria's Secret & Co.                                                               | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     17174 | NS      | $318062.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DH Europe Finance II Sarl                                                             | DH Europe Finance II SARL                                                             | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    155000 | PA      | $110335.29    | 0.00%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp.                                                           | CDW LLC / CDW Finance Corp.                                                           | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $279672.42    | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AngioDynamics, Inc.                                                                   | AngioDynamics, Inc.                                                                   | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |     12796 | NS      | $126936.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ3Z7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33448 | PA      | $35277.94     | 0.00%             | 2049-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                                                 | National Fuel Gas Co.                                                                 | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     10535 | NS      | $892419.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                                       | TransDigm, Inc.                                                                       | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165862.96    | 0.01%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                               | GFL Environmental, Inc.                                                               | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $94290.57     | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                              | Spirit AeroSystems, Inc.                                                              | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    445000 | PA      | $437755.53    | 0.02%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Weatherford International plc                                                         | Weatherford International plc                                                         | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |      2858 | NS      | $143785.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch + Lomb Corp.                                                                   | Bausch + Lomb Corp., First Lien, Initial CME Term Loan                                | CUSIP: C0787FAB8<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    256927 | PA      | $256795.58    | 0.01%             | 2027-05-10      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-14143.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H050672<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4000000 | PA      | $3929838.88   | 0.14%             | 2055-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Makita Corp.                                                                          | Makita Corp.                                                                          | CUSIP: N/A<br>LEI: 529900CDR9E94BCM6294       | Long             | EC               | CORP              | JP        |      7700 | NS      | $237144.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NTPC Ltd.                                                                             | NTPC Ltd.                                                                             | CUSIP: N/A<br>LEI: 335800Q4TRGJXNLVMB81       | Long             | EC               | CORP              | IN        |    522924 | NS      | $2041983.71   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                           | Beach Acquisition Bidco LLC, First Lien, CME Term Loan, B                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14659 | PA      | $14750.42     | 0.00%             | 2032-06-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                             | CSX Corp.                                                                             | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     27954 | NS      | $912139.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                                                          | Verizon Communications, Inc.                                                          | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    335000 | PA      | $318073.38    | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  36557000 | PA      | $112229.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2017-C06, Class 2M2                  | CUSIP: 30711XSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    118162 | PA      | $120379.43    | 0.00%             | 2030-02-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                            | Occidental Petroleum Corp.                                                            | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    138000 | PA      | $146071.97    | 0.01%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-9278.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                           | Caesars Entertainment, Inc.                                                           | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    405000 | PA      | $419663.84    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                                  | Ally Financial, Inc.                                                                  | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184510.53    | 0.01%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp.                          | Allied Universal Holdco LLC / Allied Universal Finance Corp.                          | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $379657.47    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SunCoke Energy, Inc.                                                                  | SunCoke Energy, Inc.                                                                  | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     16219 | NS      | $139321.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                                                  | American Tower Corp.                                                                  | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    154000 | PA      | $143567.46    | 0.01%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                            | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class B                  | CUSIP: 46643ABK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    233000 | PA      | $217846.64    | 0.01%             | 2047-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Upwork, Inc.                                                                          | Upwork, Inc.                                                                          | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |     34204 | NS      | $459701.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                                          | Samsung Electronics Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |     49945 | NS      | $2208648.88   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1374.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3138WH6L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122731 | PA      | $108892.55    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1488.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck KGaA                                                                            | Merck KGaA                                                                            | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |       878 | NS      | $113840.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                             | UKG, Inc., First Lien, Initial CME Term Loan                                          | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     34650 | PA      | $34819.96     | 0.00%             | 2031-02-10      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2022-DNA3, Class M1B                                  | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |     17000 | PA      | $17522.86     | 0.00%             | 2042-04-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| CareTrust REIT, Inc.                                                                  | CareTrust REIT, Inc.                                                                  | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     24480 | NS      | $749088.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp.                                                                           | Cabot Corp.                                                                           | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      1275 | NS      | $95625.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mahindra & Mahindra Ltd.                                                              | Mahindra & Mahindra Ltd.                                                              | CUSIP: N/A<br>LEI: 3358003B573EV4KB4Z02       | Long             | EC               | CORP              | IN        |     69591 | NS      | $2583025.62   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Pagseguro Digital Ltd.                                                                | Pagseguro Digital Ltd., Class A                                                       | CUSIP: N/A<br>LEI: 391200VY4YW47I4HGH62       | Long             | EC               | CORP              | KY        |     61830 | NS      | $596041.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Pro USA, Inc.                                                                   | Waste Pro USA, Inc.                                                                   | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    280000 | PA      | $291373.04    | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2025-DNA1, Class A1                                   | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |    553350 | PA      | $552796.76    | 0.02%             | 2045-01-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| PotlatchDeltic Corp.                                                                  | PotlatchDeltic Corp.                                                                  | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |      2580 | NS      | $98994.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings, Inc.                                                             | BrightView Holdings, Inc.                                                             | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |     10797 | NS      | $179770.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $10291.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan Trust                                                    | New Century Home Equity Loan Trust, Series 2003-4, Class M1                           | CUSIP: 64352VDK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66388 | PA      | $66416.46     | 0.00%             | 2033-10-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Applied Industrial Technologies, Inc.                                                 | Applied Industrial Technologies, Inc.                                                 | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      1792 | NS      | $416550.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                            | J.P. Morgan Mortgage Trust, Series 2024-10, Class A11                                 | CUSIP: 46658LAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147330 | PA      | $147440.25    | 0.01%             | 2055-03-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                          | Pacific Gas and Electric Co.                                                          | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47369.72     | 0.00%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                       | AES Corp. (The)                                                                       | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148211.92    | 0.01%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2811.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Ltd.                                                     | Canadian Pacific Kansas City Ltd.                                                     | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     49975 | NS      | $3961518.25   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179XXZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    904621 | PA      | $806634.34    | 0.03%             | 2053-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                            | Huntsman International LLC                                                            | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    130000 | PA      | $109491.53    | 0.00%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                            | eBay, Inc.                                                                            | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     12402 | NS      | $923452.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                             | Ford Motor Credit Co. LLC                                                             | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195554.99    | 0.01%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Efesto Bidco SpA Efesto US LLC                                                        | Efesto Bidco SpA Efesto US LLC, Series XR                                             | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    415000 | PA      | $420555.24    | 0.02%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $14681.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Virtu Financial, Inc.                                                                 | Virtu Financial, Inc., Class A                                                        | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     25543 | NS      | $1144070.97   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179UXS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89827 | PA      | $79874.50     | 0.00%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $480.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                 | Westpac Banking Corp.                                                                 | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    170000 | PA      | $125961.06    | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 5138, Class YI                                                          | CUSIP: 3137H2MF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3302760 | PA      | $852015.52    | 0.03%             | 2049-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Linde plc                                                                             | Linde plc                                                                             | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |      9306 | NS      | $4366189.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Capital Corp.                                                                    | Ares Capital Corp.                                                                    | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    240000 | PA      | $233925.45    | 0.01%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                          | Royal Caribbean Cruises Ltd.                                                          | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    485000 | PA      | $494652.47    | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                            | Australia & New Zealand Banking Group Ltd.                                            | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $202640.60    | 0.01%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                                   | Iron Mountain, Inc.                                                                   | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    580000 | PA      | $596765.48    | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                           | Match Group Holdings II LLC                                                           | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    226000 | PA      | $220694.60    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                            | Mars, Inc.                                                                            | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44922.16     | 0.00%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Best Buy Co., Inc.                                                                    | Best Buy Co., Inc.                                                                    | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     12037 | NS      | $808043.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TICP CLO XII Ltd.                                                                     | TICP CLO XII Ltd., Series 2018-12A, Class BR                                          | CUSIP: 87250FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300621.99    | 0.01%             | 2034-07-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

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

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer