# EDGAR Filing Document

**Accession Number:** 0001217286
**File Stem:** 0001752724-23-045161
**Filing Date:** 2023-2
**Character Count:** 525166
**Document Hash:** dfded85da2bd9f589676c7ed63a7e3d2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-045161.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-045161

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMorgan Trust I
- **CENTRAL INDEX KEY:** 0001217286
- **IRS NUMBER:** 331043149
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21295
- **FILM NUMBER:** 23680477

**BUSINESS ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172
- **BUSINESS PHONE:** 800-480-4111

**MAIL ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JP MORGAN MUTUAL FUND SERIES
- **DATE OF NAME CHANGE:** 20030204

## Series and Classes Contracts Data

### JPMorgan Diversified Fund (Series ID: S000002766)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000007574 | Class I      | JDVSX           |
| C000007575 | Class L      | JPDVX           |
| C000007576 | Class A      | JDVAX           |
| C000007578 | Class C      | JDVCX           |
| C000195232 | Class R6     | JDVZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JPMorgan Trust I

- **b. Investment Company Act file number:** 811-21295

- **c. CIK number of Registrant:** 0001217286

- **d. LEI of Registrant:** 549300DM5WZMCZZ70R78

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

  - **Street Address 1:** 277 Park Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10172

  - **Telephone number:** 800-480-4111

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

- **a. Name of Series:** JPMorgan Diversified Fund

- **b. EDGAR series identifier (if any):** S000002766

- **c. LEI of Series:** 26JKWV9VE7AKN11JL078

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

- **a. Date of fiscal year-end:** 2023-06-30

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $535230534.74

**Total Liabilities:** $20345108.67

**Net Assets:** $514885426.07

**Delayed Delivery Securities:** $672831.88

**Cash Not Reported:** $1206739.69

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 58.05173000 | **1-Year:** 2664.30044000 | **5-Year:** 10053.59875000 | **10-Year:** 29311.80656000 | **30-Year:** 4883.38931000

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

- **3-Month:** 3.09968000 | **1-Year:** 100.63707000 | **5-Year:** 400.03856000 | **10-Year:** 351.16045000 | **30-Year:** 340.84910000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007578 | 2.76%                | 5.46%                | -1.92%               |
| Class ID C000195232 | 2.87%                | 5.51%                | -1.82%               |
| Class ID C000007574 | 2.87%                | 5.50%                | -1.77%               |
| Class ID C000007575 | 2.80%                | 5.51%                | -1.77%               |
| Class ID C000007576 | 2.89%                | 5.47%                | -1.85%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1567678.30             | $26796483.63                               |
| Month 2  | $-7055954.56             | $41906551.00                               |
| Month 3  | $2656305.17              | $-19707959.84                              |

**Designated Index Information**

- **Index Name:** 60% WRLDRNRUSD0, 40% 1TRUSD0

- **Index Identifier:** IBXUSD000059

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CBRE Group, Inc.                                    | CBRE Group, Inc., Class A                                                         | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      2398 | NS      | $184550.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown, Inc.                                 | Brown & Brown, Inc.                                                               | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |       217 | NS      | $12362.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts, Inc.                         | Host Hotels & Resorts, Inc.                                                       | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |       683 | NS      | $10962.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA, Inc.                                           | HCA, Inc.                                                                         | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    260000 | PA      | $256861.68    | 0.05%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                     | Intercontinental Exchange, Inc.                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       533 | NS      | $54680.47     | 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      | $2861.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CTS Eventim AG & Co. KGaA                           | CTS Eventim AG & Co. KGaA                                                         | CUSIP: N/A<br>LEI: 529900FDHSN08UBJII80       | Long             | EC               | CORP              | DE        |      4390 | NS      | $278672.71    | 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      | $-1996.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                        | Oracle Corp.                                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      5852 | NS      | $478342.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties LP                      | Corporate Office Properties LP                                                    | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    136000 | PA      | $104298.41    | 0.02%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co. (The)                               | Kraft Heinz Co. (The)                                                             | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      6438 | NS      | $262090.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                      | Walgreens Boots Alliance, Inc.                                                    | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |       683 | NS      | $25516.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris, Inc.                                      | Entegris, Inc.                                                                    | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |      4197 | NS      | $275281.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp.                            | Wintrust Financial Corp.                                                          | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      1941 | NS      | $164053.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                                     | Eaton Corp. plc                                                                   | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |     11214 | NS      | $1760037.30   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen, Inc.                                        | Biogen, Inc.                                                                      | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    170000 | PA      | $138497.50    | 0.03%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                        | Humana, Inc.                                                                      | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47929.41     | 0.01%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| RLI Corp.                                           | RLI Corp.                                                                         | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      1235 | NS      | $162118.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group, Inc.                                   | Match Group, Inc.                                                                 | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       263 | NS      | $10911.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp.                              | Monster Beverage Corp.                                                            | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       362 | NS      | $36753.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| nCino, Inc.                                         | nCino, Inc.                                                                       | CUSIP: 63947X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4413 | NS      | $116679.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                                | CUSIP: 3140QM6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    367441 | PA      | $322622.37    | 0.06%             | 2052-01-01      | 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      | $16695.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synchrony Financial                                 | Synchrony Financial                                                               | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       429 | NS      | $14096.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Nmg Research Ltd.                                                                 | CUSIP: 62929P110<br>LEI: N/A                  | N/A              | DO               |  | GB        |      1374 | NS      | $49234.54     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| First Advantage Corp.                               | First Advantage Corp.                                                             | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |      9096 | NS      | $118248.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                        | Cadence Design Systems, Inc.                                                      | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       261 | NS      | $41927.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's, Inc.                                      | Carter's, Inc.                                                                    | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      1106 | NS      | $82518.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co.                          | Archer-Daniels-Midland Co.                                                        | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       528 | NS      | $49024.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xilinx, Inc.                                        | Xilinx, Inc.                                                                      | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33634.21     | 0.01%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Douglas Dynamics, Inc.                              | Douglas Dynamics, Inc.                                                            | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |      2751 | NS      | $99476.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp.                                          | Pool Corp.                                                                        | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       709 | NS      | $214351.97    | 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      | $-16.21       | -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      | $4482.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple, Inc.                                         | Apple, Inc.                                                                       | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    140000 | PA      | $98938.04     | 0.02%             | 2041-02-08      | Fixed         | 2.38%                 | 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      | $-882.76      | -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      | $-10.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                   | Exxon Mobil Corp.                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      3928 | NS      | $433258.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                                | Vulcan Materials Co.                                                              | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      2656 | NS      | $465092.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage LP                              | Extra Space Storage LP                                                            | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     90000 | PA      | $68103.52     | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                      | Alphabet, Inc., Class A                                                           | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     23170 | NS      | $2044289.10   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.         | Taiwan Semiconductor Manufacturing Co. Ltd.                                       | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     21085 | NS      | $1570621.65   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                    | ABN AMRO Bank NV                                                                  | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $161725.51    | 0.03%             | 2029-12-13      | Variable      | 2.47%                 | Yes           |                  2 | On Loan: No      |
| CubeSmart                                           | CubeSmart                                                                         | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4310 | NS      | $173477.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington, Inc.        | Expeditors International of Washington, Inc.                                      | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       152 | NS      | $15795.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart, Inc.                                       | Walmart, Inc.                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      1348 | NS      | $191132.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                    | Zions Bancorp NA                                                                  | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |       293 | NS      | $14403.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                                     | CME Group, Inc.                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     11885 | NS      | $1998581.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Athene Global Funding                               | Athene Global Funding                                                             | CUSIP: 04685A2J9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    170000 | PA      | $161695.75    | 0.03%             | 2024-06-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Valero Energy Corp.                                 | Valero Energy Corp.                                                               | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       373 | NS      | $47318.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT Capital Corp.                                   | BAT Capital Corp.                                                                 | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    270000 | PA      | $183336.01    | 0.04%             | 2040-09-25      | Fixed         | 3.73%                 | 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      | $15799.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                               | PayPal Holdings, Inc.                                                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      1086 | NS      | $77344.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings, Inc.                          | Crowdstrike Holdings, Inc., Class A                                               | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      1168 | NS      | $122978.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                              | Waste Management, Inc.                                                            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       410 | NS      | $64320.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                          | AT&T, Inc.                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     80000 | PA      | $53546.47     | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Landstar System, Inc.                               | Landstar System, Inc.                                                             | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |       921 | NS      | $150030.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology, Inc.                          | Microchip Technology, Inc.                                                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       525 | NS      | $36881.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                                      | Amphenol Corp., Class A                                                           | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       578 | NS      | $44008.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial, Inc.                          | Corebridge Financial, Inc.                                                        | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    123000 | PA      | $97487.41     | 0.02%             | 2052-04-05      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Loews Corp.                                         | Loews Corp.                                                                       | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      6823 | NS      | $397985.59    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                        | AMETEK, Inc.                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      3142 | NS      | $439000.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3551718.76   | 0.69%             | 2026-09-30      | Fixed         | 0.88%                 | 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      | $84093.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd.                                          | Chubb Ltd.                                                                        | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |      1299 | NS      | $286559.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG       | Muenchener Rueckversicherungs-Gesellschaft AG (Registered)                        | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |      1215 | NS      | $393016.99    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Driven Brands Holdings, Inc.                        | Driven Brands Holdings, Inc.                                                      | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6151 | NS      | $167983.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                          | Baxter International, Inc.                                                        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       469 | NS      | $23904.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | EURO STOXX 50 Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |      -473 | NC      | $671032.98    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares, Inc.                         | Huntington Bancshares, Inc.                                                       | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      2471 | NS      | $34841.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRET LLC                                            | PRET LLC, Series 2021-NPL6, Class A1                                              | CUSIP: 69362GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170645 | PA      | $157652.42    | 0.03%             | 2051-07-25      | Variable      | 2.49%                 | Yes           |                  2 | On Loan: No      |
| CoStar Group, Inc.                                  | CoStar Group, Inc.                                                                | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       386 | NS      | $29830.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                        | NVIDIA Corp.                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      8495 | NS      | $1241459.30   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax, Inc.                                       | Equifax, Inc.                                                                     | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      1076 | NS      | $209131.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                         | Amgen, Inc.                                                                       | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     68000 | PA      | $53923.69     | 0.01%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                          | PG&E Corp.                                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     20421 | NS      | $332045.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                    | Amazon.com, Inc.                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     88247 | NS      | $7412748.00   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Group AG                              | Credit Suisse Group AG                                                            | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    650000 | PA      | $555159.61    | 0.11%             | 2026-06-05      | Variable      | 2.19%                 | Yes           |                  2 | On Loan: No      |
| Entergy Louisiana LLC                               | Entergy Louisiana LLC                                                             | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    260000 | PA      | $206626.82    | 0.04%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $143.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlisle Cos., Inc.                                 | Carlisle Cos., Inc.                                                               | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       532 | NS      | $125365.80    | 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      | $2057.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Timken Co. (The)                                    | Timken Co. (The)                                                                  | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      1263 | NS      | $89256.21     | 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      | $380.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Syneos Health, Inc.                                 | Syneos Health, Inc.                                                               | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |      2761 | NS      | $101273.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies, Inc.                         | FleetCor Technologies, Inc.                                                       | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       644 | NS      | $118289.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                             | KeyCorp                                                                           | CUSIP: 49326EEL3<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20547.74     | 0.00%             | 2025-05-23      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                         | Xylem, Inc.                                                                       | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       170 | NS      | $18796.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                          | Essex Property Trust, Inc.                                                        | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |        58 | NS      | $12291.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                        | Barclays plc                                                                      | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $228475.03    | 0.04%             | 2032-11-24      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd.                 | Triton Container International Ltd.                                               | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    223000 | PA      | $171124.63    | 0.03%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ICU Medical, Inc.                                   | ICU Medical, Inc.                                                                 | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |       849 | NS      | $133700.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American plc                                  | Anglo American plc                                                                | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |     17110 | NS      | $670025.70    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                | Mitsubishi UFJ Financial Group, Inc.                                              | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $176036.77    | 0.03%             | 2028-01-19      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                         | Capital One Financial Corp.                                                       | CUSIP: 14040HCQ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54700.43     | 0.01%             | 2025-05-09      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Horizon Therapeutics plc                            | Horizon Therapeutics plc                                                          | CUSIP: N/A<br>LEI: 529900P0GSQ79OOZEV53       | Long             | EC               | CORP              | IE        |      4803 | NS      | $546581.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Automobile Receivables Trust               | Westlake Automobile Receivables Trust, Series 2021-3A, Class A3                   | CUSIP: 96043JAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $194458.00    | 0.04%             | 2025-06-16      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                               | CUSIP: 3133KNNT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    534884 | PA      | $471730.34    | 0.09%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                     | Hilton Worldwide Holdings, Inc.                                                   | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      2970 | NS      | $375289.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fells Point Funding Trust                           | Fells Point Funding Trust                                                         | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $172917.33    | 0.03%             | 2027-01-31      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| NVR, Inc.                                           | NVR, Inc.                                                                         | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |         3 | NS      | $13837.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp.                              | Northrop Grumman Corp.                                                            | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1322 | NS      | $721296.42    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                         | NN Group NV                                                                       | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |      7977 | NS      | $326197.10    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                              | RWE AG                                                                            | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |     42922 | NS      | $1897484.19   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                        | Oracle Corp.                                                                      | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $110041.63    | 0.02%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                           | KLA Corp.                                                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       139 | NS      | $52407.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals plc                            | Jazz Pharmaceuticals plc                                                          | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |      1464 | NS      | $233229.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.             | Mid-America Apartment Communities, Inc.                                           | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      2162 | NS      | $339412.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Drive Auto Receivables Trust                        | Drive Auto Receivables Trust, Series 2021-3, Class B                              | CUSIP: 262081AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49000 | PA      | $47643.90     | 0.01%             | 2026-05-15      | Fixed         | 1.11%                 | 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        |      2455 | NS      | $162422.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.         | Taiwan Semiconductor Manufacturing Co. Ltd.                                       | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     11590 | NS      | $863339.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International, Inc.                             | RPM International, Inc.                                                           | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11030.84     | 0.00%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                         | Toronto-Dominion Bank (The)                                                       | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |     17344 | NS      | $1123004.79   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Group Ltd.                                | Macquarie Group Ltd.                                                              | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    240000 | PA      | $184165.08    | 0.04%             | 2032-06-23      | Variable      | 2.69%                 | Yes           |                  2 | On Loan: No      |
| Sony Group Corp.                                    | Sony Group Corp.                                                                  | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |     10100 | NS      | $769838.37    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                            | Bristol-Myers Squibb Co.                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     51697 | NS      | $3719599.15   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital, Inc.                                   | Gen Digital, Inc.                                                                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       552 | NS      | $11829.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp.                            | Manulife Financial Corp.                                                          | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $154790.16    | 0.03%             | 2032-02-24      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Waters Corp.                                        | Waters Corp.                                                                      | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        57 | NS      | $19527.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                     | Eli Lilly & Co.                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1868 | NS      | $683389.12    | 0.13%             |  |  |  | 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      | $-7016.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp.                                       | Danaher Corp.                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       626 | NS      | $166152.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                      | Atlas Copco AB, Class A                                                           | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |     56471 | NS      | $669090.91    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp.                                       | Stryker Corp.                                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       370 | NS      | $90461.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Structured Asset Securities Corp. Trust             | Structured Asset Securities Corp. Trust, Series 2005-SC1, Class 1A1               | CUSIP: 86359DTE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         1 | PA      | $0.87         | 0.00%             | 2031-05-25      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| JM Smucker Co. (The)                                | JM Smucker Co. (The)                                                              | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |        81 | NS      | $12835.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                              | Howmet Aerospace, Inc.                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       300 | NS      | $11823.00     | 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      | $129.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                        | AbbVie, Inc.                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42797.46     | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Kinsale Capital Group, Inc.                         | Kinsale Capital Group, Inc.                                                       | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |       463 | NS      | $121083.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                      | Alphabet, Inc., Class C                                                           | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     20751 | NS      | $1841236.23   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                                  | Crown Castle, Inc.                                                                | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    220000 | PA      | $214995.56    | 0.04%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Office Properties Income Trust                      | Office Properties Income Trust                                                    | CUSIP: 67623CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $48755.24     | 0.01%             | 2031-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                               | Westpac Banking Corp.                                                             | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $282348.01    | 0.05%             | 2031-11-23      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                        | Pacific Gas and Electric Co.                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    170000 | PA      | $131722.90    | 0.03%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140JBZB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    849803 | PA      | $684408.69    | 0.13%             | 2032-03-01      | Variable      | 1.75%                 | 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      | $-14544.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                        | DNB Bank ASA                                                                      | CUSIP: 25601B2B0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $169192.14    | 0.03%             | 2028-03-30      | Variable      | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Cummins, Inc.                                       | Cummins, Inc.                                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       132 | NS      | $31982.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                         | Intel Corp.                                                                       | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      3933 | NS      | $103949.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp.                             | Boston Scientific Corp.                                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     61398 | NS      | $2840885.46   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                        | Intuit, Inc.                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      5586 | NS      | $2174182.92   | 0.42%             |  |  |  | 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      | $-887.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| International Business Machines Corp.               | International Business Machines Corp.                                             | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      1861 | NS      | $262196.29    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                        | Marriott International, Inc., Class A                                             | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     13673 | NS      | $2035772.97   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock, Inc.                                     | BlackRock, Inc.                                                                   | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       146 | NS      | $103459.98    | 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      | $-1528.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                         | Rogers Communications, Inc.                                                       | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $77528.61     | 0.02%             | 2052-03-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                        | Avolon Holdings Funding Ltd.                                                      | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $362620.50    | 0.07%             | 2026-04-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| US Auto Funding                                     | US Auto Funding, Series 2021-1A, Class A                                          | CUSIP: 90355EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7960 | PA      | $7943.52      | 0.00%             | 2024-07-15      | Fixed         | 0.79%                 | Yes           |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                     | Fairfax Financial Holdings Ltd.                                                   | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       274 | NS      | $162788.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen, Inc.                                        | Biogen, Inc.                                                                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       138 | NS      | $38214.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                          | Constellation Brands, Inc., Class A                                               | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      1581 | NS      | $366396.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                         | Phillips 66                                                                       | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      2615 | NS      | $272169.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                                    | CVS Health Corp.                                                                  | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    310000 | PA      | $214169.60    | 0.04%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.          | Australia & New Zealand Banking Group Ltd.                                        | CUSIP: 052528AK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $192017.95    | 0.04%             | 2026-05-19      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                        | UBS Group AG                                                                      | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $193212.13    | 0.04%             | 2033-02-11      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Sanofi                                              | Sanofi                                                                            | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |      4935 | NS      | $475865.21    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                            | SBA Communications Corp.                                                          | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       103 | NS      | $28871.93     | 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      | $71860.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ABIOMED, Inc.                                       | ABIOMED, Inc., CVR                                                                | CUSIP: 003CVR016<br>LEI: 5493001EZN4ZTB4Z5887 | Long             |  | CORP              | US        |        41 | NS      | $41.82        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-559.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                             | Republic Services, Inc.                                                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       196 | NS      | $25282.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd.                               | Everest Re Group Ltd.                                                             | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |        34 | NS      | $11263.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide, Inc.                         | CH Robinson Worldwide, Inc.                                                       | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       111 | NS      | $10163.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Wave Group AB                                   | New Wave Group AB, Class B                                                        | CUSIP: N/A<br>LEI: 5493006EIYZZYQILKS31       | Long             | EC               | CORP              | SE        |      6757 | NS      | $133731.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthpeak Properties, Inc.                         | Healthpeak Properties, Inc.                                                       | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     23000 | PA      | $19280.30     | 0.00%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International, Inc.                  | Mettler-Toledo International, Inc.                                                | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       206 | NS      | $297762.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                         | Apple, Inc.                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     48159 | NS      | $6257298.87   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed, Inc.                                        | ResMed, Inc.                                                                      | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       134 | NS      | $27889.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                               | Quanta Services, Inc.                                                             | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     53000 | PA      | $40244.48     | 0.01%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Brenntag SE                                         | Brenntag SE                                                                       | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |      4344 | NS      | $277038.07    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                   | GLS Auto Receivables Issuer Trust, Series 2021-3A, Class C                        | CUSIP: 36263LAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114000 | PA      | $106867.69    | 0.02%             | 2026-09-15      | Fixed         | 1.11%                 | Yes           |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.      | Charles River Laboratories International, Inc.                                    | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |        44 | NS      | $9587.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp.                                       | Moody's Corp.                                                                     | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       175 | NS      | $48758.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                        | Apple Hospitality REIT, Inc.                                                      | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      5178 | NS      | $81708.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                             | BPCE SA                                                                           | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $373798.48    | 0.07%             | 2032-01-20      | Variable      | 2.28%                 | Yes           |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                     | Automatic Data Processing, Inc.                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       396 | NS      | $94588.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp.                             | Chesapeake Energy Corp.                                                           | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       544 | NS      | $51337.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                        | Fiserv, Inc.                                                                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       606 | NS      | $61248.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma plc                                  | Royalty Pharma plc, Class A                                                       | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |      6942 | NS      | $274347.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NMC Health plc                                      | NMC Health plc                                                                    | CUSIP: N/A<br>LEI: 2138008YQEVWBE1V2M52       | Long             | EC               | CORP              | GB        |       516 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Outfront Media, Inc.                                | Outfront Media, Inc.                                                              | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      8178 | NS      | $135591.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                                  | Devon Energy Corp.                                                                | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       614 | NS      | $37767.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                                | NextEra Energy, Inc.                                                              | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39024 | NS      | $3262406.40   | 0.63%             |  |  |  | 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      | $107.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Smurfit Kappa Group plc                             | Smurfit Kappa Group plc                                                           | CUSIP: N/A<br>LEI: 635400CPLP8H5ITDVT56       | Long             | EC               | CORP              | IE        |      8652 | NS      | $320646.19    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                              | Southwest Airlines Co.                                                            | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       566 | NS      | $19057.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| adidas AG                                           | adidas AG                                                                         | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |      3316 | NS      | $449405.67    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                    | Boeing Co. (The)                                                                  | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       535 | NS      | $101912.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Holdings LP                       | Healthcare Realty Holdings LP                                                     | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    170000 | PA      | $128695.68    | 0.02%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Inchcape plc                                        | Inchcape plc                                                                      | CUSIP: N/A<br>LEI: 213800RGEH1MPPNM2T57       | Long             | EC               | CORP              | GB        |     14649 | NS      | $144633.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, REMIC, Series 2015-34, Class AZ                                             | CUSIP: 3136AN3X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    830100 | PA      | $648888.61    | 0.13%             | 2045-06-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                | GNMA I, 30 Year                                                                   | CUSIP: 36208JA93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $0.15         | 0.00%             | 2027-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sun Communities, Inc.                               | Sun Communities, Inc.                                                             | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      3735 | NS      | $534105.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                           | Fox Corp., Class A                                                                | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       285 | NS      | $8655.45      | 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      | $601.31       | 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      | $-22349.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jack Henry & Associates, Inc.                       | Jack Henry & Associates, Inc.                                                     | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       693 | NS      | $121663.08    | 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      | $0.05         | 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      | $3087.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                  | Deutsche Boerse AG                                                                | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |      4712 | NS      | $811360.18    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelon Corp.                                        | Exelon Corp.                                                                      | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    260000 | PA      | $241383.39    | 0.05%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                         | Capital One Financial Corp.                                                       | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $158894.47    | 0.03%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AIXTRON SE                                          | AIXTRON SE                                                                        | CUSIP: N/A<br>LEI: 5299004UJ4D51M25LD67       | Long             | EC               | CORP              | DE        |      7062 | NS      | $203196.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                       | Gartner, Inc.                                                                     | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        80 | NS      | $26891.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Lease Owner Trust                            | Toyota Lease Owner Trust, Series 2021-A, Class A3                                 | CUSIP: 89238EAC0<br>LEI: 549300UQ4T5S6MJB6C18 | Long             | ABS-O            | CORP              | US        |    396332 | PA      | $390894.50    | 0.08%             | 2024-04-22      | Fixed         | 0.39%                 | Yes           |                  2 | On Loan: No      |
| MYT Holding Co.                                     | MYT Holding Co.                                                                   | CUSIP: 55406N103<br>LEI: 549300853MX08B1AUK51 | Long             | EC               | CORP              | US        |     37049 | NS      | $10633.06     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1608.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2885390.64   | 0.56%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Trimble, Inc.                                       | Trimble, Inc.                                                                     | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |       233 | NS      | $11780.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy, Inc.                               | Cheniere Energy, Inc.                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      1994 | NS      | $299020.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                              | Mercedes-Benz Group AG                                                            | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |      5170 | NS      | $338091.90    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                             | CarMax Auto Owner Trust, Series 2022-2, Class A3                                  | CUSIP: 14317HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    212000 | PA      | $206115.75    | 0.04%             | 2027-02-16      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-14280.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores, Inc.                                   | Ross Stores, Inc.                                                                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     15822 | NS      | $1836459.54   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust       | Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AF1, Class A4          | CUSIP: 251510NC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2036-04-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                               | Albertsons Cos., Inc., Class A                                                    | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      3286 | NS      | $68151.64     | 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      | $3110.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Snap-on, Inc.                                       | Snap-on, Inc.                                                                     | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |        36 | NS      | $8225.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P 500 ETF Trust                              | SPDR S&P 500 ETF Trust                                                            | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             |  | RF                | US        |       134 | NS      | $51245.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                | American Express Co.                                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      9066 | NS      | $1339501.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties LP                                | Boston Properties LP                                                              | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    170000 | PA      | $138958.87    | 0.03%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | EURO STOXX 50 Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         3 | NC      | $-350.15      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CPS Auto Receivables Trust                          | CPS Auto Receivables Trust, Series 2022-B, Class A                                | CUSIP: 12663BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142933 | PA      | $140321.49    | 0.03%             | 2026-06-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                          | Flagship Credit Auto Trust, Series 2022-2, Class A3                               | CUSIP: 33844XAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $534340.95    | 0.10%             | 2026-12-15      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies, Inc.                             | Uber Technologies, Inc.                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     71147 | NS      | $1759465.31   | 0.34%             |  |  |  | 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      | $18058.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Neste OYJ                                           | Neste OYJ                                                                         | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | EC               | CORP              | FI        |      4218 | NS      | $194521.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                      | WP Carey, Inc.                                                                    | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    260000 | PA      | $192525.35    | 0.04%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                    | Kroger Co. (The)                                                                  | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       620 | NS      | $27639.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp.                                  | DISH Network Corp., Class A                                                       | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |       241 | NS      | $3383.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                      | Alimentation Couche-Tard, Inc.                                                    | CUSIP: 01626PAN6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $98312.11     | 0.02%             | 2050-01-25      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Allstate Corp. (The)                                | Allstate Corp. (The)                                                              | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       253 | NS      | $34306.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust, Inc.                          | Digital Realty Trust, Inc.                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       274 | NS      | $27473.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstKey Homes Trust                                | FirstKey Homes Trust, Series 2022-SFR1, Class A                                   | CUSIP: 33768NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114353 | PA      | $107244.74    | 0.02%             | 2039-05-17      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| Camden Property Trust                               | Camden Property Trust                                                             | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |         7 | NS      | $783.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                | Edison International                                                              | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      2101 | NS      | $133665.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolon Holdings Funding Ltd.                        | Avolon Holdings Funding Ltd.                                                      | CUSIP: 05401AAD3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    350000 | PA      | $343028.02    | 0.07%             | 2024-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Coloplast A/S                                       | Coloplast A/S, Class B                                                            | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |      4490 | NS      | $526015.70    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MGIC Investment Corp.                               | MGIC Investment Corp.                                                             | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      5977 | NS      | $77701.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                   | Johnson & Johnson                                                                 | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      4330 | NS      | $764894.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co.                                        | Moelis & Co., Class A                                                             | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      3573 | NS      | $137096.01    | 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      | $1705.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                   | Merck & Co., Inc.                                                                 | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      4103 | NS      | $455227.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                    | Mastercard, Inc., Class A                                                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     14218 | NS      | $4944025.14   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                        | Barclays plc                                                                      | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |    181972 | NS      | $346258.62    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables X LLC            | Amur Equipment Finance Receivables X LLC, Series 2022-1A, Class A2                | CUSIP: 03236VAB7<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |    186833 | PA      | $177069.36    | 0.03%             | 2027-10-20      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group plc                            | Lloyds Banking Group plc                                                          | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |    549809 | NS      | $300038.25    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                      | DTE Energy Co.                                                                    | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       179 | NS      | $21037.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                          | AT&T, Inc.                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      6789 | NS      | $124985.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp.                                  | Hormel Foods Corp.                                                                | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |       269 | NS      | $12252.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                               | American Homes 4 Rent, Class A                                                    | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      5050 | NS      | $152207.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140LEPQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $821121.60    | 0.16%             | 2032-01-01      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                           | Bank of Ireland Group plc                                                         | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |     35088 | NS      | $334364.78    | 0.06%             |  |  |  | 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      | $2827.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                     | Hertz Vehicle Financing III LLC, Series 2022-1A, Class A                          | CUSIP: 42806MAJ8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    118000 | PA      | $108312.41    | 0.02%             | 2026-06-25      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1194.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                    | Delivery Hero SE                                                                  | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Long             | EC               | CORP              | DE        |      6868 | NS      | $329593.68    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Pfizer, Inc.                                        | Pfizer, Inc.                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      5348 | NS      | $274031.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                      | BNP Paribas SA                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      5291 | NS      | $301265.28    | 0.06%             |  |  |  | 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      | $-514.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                     | Universal Health Services, Inc.                                                   | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     23000 | PA      | $18305.08     | 0.00%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Zscaler, Inc.                                       | Zscaler, Inc.                                                                     | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       926 | NS      | $103619.40    | 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      | $-114043.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Confluent, Inc.                                     | Confluent, Inc., Class A                                                          | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |      7870 | NS      | $175028.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Realty LP                                    | Ventas Realty LP                                                                  | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110837.74    | 0.02%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bio-Techne Corp.                                    | Bio-Techne Corp.                                                                  | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |        22 | NS      | $1823.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Global Funding                                  | CNO Global Funding                                                                | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    260000 | PA      | $219959.98    | 0.04%             | 2029-01-06      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Flex Intermediate Holdco LLC                        | Flex Intermediate Holdco LLC                                                      | CUSIP: 33939HAB5<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |     77000 | PA      | $55303.94     | 0.01%             | 2039-12-30      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| Bright Horizons Family Solutions, Inc.              | Bright Horizons Family Solutions, Inc.                                            | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2638 | NS      | $166457.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                                  | Ryder System, Inc.                                                                | CUSIP: 78355HKU2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114930.18    | 0.02%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                        | Discovery Communications LLC                                                      | CUSIP: 25470DAT6<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37141.06     | 0.01%             | 2047-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                               | Las Vegas Sands Corp.                                                             | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       453 | NS      | $21775.71     | 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      | $37105.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                | American Tower Corp.                                                              | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    162000 | PA      | $141352.06    | 0.03%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                          | AT&T, Inc.                                                                        | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    430000 | PA      | $363157.03    | 0.07%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| EastGroup Properties, Inc.                          | EastGroup Properties, Inc.                                                        | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      1638 | NS      | $242522.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Smithfield Foods, Inc.                              | Smithfield Foods, Inc.                                                            | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    170000 | PA      | $129436.81    | 0.03%             | 2030-10-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                       | Industria de Diseno Textil SA                                                     | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |     11287 | NS      | $299794.58    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleflex, Inc.                                      | Teleflex, Inc.                                                                    | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |        31 | NS      | $7738.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2544960.93   | 0.49%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Middleby Corp. (The)                                | Middleby Corp. (The)                                                              | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |       737 | NS      | $98684.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                                         | Tesla, Inc.                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     13886 | NS      | $1710477.48   | 0.33%             |  |  |  | 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      | $8684.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp.                                       | Comcast Corp.                                                                     | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    170000 | PA      | $147070.18    | 0.03%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                | Fomento Economico Mexicano SAB de CV                                              | CUSIP: 344419AC0<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |    250000 | PA      | $173062.50    | 0.03%             | 2050-01-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Russell 1000 Value E-Mini Index                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -103 | NC      | $237350.11    | 0.05%             |  |  |  | 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      | $-48582.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Office Properties Income Trust                      | Office Properties Income Trust                                                    | CUSIP: 67623CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $28674.95     | 0.01%             | 2026-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Arista Networks, Inc.                               | Arista Networks, Inc.                                                             | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      1342 | NS      | $162851.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp.                                  | Atmos Energy Corp.                                                                | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      1565 | NS      | $175389.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp.                             | Regions Financial Corp.                                                           | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      1606 | NS      | $34625.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                               | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $4305312.48   | 0.84%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                     | Federal Realty Investment Trust                                                   | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |      1334 | NS      | $134787.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Partners LP                         | Targa Resources Partners LP                                                       | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $15145.02     | 0.00%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                        | UBS Group AG                                                                      | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $169546.12    | 0.03%             | 2030-08-13      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1325.68      | 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      | $247.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hillman Solutions Corp.                             | Hillman Solutions Corp.                                                           | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16115 | NS      | $116189.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings, Inc.                                  | RBC Bearings, Inc.                                                                | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       698 | NS      | $146126.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co.                            | Becton Dickinson and Co.                                                          | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       273 | NS      | $69423.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                         | Amgen, Inc.                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36821.23     | 0.01%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                             | Hyundai Capital America                                                           | CUSIP: 44891ABR7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    380000 | PA      | $361497.93    | 0.07%             | 2024-01-08      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                      | Alimentation Couche-Tard, Inc.                                                    | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |     15702 | NS      | $690006.65    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp.                                         | Nucor Corp.                                                                       | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       244 | NS      | $32161.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks, Inc.                              | Juniper Networks, Inc.                                                            | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |        82 | NS      | $2620.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                          | Prudential Financial, Inc.                                                        | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       350 | NS      | $34811.00     | 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      | $4013.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexatronic Group AB                                 | Hexatronic Group AB                                                               | CUSIP: N/A<br>LEI: 2138001VSY1B4U9JLM82       | Long             | EC               | CORP              | SE        |     16887 | NS      | $230055.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv plc                                           | Aptiv plc                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |       259 | NS      | $24120.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp.                                           | LKQ Corp.                                                                         | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      3759 | NS      | $200768.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                         | United Parcel Service, Inc., Class B                                              | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      9725 | NS      | $1690594.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140LH3F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1100000 | PA      | $1093076.93   | 0.21%             | 2034-11-01      | Fixed         | 4.67%                 | 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      | $-879.40      | -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      | $4148.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                           | Thales SA                                                                         | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |      1223 | NS      | $156261.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust               | GM Financial Automobile Leasing Trust, Series 2022-2, Class A3                    | CUSIP: 36266FAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    216000 | PA      | $211287.94    | 0.04%             | 2025-06-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                   | Genuine Parts Co.                                                                 | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       136 | NS      | $23597.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology, Inc.                            | Marvell Technology, Inc.                                                          | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4428 | NS      | $164013.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                          | Simon Property Group, Inc.                                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       313 | NS      | $36771.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust              | Santander Drive Auto Receivables Trust, Series 2021-2, Class C                    | CUSIP: 80286XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    103000 | PA      | $100196.98    | 0.02%             | 2026-06-15      | Fixed         | 0.90%                 | 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      | $-20291.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                      | Hewlett Packard Enterprise Co.                                                    | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      1225 | NS      | $19551.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar, Inc.                                   | Morningstar, Inc.                                                                 | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |       794 | NS      | $171972.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings, Inc.          | Knight-Swift Transportation Holdings, Inc.                                        | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2410 | NS      | $126308.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERBIO Vereinigte BioEnergie AG                     | VERBIO Vereinigte BioEnergie AG                                                   | CUSIP: N/A<br>LEI: 529900W51PINCFFALS96       | Long             | EC               | CORP              | DE        |      2458 | NS      | $159358.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                | Steel Dynamics, Inc.                                                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       159 | NS      | $15534.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Trust                        | Hilton Grand Vacations Trust, Series 2022-1D, Class A                             | CUSIP: 43283BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    116218 | PA      | $110033.11    | 0.02%             | 2034-06-20      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $533.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Office Properties Income Trust                      | Office Properties Income Trust                                                    | CUSIP: 67623CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $81828.49     | 0.02%             | 2027-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                       | Raymond James Financial, Inc.                                                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       179 | NS      | $19126.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                               | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1255488.29   | 0.24%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                            | Vinci SA                                                                          | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |     34371 | NS      | $3426342.32   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                        | Avolon Holdings Funding Ltd.                                                      | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    750000 | PA      | $645506.80    | 0.13%             | 2026-02-21      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $66.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aramark                                             | Aramark                                                                           | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      6335 | NS      | $261888.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                  | Johnson Controls International plc                                                | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |       656 | NS      | $41984.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                                 | Realty Income Corp.                                                               | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    170000 | PA      | $147418.23    | 0.03%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Teradyne, Inc.                                      | Teradyne, Inc.                                                                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      4321 | NS      | $377439.35    | 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      | $661.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                             | Molina Healthcare, Inc.                                                           | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       582 | NS      | $192188.04    | 0.04%             |  |  |  | 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        |      6949 | NS      | $5056740.63   | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                 | Fifth Third Bancorp                                                               | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    240000 | PA      | $228894.07    | 0.04%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Globe Life, Inc.                                    | Globe Life, Inc.                                                                  | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |         4 | NS      | $482.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics, Inc.                             | Quest Diagnostics, Inc.                                                           | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    170000 | PA      | $146832.67    | 0.03%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| First Republic Bank                                 | First Republic Bank                                                               | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      1826 | NS      | $222571.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp.                         | Raytheon Technologies Corp.                                                       | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    220000 | PA      | $210563.69    | 0.04%             | 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        |     26121 | NS      | $356167.54    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC, Inc.                                           | PTC, Inc.                                                                         | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |        97 | NS      | $11643.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower, Inc.                                     | Welltower, Inc.                                                                   | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    170000 | PA      | $132922.03    | 0.03%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group, Inc. (The)       | Hartford Financial Services Group, Inc. (The)                                     | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      1998 | NS      | $151508.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                          | Lamb Weston Holdings, Inc.                                                        | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      2016 | NS      | $180149.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                               | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-150, Class A2  | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    879250 | PA      | $823944.65    | 0.16%             | 2032-09-25      | Variable      | 3.71%                 | 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      | $-80450.76    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                             | Progressive Corp. (The)                                                           | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     17943 | NS      | $2327386.53   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co., Inc.                         | CommScope Holding Co., Inc.                                                       | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |      4468 | NS      | $32839.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                     | ASML Holding NV (Registered)                                                      | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       438 | NS      | $239323.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore plc                                        | Glencore plc                                                                      | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |     80840 | NS      | $539093.44    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                | GNMA I, 30 Year                                                                   | CUSIP: 36205VMH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $0.17         | 0.00%             | 2025-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Group, Inc.                           | Nexstar Media Group, Inc.                                                         | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       398 | NS      | $69661.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp.                                   | QuidelOrtho Corp.                                                                 | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      1470 | NS      | $125934.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery, Inc.                         | Warner Bros Discovery, Inc.                                                       | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      2105 | NS      | $19955.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Auto Owner Trust                                 | DT Auto Owner Trust, Series 2022-2A, Class A                                      | CUSIP: 23345AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    184024 | PA      | $180938.99    | 0.04%             | 2026-06-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $10932.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.           | Westinghouse Air Brake Technologies Corp.                                         | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       173 | NS      | $17267.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk, Inc. (The)                              | Trade Desk, Inc. (The), Class A                                                   | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      2856 | NS      | $128034.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                    | Deutsche Bank AG                                                                  | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    350000 | PA      | $297515.60    | 0.06%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                       | Pioneer Natural Resources Co.                                                     | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    170000 | PA      | $151522.17    | 0.03%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                              | Home Depot, Inc. (The)                                                            | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1249 | NS      | $394509.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                                 | General Mills, Inc.                                                               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       567 | NS      | $47542.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.               | Sumitomo Mitsui Financial Group, Inc.                                             | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $432328.56    | 0.08%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                            | Bunge Ltd. Finance Corp.                                                          | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    170000 | PA      | $154807.16    | 0.03%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                           | Airbus SE                                                                         | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |      9733 | NS      | $1157278.07   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $957.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                      | Illumina, Inc.                                                                    | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       150 | NS      | $30330.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MVW LLC                                             | MVW LLC, Series 2021-2A, Class A                                                  | CUSIP: 55400KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    144787 | PA      | $128313.93    | 0.02%             | 2039-05-20      | Fixed         | 1.43%                 | Yes           |                  2 | On Loan: No      |
| Comerica, Inc.                                      | Comerica, Inc.                                                                    | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |       253 | NS      | $16913.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC, Inc.                                           | IAC, Inc.                                                                         | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |      2897 | NS      | $128626.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle, Inc.                                    | Stericycle, Inc.                                                                  | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |      3108 | NS      | $155058.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Oak Pipeline LLC                               | Gray Oak Pipeline LLC                                                             | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $335522.92    | 0.07%             | 2025-10-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| McCormick & Co., Inc.                               | McCormick & Co., Inc. (Non-Voting)                                                | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       232 | NS      | $19230.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp.                                       | Newmont Corp.                                                                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       766 | NS      | $36155.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems, Inc.                                  | EPAM Systems, Inc.                                                                | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |        52 | NS      | $17042.48     | 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      | $213.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelixis, Inc.                                      | Exelixis, Inc.                                                                    | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      8403 | NS      | $134784.12    | 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      | $139.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Integrations, Inc.                            | Power Integrations, Inc.                                                          | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |      2750 | NS      | $197230.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                               | Schneider Electric SE                                                             | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |      7068 | NS      | $992592.10    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                            | Advance Auto Parts, Inc.                                                          | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |        19 | NS      | $2793.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                                  | HealthEquity, Inc.                                                                | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |      2304 | NS      | $142018.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | S&P Midcap 400 E-Mini Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -36 | NC      | $154928.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR, Inc.                                           | UDR, Inc.                                                                         | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |       283 | NS      | $10960.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Ltd.                                 | Tokyo Electron Ltd.                                                               | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |      2500 | NS      | $734571.81    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Skyworks Solutions, Inc.                            | Skyworks Solutions, Inc.                                                          | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       144 | NS      | $13122.72     | 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      | $1661.72      | 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      | $942.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies plc                              | Trane Technologies plc                                                            | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |      9495 | NS      | $1596014.55   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos., Inc. (The)                           | Williams Cos., Inc. (The)                                                         | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      7255 | NS      | $238689.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                                             | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     90000 | PA      | $70430.32     | 0.01%             | 2051-03-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| American Water Works Co., Inc.                      | American Water Works Co., Inc.                                                    | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       174 | NS      | $26521.08     | 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      | $-3600.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                              | Lincoln National Corp.                                                            | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |         1 | NS      | $30.72        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CCG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $938515.62    | 0.18%             | 2024-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K145, Class AM   | CUSIP: 3137H7YZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    880000 | PA      | $746199.87    | 0.14%             | 2055-06-25      | Fixed         | 2.58%                 | 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      | $38512.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                      | VeriSign, Inc.                                                                    | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        90 | NS      | $18489.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                       | Hologic, Inc.                                                                     | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       231 | NS      | $17281.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy, Inc.                                | Enphase Energy, Inc.                                                              | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       128 | NS      | $33914.88     | 0.01%             |  |  |  | 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        |      2328 | NS      | $367684.32    | 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      | $1205.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                    | Weyerhaeuser Co.                                                                  | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      8454 | NS      | $262074.00    | 0.05%             |  |  |  | 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      | $7566.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                                    | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    530000 | PA      | $517539.85    | 0.10%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp.                          | Cincinnati Financial Corp.                                                        | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       127 | NS      | $13003.53     | 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      | $11673.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Central Asia Tbk. PT                           | Bank Central Asia Tbk. PT                                                         | CUSIP: N/A<br>LEI: 254900BR956G2OHVOM21       | Long             | EC               | CORP              | ID        |   1330200 | NS      | $729399.55    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                               | United Mexican States                                                             | CUSIP: 91086QBG2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $196000.00    | 0.04%             | 2026-01-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CarMax, Inc.                                        | CarMax, Inc.                                                                      | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       150 | NS      | $9133.50      | 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      | $3015.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                             | MPLX LP                                                                           | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     80000 | PA      | $64831.79     | 0.01%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WW Grainger, Inc.                                   | WW Grainger, Inc.                                                                 | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        41 | NS      | $22806.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos., Inc. (The)                          | Travelers Cos., Inc. (The)                                                        | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      1775 | NS      | $332794.75    | 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      | $-3082.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                            | CenterPoint Energy, Inc.                                                          | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    198000 | PA      | $175548.62    | 0.03%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| First Solar, Inc.                                   | First Solar, Inc.                                                                 | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |        93 | NS      | $13930.47     | 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      | $-624.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                               | Quanta Services, Inc.                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41111.05     | 0.01%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                     | Virginia Electric and Power Co.                                                   | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42866.96     | 0.01%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co., Inc.                           | Church & Dwight Co., Inc.                                                         | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       155 | NS      | $12494.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                        | Chipotle Mexican Grill, Inc.                                                      | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        25 | NS      | $34687.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                         | Adobe, Inc.                                                                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       445 | NS      | $149755.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                               | Regency Centers Corp.                                                             | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |       114 | NS      | $7125.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                         | Marsh & McLennan Cos., Inc.                                                       | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    170000 | PA      | $139174.26    | 0.03%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                             | GSR Mortgage Loan Trust, Series 2004-8F, Class 2A3                                | CUSIP: 36242DCH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1936 | PA      | $1906.38      | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | U.S. Treasury 10 Year Note                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       419 | NC      | $-679778.35   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp.                                          | Hess Corp.                                                                        | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       266 | NS      | $37724.12     | 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      | $-1101.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                | Charter Communications Operating LLC                                              | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $174227.77    | 0.03%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                  | Altria Group, Inc.                                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      1708 | NS      | $78072.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                    | NRG Energy, Inc.                                                                  | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    170000 | PA      | $140854.32    | 0.03%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Plains All American Pipeline LP                     | Plains All American Pipeline LP                                                   | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $147401.18    | 0.03%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust        | American Credit Acceptance Receivables Trust, Series 2022-1, Class A              | CUSIP: 02530WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64770 | PA      | $64311.23     | 0.01%             | 2025-12-15      | Fixed         | 0.99%                 | Yes           |                  2 | On Loan: No      |
| PerkinElmer, Inc.                                   | PerkinElmer, Inc.                                                                 | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       119 | NS      | $16686.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co.                       | Canadian National Railway Co.                                                     | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     10106 | NS      | $1200479.35   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                | GNMA I, 30 Year                                                                   | CUSIP: 36207FLP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $0.10         | 0.00%             | 2028-03-15      | 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      | $274701.53    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennox International, Inc.                          | Lennox International, Inc.                                                        | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       726 | NS      | $173680.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Ireland Capital DAC                          | AerCap Ireland Capital DAC                                                        | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    450000 | PA      | $395901.73    | 0.08%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Co.                          | Performance Food Group Co.                                                        | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |      3780 | NS      | $220714.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp.                              | General Dynamics Corp.                                                            | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       986 | NS      | $244636.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp.                                | Dollar General Corp.                                                              | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      2855 | NS      | $703043.75    | 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      | $1086.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp.                                  | Ralph Lauren Corp.                                                                | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      1258 | NS      | $132932.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                        | Wal-Mart de Mexico SAB de CV                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |    128267 | NS      | $453392.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                                      | Autodesk, Inc.                                                                    | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       203 | NS      | $37934.61     | 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      | $21208.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deere & Co.                                         | Deere & Co.                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      7246 | NS      | $3106794.96   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                          | Bio-Rad Laboratories, Inc., Class A                                               | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |        12 | NS      | $5045.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp.                                         | Sysco Corp.                                                                       | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      1713 | NS      | $130958.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2021-3A, Class B                      | CUSIP: 30166AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149625 | PA      | $147252.28    | 0.03%             | 2026-01-15      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| TransDigm Group, Inc.                               | TransDigm Group, Inc.                                                             | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        53 | NS      | $33371.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings, Inc.                          | MarketAxess Holdings, Inc.                                                        | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |        20 | NS      | $5577.80      | 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      | $275.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                     | Universal Health Services, Inc., Class B                                          | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        59 | NS      | $8312.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                        | Royal Caribbean Cruises Ltd.                                                      | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | LR        |      2974 | NS      | $147004.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| X5 Retail Group NV                                  | X5 Retail Group NV                                                                | CUSIP: 98387E205<br>LEI: 213800J17UJJJDGUVF56 | Long             | EC               | CORP              | NL        |      1065 | NS      | $257.09       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Lyft, Inc.                                          | Lyft, Inc., Class A                                                               | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |      4424 | NS      | $48752.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $665.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventas, Inc.                                        | Ventas, Inc.                                                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       381 | NS      | $17164.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FANUC Corp.                                         | FANUC Corp.                                                                       | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |      4100 | NS      | $613550.98    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                        | Iberdrola SA                                                                      | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |     83336 | NS      | $972823.03    | 0.19%             |  |  |  | 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      | $3221.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln Electric Holdings, Inc.                     | Lincoln Electric Holdings, Inc.                                                   | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      1498 | NS      | $216446.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Pass-Through Trust                | American Airlines Pass-Through Trust, Series 2021-1, Class B                      | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $238031.34    | 0.05%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                 | Abbott Laboratories                                                               | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    220000 | PA      | $214485.79    | 0.04%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison, Inc.                           | Consolidated Edison, Inc.                                                         | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       340 | NS      | $32405.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corp.                                 | CNA Financial Corp.                                                               | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |      1693 | NS      | $71580.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands, Inc.                                 | Newell Brands, Inc.                                                               | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      9284 | NS      | $121434.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan, Inc.                              | Freeport-McMoRan, Inc.                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      7448 | NS      | $283024.00    | 0.05%             |  |  |  | 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      | $-7528.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Natera, Inc.                                        | Natera, Inc.                                                                      | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2797 | NS      | $112355.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co. (The)                                  | Southern Co. (The)                                                                | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      1041 | NS      | $74337.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                   | GLS Auto Receivables Issuer Trust, Series 2021-2A, Class B                        | CUSIP: 36261XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38209 | PA      | $37779.66     | 0.01%             | 2025-09-15      | Fixed         | 0.77%                 | Yes           |                  2 | On Loan: No      |
| MSCI, Inc.                                          | MSCI, Inc.                                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        77 | NS      | $35818.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp.                                  | Kimco Realty Corp.                                                                | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |     10950 | NS      | $231921.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co. (The)                          | Sherwin-Williams Co. (The)                                                        | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       226 | NS      | $53636.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp.                                      | Celanese Corp.                                                                    | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |        90 | NS      | $9201.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                            | Diamondback Energy, Inc.                                                          | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       162 | NS      | $22158.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc.                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      5110 | NS      | $231125.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp.                                     | Brunswick Corp.                                                                   | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      2579 | NS      | $185894.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group plc                                        | 3i Group plc                                                                      | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |     18493 | NS      | $298242.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BP plc                                              | BP plc                                                                            | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |    399255 | NS      | $2303678.11   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognex Corp.                                        | Cognex Corp.                                                                      | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |      3539 | NS      | $166722.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Auto Owner Trust                                 | DT Auto Owner Trust, Series 2021-4A, Class D                                      | CUSIP: 26253WAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114000 | PA      | $100207.48    | 0.02%             | 2027-09-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $9410.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1798437.50   | 0.35%             | 2025-08-31      | Fixed         | 0.25%                 | 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      | $86.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Simpson Manufacturing Co., Inc.                     | Simpson Manufacturing Co., Inc.                                                   | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      1615 | NS      | $143185.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                        | LyondellBasell Industries NV, Class A                                             | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |       242 | NS      | $20093.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva, Inc.                                       | Corteva, Inc.                                                                     | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       682 | NS      | $40087.96     | 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      | $-624.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exact Sciences Corp.                                | Exact Sciences Corp.                                                              | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      4341 | NS      | $214922.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp.                                          | News Corp., Class A                                                               | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       363 | NS      | $6606.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet, Inc.                                     | Envestnet, Inc.                                                                   | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |      2120 | NS      | $130804.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1981.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                               | Nissan Motor Co. Ltd.                                                             | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $254601.52    | 0.05%             | 2030-09-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                                | Republic of Colombia                                                              | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    250000 | PA      | $181375.00    | 0.04%             | 2032-04-22      | Fixed         | 3.25%                 | 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      | $-242.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.            | International Flavors & Fragrances, Inc.                                          | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    240000 | PA      | $190409.35    | 0.04%             | 2030-11-01      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| FirstKey Homes Trust                                | FirstKey Homes Trust, Series 2020-SFR2, Class A                                   | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197776 | PA      | $175243.36    | 0.03%             | 2037-10-19      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $38530.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX plc                                            | RELX plc                                                                          | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |     33843 | NS      | $937487.30    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                | Anheuser-Busch InBev Worldwide, Inc.                                              | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    260000 | PA      | $222047.01    | 0.04%             | 2048-10-06      | Fixed         | 4.44%                 | 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      | $6337.80      | 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      | $-54.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp.                                     | TD SYNNEX Corp.                                                                   | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      1223 | NS      | $115830.33    | 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      | $16559.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                      | Carvana Auto Receivables Trust, Series 2022-P3, Class A3                          | CUSIP: 14686MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49000 | PA      | $47751.23     | 0.01%             | 2027-11-10      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                    | S&P Global, Inc.                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      7085 | NS      | $2373049.90   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp.                              | Encompass Health Corp.                                                            | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      3726 | NS      | $222852.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp.                                           | APA Corp.                                                                         | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       305 | NS      | $14237.40     | 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      | $-885.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | MSCI EAFE E-Mini Index                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       185 | NC      | $-306372.95   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                        | Barclays plc                                                                      | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198504.84    | 0.04%             | 2026-08-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Columbia Sportswear Co.                             | Columbia Sportswear Co.                                                           | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      1171 | NS      | $102556.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co. (The)                                    | Clorox Co. (The)                                                                  | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       112 | NS      | $15716.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                           | Linde plc                                                                         | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |       473 | NS      | $154283.14    | 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      | $20739.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CCU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $969804.69    | 0.19%             | 2023-08-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                   | Eversource Energy                                                                 | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       329 | NS      | $27583.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                                    | OGE Energy Corp.                                                                  | CUSIP: 670837AC7<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12769.58     | 0.00%             | 2023-05-26      | Fixed         | 0.70%                 | 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      | $4503.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2021-4A, Class B                      | CUSIP: 30165JAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $126814.81    | 0.02%             | 2026-05-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                        | Nasdaq, Inc.                                                                      | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       321 | NS      | $19693.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                      | AutoZone, Inc.                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       128 | NS      | $315671.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Westgate Resorts LLC                                | Westgate Resorts LLC, Series 2022-1A, Class A                                     | CUSIP: 96034JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    187614 | PA      | $176793.70    | 0.03%             | 2036-08-20      | Fixed         | 1.79%                 | Yes           |                  2 | On Loan: No      |
| CIG Auto Receivables Trust                          | CIG Auto Receivables Trust, Series 2021-1A, Class A                               | CUSIP: 12598NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43549 | PA      | $42831.25     | 0.01%             | 2025-04-14      | Fixed         | 0.69%                 | Yes           |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)               | Interpublic Group of Cos., Inc. (The)                                             | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |       154 | NS      | $5129.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                         | Discover Financial Services                                                       | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |       253 | NS      | $24750.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140LFVK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    398949 | PA      | $341531.86    | 0.07%             | 2032-03-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                  | United Airlines Pass-Through Trust, Series 2016-2, Class AA                       | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    367845 | PA      | $312764.09    | 0.06%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Localiza Rent a Car SA                              | Localiza Rent a Car SA                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | BR        |         0 | NS      | $0.16         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                                | Otis Worldwide Corp.                                                              | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       398 | NS      | $31167.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                            | Darden Restaurants, Inc.                                                          | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |        76 | NS      | $10513.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                                    | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     60000 | PA      | $44398.51     | 0.01%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                   | Xcel Energy, Inc.                                                                 | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    170000 | PA      | $151649.17    | 0.03%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                     | Wolfspeed, Inc.                                                                   | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |      1735 | NS      | $119784.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings, Inc.                      | National Vision Holdings, Inc.                                                    | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |      3368 | NS      | $130543.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $9556.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novatek PJSC                                        | Novatek PJSC                                                                      | CUSIP: N/A<br>LEI: 2138008R6GCRVBDFA581       | Long             | EC               | CORP              | RU        |       979 | NS      | $297.04       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HUGO BOSS AG                                        | HUGO BOSS AG                                                                      | CUSIP: N/A<br>LEI: 529900LFVU534EBRXD13       | Long             | EC               | CORP              | DE        |      4654 | NS      | $269048.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                              | Credit Suisse Group AG                                                            | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    252000 | PA      | $174118.50    | 0.03%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                               | Tencent Holdings Ltd.                                                             | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |     23500 | NS      | $996408.55    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Ltd.                                        | Invesco Ltd.                                                                      | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |      2325 | NS      | $41826.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins, Inc.                                       | Rollins, Inc.                                                                     | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       220 | NS      | $8038.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp.                                       | Fortive Corp.                                                                     | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |       331 | NS      | $21266.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoya Corp.                                          | Hoya Corp.                                                                        | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |     13500 | NS      | $1293010.89   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp.                                           | Fox Corp., Class B                                                                | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       133 | NS      | $3783.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp.                                          | Hess Corp.                                                                        | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34282.81     | 0.01%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                     | Live Nation Entertainment, Inc.                                                   | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       174 | NS      | $12134.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                      | Broadcom, Inc.                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       387 | NS      | $216383.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings, Inc.                 | Clearwater Analytics Holdings, Inc., Class A                                      | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7220 | NS      | $135375.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                                      | McKesson Corp.                                                                    | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      1175 | NS      | $440766.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap, Inc. (The)                                     | Gap, Inc. (The)                                                                   | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      4439 | NS      | $50071.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies, Inc.                            | Roper Technologies, Inc.                                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       104 | NS      | $44937.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS, Inc.                                         | ANSYS, Inc.                                                                       | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |        78 | NS      | $18844.02     | 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      | $4260.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                               | United Mexican States                                                             | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $253325.00    | 0.05%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Co. LLC                      | Tennessee Gas Pipeline Co. LLC                                                    | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $100511.40    | 0.02%             | 2030-03-01      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-57.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                     | Whirlpool Corp.                                                                   | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |        49 | NS      | $6931.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group, Inc.                              | Alaska Air Group, Inc.                                                            | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      2422 | NS      | $104000.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                 | Abbott Laboratories                                                               | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1662 | NS      | $182470.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock Co.                                        | WestRock Co.                                                                      | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      3285 | NS      | $115500.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Appalachian Power Co.                               | Appalachian Power Co., Series AA                                                  | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123380.28    | 0.02%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                            | Cooperatieve Rabobank UA                                                          | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $217297.79    | 0.04%             | 2027-12-15      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| International Paper Co.                             | International Paper Co.                                                           | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |       339 | NS      | $11739.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nationwide Building Society                         | Nationwide Building Society                                                       | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    241000 | PA      | $211838.10    | 0.04%             | 2028-02-16      | Variable      | 2.97%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                | Meta Platforms, Inc., Class A                                                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     17000 | NS      | $2045780.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                       | Medtronic plc                                                                     | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |      2511 | NS      | $195154.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                       | Koninklijke Ahold Delhaize NV                                                     | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |     17359 | NS      | $499093.57    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                      | United Airlines Holdings, Inc.                                                    | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       312 | NS      | $11762.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals, Inc.                    | Air Products and Chemicals, Inc.                                                  | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       214 | NS      | $65967.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                         | Capital One Financial Corp.                                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      4437 | NS      | $412463.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                              | Costco Wholesale Corp.                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       422 | NS      | $192643.00    | 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      | $1077.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                | Carrier Global Corp.                                                              | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       798 | NS      | $32917.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    960000 | PA      | $841071.73    | 0.16%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners, Inc.                      | Focus Financial Partners, Inc., Class A                                           | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |      4288 | NS      | $159813.76    | 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      | $362.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Generac Holdings, Inc.                              | Generac Holdings, Inc.                                                            | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      1189 | NS      | $119684.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                           | Linde plc                                                                         | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |      4394 | NS      | $1432273.82   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Life Storage LP                                     | Life Storage LP                                                                   | CUSIP: 53227JAC8<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116529.69    | 0.02%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WEX, Inc.                                           | WEX, Inc.                                                                         | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      1329 | NS      | $217490.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $858828.12    | 0.17%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HubSpot, Inc.                                       | HubSpot, Inc.                                                                     | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       483 | NS      | $139649.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia OYJ                                           | Nokia OYJ                                                                         | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |     40803 | NS      | $189558.56    | 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      | $2092.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                     | ASML Holding NV                                                                   | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |      6147 | NS      | $3351664.75   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2022-4A, Class C                      | CUSIP: 30166BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $207516.97    | 0.04%             | 2028-12-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                         | Keysight Technologies, Inc.                                                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      1445 | NS      | $247196.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp.                                            | VF Corp.                                                                          | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |       306 | NS      | $8448.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon plc                                             | Aon plc, Class A                                                                  | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |       203 | NS      | $60928.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                   | Philip Morris International, Inc.                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      3069 | NS      | $310613.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA, Inc.                                           | IAA, Inc.                                                                         | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |      3470 | NS      | $138800.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                 | SVB Financial Group                                                               | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      1270 | NS      | $292277.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson plc                            | Willis Towers Watson plc                                                          | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |       100 | NS      | $24458.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.               | Alexandria Real Estate Equities, Inc.                                             | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    137000 | PA      | $111039.39    | 0.02%             | 2034-03-15      | Fixed         | 2.95%                 | 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      | $583.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                 | Bank of New Zealand                                                               | CUSIP: 06407EAB1<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    500000 | PA      | $467122.62    | 0.09%             | 2025-02-21      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                  | Energy Transfer LP                                                                | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    260000 | PA      | $234875.65    | 0.05%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| IDEX Corp.                                          | IDEX Corp.                                                                        | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       552 | NS      | $126038.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                                      | Carnival Corp.                                                                    | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |       954 | NS      | $7689.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TSMC Global Ltd.                                    | TSMC Global Ltd.                                                                  | CUSIP: 872882AM7<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |    300000 | PA      | $294000.00    | 0.06%             | 2027-07-22      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Chemed Corp.                                        | Chemed Corp.                                                                      | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       350 | NS      | $178650.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Automobile Receivables Trust               | Westlake Automobile Receivables Trust, Series 2021-3A, Class D                    | CUSIP: 96043JAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $113162.64    | 0.02%             | 2027-01-15      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Robert Half International, Inc.                     | Robert Half International, Inc.                                                   | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |         3 | NS      | $221.49       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                       | Alnylam Pharmaceuticals, Inc.                                                     | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      1409 | NS      | $334848.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                                 | Realty Income Corp.                                                               | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |       599 | NS      | $37994.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd.                             | DBS Group Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |     47300 | NS      | $1197238.84   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Lear Corp.                                          | Lear Corp.                                                                        | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     23000 | PA      | $17304.33     | 0.00%             | 2032-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                               | Nissan Motor Co. Ltd.                                                             | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $181349.19    | 0.04%             | 2027-09-17      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| Marathon Oil Corp.                                  | Marathon Oil Corp.                                                                | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |       604 | NS      | $16350.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group plc                         | Reckitt Benckiser Group plc                                                       | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |      3870 | NS      | $268254.35    | 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      | $1230.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                              | Keurig Dr Pepper, Inc.                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      3694 | NS      | $131728.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                               | FHLMC, REMIC, Series 3200                                                         | CUSIP: 31397AJ95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.29         | 0.00%             | 2036-08-15      | 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      | $5881.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered plc                              | Standard Chartered plc                                                            | CUSIP: 85325WAA6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $464947.72    | 0.09%             | 2026-01-30      | Variable      | 2.82%                 | Yes           |                  2 | On Loan: No      |
| Invitation Homes, Inc.                              | Invitation Homes, Inc.                                                            | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       542 | NS      | $16064.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                             | Arch Capital Group Ltd.                                                           | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |       345 | NS      | $21659.10     | 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      | $-1361.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp.                                       | Comcast Corp., Class A                                                            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      4150 | NS      | $145125.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet, Inc.                                      | Fortinet, Inc.                                                                    | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       616 | NS      | $30116.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp.                             | Liberty Broadband Corp., Class C                                                  | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      1873 | NS      | $142853.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy, Inc.                                   | Xcel Energy, Inc.                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      8556 | NS      | $599861.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands, Inc.                                | Conagra Brands, Inc.                                                              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |       376 | NS      | $14551.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd.                          | Woodside Energy Group Ltd.                                                        | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |     19203 | NS      | $465062.23    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                      | BHP Group Ltd.                                                                    | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |     37962 | NS      | $1175946.78   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                            | Roper Technologies, Inc.                                                          | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    220000 | PA      | $210727.17    | 0.04%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SpringCastle America Funding LLC                    | SpringCastle America Funding LLC, Series 2020-AA, Class A                         | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88761 | PA      | $80043.13     | 0.02%             | 2037-09-25      | Fixed         | 1.97%                 | Yes           |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                            | Motorola Solutions, Inc.                                                          | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       203 | NS      | $52315.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                     | Nordea Bank Abp                                                                   | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    300000 | PA      | $259049.66    | 0.05%             | 2026-09-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Ceridian HCM Holding, Inc.                          | Ceridian HCM Holding, Inc.                                                        | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |       129 | NS      | $8275.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd.                 | Hong Kong Exchanges & Clearing Ltd.                                               | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |     11500 | NS      | $494157.94    | 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      | $-529.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                            | Lumen Technologies, Inc.                                                          | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      1095 | NS      | $5715.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings, Inc.                                  | MDC Holdings, Inc.                                                                | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $83824.65     | 0.02%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                    | Jersey Central Power & Light Co.                                                  | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    174000 | PA      | $140511.19    | 0.03%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Ulta Beauty, Inc.                                   | Ulta Beauty, Inc.                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        46 | NS      | $21577.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis, Inc.                                        | Zoetis, Inc.                                                                      | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    170000 | PA      | $137960.77    | 0.03%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                               | Cardinal Health, Inc.                                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       250 | NS      | $19217.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group, Inc.               | Public Service Enterprise Group, Inc.                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      1873 | NS      | $114758.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Moran Foods LLC                                     | Moran Foods LLC, 1st Lien Term Loan                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6348 | PA      | $5142.02      | 0.00%             | 2038-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| News Corp.                                          | News Corp., Class B                                                               | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        78 | NS      | $1438.32      | 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      | $81.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                | Sabra Health Care LP                                                              | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    148000 | PA      | $110121.91    | 0.02%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                | Laboratory Corp. of America Holdings                                              | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |       809 | NS      | $190503.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140FXTC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    775731 | PA      | $641688.30    | 0.12%             | 2061-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                 | Expedia Group, Inc.                                                               | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       142 | NS      | $12439.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone, Inc.                                    | Blackstone, Inc.                                                                  | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      4274 | NS      | $317088.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo plc                                          | Diageo plc                                                                        | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |     80041 | NS      | $3503544.64   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                       | Netflix, Inc.                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       424 | NS      | $125029.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                   | Credit Acceptance Auto Loan Trust, Series 2020-3A, Class A                        | CUSIP: 22536BAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    407499 | PA      | $399086.51    | 0.08%             | 2029-10-15      | Fixed         | 1.24%                 | Yes           |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                          | Ameriprise Financial, Inc.                                                        | CUSIP: 03076CAG1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136463.85    | 0.03%             | 2024-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                        | LyondellBasell Industries NV                                                      | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |    120000 | PA      | $93416.43     | 0.02%             | 2055-02-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                            | Arthur J Gallagher & Co.                                                          | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       202 | NS      | $38085.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                          | US Bancorp                                                                        | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     15682 | NS      | $683892.02    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp.                                           | PPL Corp.                                                                         | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       688 | NS      | $20103.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust            | AmeriCredit Automobile Receivables Trust, Series 2022-2, Class A3                 | CUSIP: 03065WAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $83404.97     | 0.02%             | 2028-04-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dexcom, Inc.                                        | Dexcom, Inc.                                                                      | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      3340 | NS      | $378221.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust              | Santander Drive Auto Receivables Trust, Series 2021-3, Class B                    | CUSIP: 80287EAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121027 | PA      | $120118.92    | 0.02%             | 2025-12-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Activision Blizzard, Inc.                           | Activision Blizzard, Inc.                                                         | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |       680 | NS      | $52054.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     48947 | NS      | $2021021.63   | 0.39%             |  |  |  | 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      | $-11597.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                    | Brixmor Operating Partnership LP                                                  | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134109.20    | 0.03%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                           | Rockwell Automation, Inc.                                                         | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       109 | NS      | $28075.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG                               | Deutsche Lufthansa AG (Registered)                                                | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | EC               | CORP              | DE        |     30331 | NS      | $250020.46    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                               | Global Payments, Inc.                                                             | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    170000 | PA      | $139292.45    | 0.03%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                      | QUALCOMM, Inc.                                                                    | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     77000 | PA      | $67433.92     | 0.01%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                        | Verizon Communications, Inc.                                                      | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    170000 | PA      | $149912.97    | 0.03%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd.                 | Triton Container International Ltd.                                               | CUSIP: 89680YAB1<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |     38000 | PA      | $35109.63     | 0.01%             | 2024-06-07      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| KeyCorp                                             | KeyCorp                                                                           | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      1622 | NS      | $28255.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.               | Alexandria Real Estate Equities, Inc.                                             | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       158 | NS      | $23015.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TCS Group Holding plc                               | TCS Group Holding plc                                                             | CUSIP: 87238U203<br>LEI: 549300XQRN9MR54V1W18 | Long             | EC               | CORP              | CY        |       472 | NS      | $339.84       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| WR Berkley Corp.                                    | WR Berkley Corp.                                                                  | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       195 | NS      | $14151.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                 | Cisco Systems, Inc.                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      6093 | NS      | $290270.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay, Inc.                                          | eBay, Inc.                                                                        | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    140000 | PA      | $114746.27    | 0.02%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                | Mitsubishi UFJ Financial Group, Inc.                                              | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |     74300 | NS      | $498806.85    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BellRing Brands, Inc.                               | BellRing Brands, Inc.                                                             | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |      3670 | NS      | $94098.80     | 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      | $-1580.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                 | Expedia Group, Inc.                                                               | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $118761.32    | 0.02%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Russell 2000 E-Mini Index                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -74 | NC      | $149904.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp.                                     | Starbucks Corp.                                                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      1095 | NS      | $108624.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis NV                                       | Stellantis NV                                                                     | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |     35403 | NS      | $503089.53    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140LFA38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $486022.29    | 0.09%             | 2032-01-01      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| MMC Norilsk Nickel PJSC                             | MMC Norilsk Nickel PJSC                                                           | CUSIP: 55315J102<br>LEI: 253400JPTEEW143W3E47 | Long             | EC               | CORP              | RU        |         1 | NS      | $0.48         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PepsiCo, Inc.                                       | PepsiCo, Inc.                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      1389 | NS      | $250936.74    | 0.05%             |  |  |  | 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      | $120424.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Corning, Inc.                                       | Corning, Inc.                                                                     | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |       724 | NS      | $23124.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRPM LLC                                            | PRPM LLC, Series 2021-10, Class A1                                                | CUSIP: 69360HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100196 | PA      | $92644.48     | 0.02%             | 2026-10-25      | Variable      | 2.49%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust              | Santander Drive Auto Receivables Trust, Series 2022-4, Class A3                   | CUSIP: 80286FAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    294000 | PA      | $287909.61    | 0.06%             | 2027-02-16      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                 | Fifth Third Bancorp                                                               | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      1190 | NS      | $39043.90     | 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      | $-1637.79     | -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      | $16625.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AptarGroup, Inc.                                    | AptarGroup, Inc.                                                                  | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      1770 | NS      | $194664.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                   | FirstEnergy Corp.                                                                 | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       519 | NS      | $21766.86     | 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      | $995.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Definitive Healthcare Corp.                         | Definitive Healthcare Corp.                                                       | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6727 | NS      | $73929.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                     | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $464565.47    | 0.09%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Casey's General Stores, Inc.                        | Casey's General Stores, Inc.                                                      | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       663 | NS      | $148744.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACEN Corp.                                          | ACEN Corp.                                                                        | CUSIP: N/A<br>LEI: 549300LGUZQ61GQQXQ60       | Long             | EC               | CORP              | PH        |      4650 | NS      | $639.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.                | Cognizant Technology Solutions Corp., Class A                                     | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       482 | NS      | $27565.58     | 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      | $38.81        | 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      | $373.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                   | NatWest Group plc                                                                 | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $346184.57    | 0.07%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2022-2A, Class D                      | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $163994.67    | 0.03%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                           | Williams Cos., Inc. (The)                                                         | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20231.32     | 0.00%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                      | BNP Paribas SA                                                                    | CUSIP: 05581KAC5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $189654.97    | 0.04%             | 2027-03-13      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan BetaBuilders Japan ETF                     | JPMorgan BetaBuilders Japan ETF                                                   | CUSIP: 46641Q217<br>LEI: 54930031HWFFLQV7A679 | Long             |  | RF                | US        |    244924 | NS      | $10997087.60  | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares, Inc.                        | ServisFirst Bancshares, Inc.                                                      | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1775 | NS      | $122315.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust  | GM Financial Consumer Automobile Receivables Trust, Series 2020-1, Class A3       | CUSIP: 36258NAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    122686 | PA      | $121931.70    | 0.02%             | 2024-09-16      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| StepStone Group, Inc.                               | StepStone Group, Inc., Class A                                                    | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6149 | NS      | $154831.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTR Alternative Loan Trust                        | MASTR Alternative Loan Trust, Series 2005-6, Class 1A2                            | CUSIP: 576434V68<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         4 | PA      | $2.55         | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                      | AIA Group Ltd.                                                                    | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |     42000 | NS      | $462844.66    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                 | Huntington Ingalls Industries, Inc.                                               | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        32 | NS      | $7381.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                 | Erste Group Bank AG                                                               | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |      4505 | NS      | $144138.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                      | Carvana Auto Receivables Trust, Series 2021-P3, Class A3                          | CUSIP: 14687JAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    164000 | PA      | $153144.73    | 0.03%             | 2026-11-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                     | Martin Marietta Materials, Inc., Series CB                                        | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    170000 | PA      | $140060.58    | 0.03%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                      | NiSource, Inc.                                                                    | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |         5 | NS      | $137.10       | 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      | $1603.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services, Inc.                    | JB Hunt Transport Services, Inc.                                                  | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        74 | NS      | $12902.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway, Inc.                            | Berkshire Hathaway, Inc., Class B                                                 | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      3537 | NS      | $1092579.30   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Globant SA                                          | Globant SA                                                                        | CUSIP: N/A<br>LEI: 2221008DCMSPYS42DS88       | Long             | EC               | CORP              | LU        |      1162 | NS      | $195401.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                                    | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     14973 | NS      | $1273004.46   | 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      | $991.81       | 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      | $192.96       | 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      | $-98.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                | PPG Industries, Inc.                                                              | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      3992 | NS      | $501954.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US, Inc.                                   | T-Mobile US, Inc.                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      7897 | NS      | $1105580.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC                | Charter Communications Operating LLC                                              | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $73038.27     | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                               | Quanta Services, Inc.                                                             | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      4809 | NS      | $685282.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust            | AmeriCredit Automobile Receivables Trust, Series 2021-2, Class B                  | CUSIP: 03066RAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76000 | PA      | $71262.30     | 0.01%             | 2027-01-19      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| MSA Safety, Inc.                                    | MSA Safety, Inc.                                                                  | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |      1545 | NS      | $222773.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC Holdings Corp.                                  | ITC Holdings Corp.                                                                | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41419.35     | 0.01%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | Deutsche Bank AG                                                                  | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $113689.92    | 0.02%             | 2032-05-28      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Evercore, Inc.                                      | Evercore, Inc., Class A                                                           | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      1567 | NS      | $170928.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                         | Axalta Coating Systems Ltd.                                                       | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |      9171 | NS      | $233585.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| World Omni Auto Receivables Trust                   | World Omni Auto Receivables Trust, Series 2022-B, Class A3                        | CUSIP: 98163QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $338359.67    | 0.07%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Seasoned Credit Risk Transfer Trust                 | Seasoned Credit Risk Transfer Trust, Series 2017-4, Class MT                      | CUSIP: 35563PCM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    389643 | PA      | $352707.27    | 0.07%             | 2057-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                        | Advanced Micro Devices, Inc.                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     25645 | NS      | $1661026.65   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara, Inc.                                       | Certara, Inc.                                                                     | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6169 | NS      | $99135.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140LFXX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $344247.08    | 0.07%             | 2032-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Corp.                          | Constellation Energy Corp.                                                        | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       313 | NS      | $26983.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp.                                          | Ball Corp.                                                                        | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       300 | NS      | $15342.00     | 0.00%             |  |  |  | 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        |     25178 | NS      | $3419564.23   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                                 | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    320000 | PA      | $296320.31    | 0.06%             | 2028-03-24      | Variable      | 3.53%                 | 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      | $4938.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dell International LLC                              | Dell International LLC                                                            | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $265240.52    | 0.05%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                       | Comcast Corp.                                                                     | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    237000 | PA      | $146566.80    | 0.03%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                            | HP, Inc.                                                                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       848 | NS      | $22785.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                        | Vertex Pharmaceuticals, Inc.                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      1992 | NS      | $575249.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                 | Post Holdings, Inc.                                                               | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      1849 | NS      | $166890.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                                   | Lowe's Cos., Inc.                                                                 | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      3614 | NS      | $720053.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NGPL PipeCo LLC                                     | NGPL PipeCo LLC                                                                   | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     33000 | PA      | $26842.30     | 0.01%             | 2031-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Analog Devices, Inc.                                | Analog Devices, Inc.                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     11455 | NS      | $1878963.65   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3036933.59   | 0.59%             | 2028-04-30      | Fixed         | 1.25%                 | 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      | $13134.68     | 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      | $-4103.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                | FREMF Mortgage Trust, Series 2017-KF40, Class B                                   | CUSIP: 30306JAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    235925 | PA      | $227913.07    | 0.04%             | 2027-11-25      | Floating      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| Schlumberger Ltd.                                   | Schlumberger Ltd.                                                                 | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      1352 | NS      | $72277.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BP Capital Markets America, Inc.                    | BP Capital Markets America, Inc.                                                  | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20389.31     | 0.00%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                               | Colgate-Palmolive Co.                                                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       920 | NS      | $72486.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                             | Applied Materials, Inc.                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       820 | NS      | $79851.60     | 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      | $7144.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cboe Global Markets, Inc.                           | Cboe Global Markets, Inc.                                                         | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      1433 | NS      | $179798.51    | 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      | $-37053.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | TOPIX Index                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |       -57 | NC      | $311349.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                    | Roche Holding AG                                                                  | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      5535 | NS      | $1739304.87   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                          | Allianz SE (Registered)                                                           | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |      7660 | NS      | $1635852.88   | 0.32%             |  |  |  | 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      | $20.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Ing hc F Porsche AG                              | Dr Ing hc F Porsche AG (Preference)                                               | CUSIP: N/A<br>LEI: 529900EWEX125AULXI58       | Long             | EC               | CORP              | DE        |      1618 | NS      | $163278.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Manhattan Associates, Inc.                          | Manhattan Associates, Inc.                                                        | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      1146 | NS      | $139124.40    | 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      | $-1054.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                 | Take-Two Interactive Software, Inc.                                               | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       144 | NS      | $14994.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                           | EQT Corp.                                                                         | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       344 | NS      | $11637.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp.                                        | Exelon Corp.                                                                      | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       938 | NS      | $40549.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                                  | Henry Schein, Inc.                                                                | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |        97 | NS      | $7747.39      | 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      | $-13271.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US Auto Funding Trust                               | US Auto Funding Trust, Series 2022-1A, Class A                                    | CUSIP: 90355FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    218276 | PA      | $215334.61    | 0.04%             | 2025-04-15      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| Brown-Forman Corp.                                  | Brown-Forman Corp., Class B                                                       | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       175 | NS      | $11494.00     | 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      | $-1190.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allegro MicroSystems, Inc.                          | Allegro MicroSystems, Inc.                                                        | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4445 | NS      | $133438.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances, Inc.            | International Flavors & Fragrances, Inc.                                          | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       242 | NS      | $25371.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                       | Chevron Corp.                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15634 | NS      | $2806146.66   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp.                                         | Cigna Corp.                                                                       | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       792 | NS      | $262421.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                    | Boeing Co. (The)                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    540000 | PA      | $526845.21    | 0.10%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                      | Southern California Edison Co., Series C                                          | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    260000 | PA      | $207473.19    | 0.04%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                  | Banco Santander SA                                                                | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $459540.64    | 0.09%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries, Inc.                             | Mohawk Industries, Inc.                                                           | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      1418 | NS      | $144947.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Operating Partnership LP                   | Safehold Operating Partnership LP                                                 | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75894.46     | 0.01%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| F5, Inc.                                            | F5, Inc.                                                                          | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        44 | NS      | $6314.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness, Inc.                                | Planet Fitness, Inc., Class A                                                     | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      2360 | NS      | $185968.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                     | CHL Mortgage Pass-Through Trust, Series 2006-21, Class A14                        | CUSIP: 12543PAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         2 | PA      | $0.98         | 0.00%             | 2037-02-25      | 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      | $2102.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings plc                     | Seagate Technology Holdings plc                                                   | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |       181 | NS      | $9522.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CBG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14737100 | PA      | $14692687.24  | 2.85%             | 2023-01-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                          | Constellation Brands, Inc.                                                        | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    170000 | PA      | $144714.21    | 0.03%             | 2030-05-01      | Fixed         | 2.88%                 | 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      | $548.45       | 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      | $-1001.58     | -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      | $881.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Target Corp.                                        | Target Corp.                                                                      | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      5464 | NS      | $814354.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                        | Stanley Black & Decker, Inc.                                                      | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |        65 | NS      | $4882.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                        | Zimmer Biomet Holdings, Inc.                                                      | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      1066 | NS      | $135915.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group, Inc.                       | American Airlines Group, Inc.                                                     | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       621 | NS      | $7899.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co.                                     | Halliburton Co.                                                                   | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       864 | NS      | $33998.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co.                                   | Campbell Soup Co.                                                                 | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       191 | NS      | $10839.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp.                                       | Insulet Corp.                                                                     | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       876 | NS      | $257885.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                               | Delta Air Lines, Inc.                                                             | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       611 | NS      | $20077.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                      | ConocoPhillips                                                                    | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     19377 | NS      | $2286486.00   | 0.44%             |  |  |  | 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      | $-335.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sberbank of Russia PJSC                             | Sberbank of Russia PJSC                                                           | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |     17972 | NS      | $636.03       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-288.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                   | American Electric Power Co., Inc.                                                 | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      1589 | NS      | $150875.55    | 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      | $425.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLT CV LLC                                         | VOLT CV LLC, Series 2021-CF2, Class A1                                            | CUSIP: 91835GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122022 | PA      | $106957.00    | 0.02%             | 2051-11-27      | Variable      | 2.49%                 | Yes           |                  2 | On Loan: No      |
| Rosneft Oil Co. PJSC                                | Rosneft Oil Co. PJSC                                                              | CUSIP: N/A<br>LEI: 253400JT3MQWNDKMJE44       | Long             | EC               | CORP              | RU        |      5259 | NS      | $439.26       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Glencore Funding LLC                                | Glencore Funding LLC                                                              | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    120000 | PA      | $95592.92     | 0.02%             | 2031-09-23      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle, Inc.                                  | Crown Castle, Inc.                                                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |       413 | NS      | $56019.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty LP                                    | Kilroy Realty LP                                                                  | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     70000 | PA      | $48567.11     | 0.01%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions, Inc.                | Broadridge Financial Solutions, Inc.                                              | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      1116 | NS      | $149689.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JD Sports Fashion plc                               | JD Sports Fashion plc                                                             | CUSIP: N/A<br>LEI: 213800HROV6Y9MUU8375       | Long             | EC               | CORP              | GB        |     82061 | NS      | $124702.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                           | SCF Equipment Leasing LLC, Series 2022-2A, Class A3                               | CUSIP: 78397WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395000 | PA      | $398619.15    | 0.08%             | 2030-10-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                          | Charles Schwab Corp. (The)                                                        | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     10250 | NS      | $853415.00    | 0.17%             |  |  |  | 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      | $16426.35     | 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      | $915.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gazprom PJSC                                        | Gazprom PJSC                                                                      | CUSIP: N/A<br>LEI: 213800FD9J2IHTA7YX78       | Long             | EC               | CORP              | RU        |     27966 | NS      | $1804.99      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                          | Cullen/Frost Bankers, Inc.                                                        | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      1093 | NS      | $146134.10    | 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      | $23319.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell plc                                           | Shell plc                                                                         | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     62941 | NS      | $1774358.27   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corp.                                        | Lennar Corp., Class A                                                             | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       244 | NS      | $22082.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group plc                                       | AIB Group plc                                                                     | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |     66346 | NS      | $254663.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Alliance Bancorp                            | Western Alliance Bancorp                                                          | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      2967 | NS      | $176714.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                    | Paramount Global, Class B                                                         | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       471 | NS      | $7950.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                                   | Tyson Foods, Inc., Class A                                                        | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       145 | NS      | $9026.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                           | Akamai Technologies, Inc.                                                         | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       135 | NS      | $11380.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp.                                | Avery Dennison Corp.                                                              | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |        77 | NS      | $13937.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                   | Duke Energy Corp.                                                                 | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    260000 | PA      | $192911.59    | 0.04%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp.                          | Edwards Lifesciences Corp.                                                        | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       587 | NS      | $43796.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos., Inc. (The)                             | Cooper Cos., Inc. (The)                                                           | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       958 | NS      | $316781.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Seasoned Credit Risk Transfer Trust                 | Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M60C                    | CUSIP: 35563PDB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    331193 | PA      | $312642.54    | 0.06%             | 2057-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hayward Holdings, Inc.                              | Hayward Holdings, Inc.                                                            | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10771 | NS      | $101247.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd.                                   | Wynn Resorts Ltd.                                                                 | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |       100 | NS      | $8247.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                             | Micron Technology, Inc.                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      1039 | NS      | $51929.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                                     | Air Lease Corp.                                                                   | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    450000 | PA      | $416365.00    | 0.08%             | 2026-01-15      | Fixed         | 2.88%                 | 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      | $-43.32       | -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      | $237.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                                 | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132934.64    | 0.03%             | 2033-07-25      | Variable      | 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      | $1204.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                              | Verisk Analytics, Inc.                                                            | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       145 | NS      | $25580.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                                | CUSIP: 3140KEEM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1697421 | PA      | $1446098.12   | 0.28%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | FTSE 100 Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         1 | NC      | $1785.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies, Inc.                         | Teledyne Technologies, Inc.                                                       | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |        45 | NS      | $17995.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co.                                       | Organon & Co.                                                                     | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |       192 | NS      | $5362.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings, Inc.                         | Tokio Marine Holdings, Inc.                                                       | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |     28300 | NS      | $604555.75    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                | Ingersoll Rand, Inc.                                                              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      6883 | NS      | $359636.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Finance, Inc.                            | Brookfield Finance, Inc.                                                          | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $162143.22    | 0.03%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                        | Allegion plc                                                                      | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |        41 | NS      | $4315.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories, Inc.                            | IDEXX Laboratories, Inc.                                                          | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        78 | NS      | $31820.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GM Financial Automobile Leasing Trust               | GM Financial Automobile Leasing Trust, Series 2021-3, Class A3                    | CUSIP: 36262XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    184000 | PA      | $178768.97    | 0.03%             | 2024-10-21      | Fixed         | 0.39%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Group, Inc.                           | T. Rowe Price Group, Inc.                                                         | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      1318 | NS      | $143741.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                               | FHLMC, REMIC, Series 3077, Class TO                                               | CUSIP: 31396FZ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.33         | 0.00%             | 2035-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Viatris, Inc.                                       | Viatris, Inc.                                                                     | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      1100 | NS      | $12243.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp.                                        | Ameren Corp.                                                                      | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       239 | NS      | $21251.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Discovery Communications LLC                        | Discovery Communications LLC                                                      | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82408.88     | 0.02%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential Trust, Series 2021-SFR8, Class E1                            | CUSIP: 74333TAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    156000 | PA      | $128296.05    | 0.02%             | 2038-10-17      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Guidewire Software, Inc.                            | Guidewire Software, Inc.                                                          | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |      1892 | NS      | $118363.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arkema SA                                           | Arkema SA                                                                         | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |      3401 | NS      | $305902.66    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                 | Coca-Cola Co. (The)                                                               | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     16383 | NS      | $1042122.63   | 0.20%             |  |  |  | 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      | $361.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd.                                      | HDFC Bank Ltd.                                                                    | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     40703 | NS      | $2784492.23   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group plc                            | Lloyds Banking Group plc                                                          | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $418593.30    | 0.08%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                | Conagra Brands, Inc.                                                              | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27720.77     | 0.01%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                             | DuPont de Nemours, Inc.                                                           | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       475 | NS      | $32599.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                                   | Caterpillar, Inc.                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       499 | NS      | $119540.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group Cayman 3 Ltd.                | Mizuho Financial Group Cayman 3 Ltd.                                              | CUSIP: 60688UAB2<br>LEI: 549300AM6U7J7ZZI1G88 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $392812.54    | 0.08%             | 2024-03-27      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| CMS Energy Corp.                                    | CMS Energy Corp.                                                                  | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       270 | NS      | $17099.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield plc                             | Cushman & Wakefield plc                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     12221 | NS      | $152273.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products, Inc.                    | Reynolds Consumer Products, Inc.                                                  | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4610 | NS      | $138207.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                          | Genmab A/S                                                                        | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |      1075 | NS      | $454504.40    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp.                            | Zebra Technologies Corp., Class A                                                 | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       778 | NS      | $199486.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings, Inc.                    | SS&C Technologies Holdings, Inc.                                                  | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      2855 | NS      | $148631.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                            | Bristol-Myers Squibb Co.                                                          | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    182000 | PA      | $141569.56    | 0.03%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                         | L3Harris Technologies, Inc.                                                       | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       181 | NS      | $37686.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                         | Marsh & McLennan Cos., Inc.                                                       | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       834 | NS      | $138010.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                            | Infineon Technologies AG                                                          | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |     10211 | NS      | $310331.98    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2022-1A, Class A2                     | CUSIP: 30167JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26433 | PA      | $26395.82     | 0.01%             | 2024-06-17      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                | TJX Cos., Inc. (The)                                                              | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      5513 | NS      | $438834.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower, Inc.                                     | Welltower, Inc.                                                                   | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |      1480 | NS      | $97014.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                               | CUSIP: 3133A7RS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1715984 | PA      | $1462514.29   | 0.28%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                | Coterra Energy, Inc.                                                              | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      6274 | NS      | $154152.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Puget Energy, Inc.                                  | Puget Energy, Inc.                                                                | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12763.12     | 0.00%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services, Inc.                  | West Pharmaceutical Services, Inc.                                                | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       700 | NS      | $164745.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp.                 | WillScot Mobile Mini Holdings Corp.                                               | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |      5219 | NS      | $235742.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140HSAH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $581241.56    | 0.11%             | 2028-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                                    | ServiceNow, Inc.                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       964 | NS      | $374292.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreVest American Finance Trust                     | CoreVest American Finance Trust, Series 2022-1, Class A                           | CUSIP: 21873EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    296331 | PA      | $288932.79    | 0.06%             | 2055-06-17      | Variable      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Norfolk Southern Corp.                              | Norfolk Southern Corp.                                                            | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      3129 | NS      | $771048.18    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagship Credit Auto Trust                          | Flagship Credit Auto Trust, Series 2021-4, Class A                                | CUSIP: 33845AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    107461 | PA      | $104281.53    | 0.02%             | 2026-07-17      | Fixed         | 0.81%                 | Yes           |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                          | Ameriprise Financial, Inc.                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1514 | NS      | $471414.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries, Inc.                               | Thor Industries, Inc.                                                             | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |       497 | NS      | $37518.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                         | AvalonBay Communities, Inc.                                                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       134 | NS      | $21643.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cox Communications, Inc.                            | Cox Communications, Inc.                                                          | CUSIP: 224044CL9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    170000 | PA      | $129282.75    | 0.03%             | 2030-10-01      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                 | Take-Two Interactive Software, Inc.                                               | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     36000 | PA      | $33876.80     | 0.01%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VICI Properties, Inc.                               | VICI Properties, Inc.                                                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |       917 | NS      | $29710.80     | 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      | $-33.39       | -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      | $3412.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA Holdings, Inc.                                | IQVIA Holdings, Inc.                                                              | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       177 | NS      | $36265.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                           | Zurich Insurance Group AG                                                         | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |       977 | NS      | $467081.57    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Dow, Inc.                                           | Dow, Inc.                                                                         | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       671 | NS      | $33811.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co. (The)                          | Procter & Gamble Co. (The)                                                        | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      3861 | NS      | $585173.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                       | UniCredit SpA                                                                     | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |     27625 | NS      | $391986.69    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA/FHLMC                                          | FNMA/FHLMC UMBS, Single Family, 30 Year                                           | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15745000 | PA      | $15783836.62  | 3.07%             | 2053-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $994882.81    | 0.19%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                  | T-Mobile USA, Inc.                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    290000 | PA      | $262686.28    | 0.05%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                         | Amgen, Inc.                                                                       | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18624.35     | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                          | Agilent Technologies, Inc.                                                        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       283 | NS      | $42350.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G Global Funding                                  | F&G Global Funding                                                                | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131850.44    | 0.03%             | 2027-04-11      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| Amcor plc                                           | Amcor plc                                                                         | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |      1418 | NS      | $16888.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro-Bund                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      -398 | NC      | $3695120.17   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions SA                              | Perimeter Solutions SA                                                            | CUSIP: N/A<br>LEI: 2221003U8GJZ9U4MR505       | Long             | EC               | CORP              | LU        |     10789 | NS      | $98611.46     | 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      | $-730.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust              | Santander Drive Auto Receivables Trust, Series 2022-5, Class B                    | CUSIP: 80287HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    128000 | PA      | $124463.12    | 0.02%             | 2027-03-15      | Fixed         | 4.43%                 | 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      | $801.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                                | CUSIP: 3140QDXH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1683676 | PA      | $1434384.96   | 0.28%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                              | Truist Financial Corp.                                                            | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     43960 | NS      | $1891598.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares, Inc.                           | Commerce Bancshares, Inc.                                                         | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1680 | NS      | $114357.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | MSCI Emerging Markets E-Mini Index                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -177 | NC      | $81173.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza, Inc.                                | Domino's Pizza, Inc.                                                              | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        30 | NS      | $10392.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments, Inc.                               | Global Payments, Inc.                                                             | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      2446 | NS      | $242936.72    | 0.05%             |  |  |  | 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      | $23294.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, REMIC, Series 2009-86, Class OT                                             | CUSIP: 31398FRT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1 | PA      | $0.47         | 0.00%             | 2037-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Japan 10 Year Bond                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |       -66 | NC      | $1454637.45   | 0.28%             |  |  |  | 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      | $9850.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                         | Dick's Sporting Goods, Inc.                                                       | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      1223 | NS      | $147114.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                                | CUSIP: 3140QM4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    398285 | PA      | $338593.84    | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LPL Financial Holdings, Inc.                        | LPL Financial Holdings, Inc.                                                      | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       893 | NS      | $193039.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co.                                  | General Motors Co.                                                                | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213719.09    | 0.04%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                          | Flagship Credit Auto Trust, Series 2022-1, Class A                                | CUSIP: 33845VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    241369 | PA      | $232862.48    | 0.05%             | 2026-10-15      | Fixed         | 1.79%                 | Yes           |                  2 | On Loan: No      |
| Hubbell, Inc.                                       | Hubbell, Inc.                                                                     | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      1087 | NS      | $255097.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Localiza Rent a Car SA                              | Localiza Rent a Car SA                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |        18 | NS      | $182.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| World Omni Auto Receivables Trust                   | World Omni Auto Receivables Trust, Series 2021-C, Class A3                        | CUSIP: 98164CAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     82000 | PA      | $78323.31     | 0.02%             | 2026-08-17      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                       | Nordson Corp.                                                                     | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       684 | NS      | $162600.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendmark Funding Trust                              | Lendmark Funding Trust, Series 2022-1A, Class A                                   | CUSIP: 52608JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $96627.15     | 0.02%             | 2032-07-20      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| MetLife, Inc.                                       | MetLife, Inc.                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       795 | NS      | $57534.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                       | Estee Lauder Cos., Inc. (The), Class A                                            | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      1356 | NS      | $336437.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Theorem Funding Trust                               | Theorem Funding Trust, Series 2021-1A, Class A                                    | CUSIP: 88339VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71560 | PA      | $70408.83     | 0.01%             | 2027-12-15      | Fixed         | 1.21%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential Trust, Series 2022-SFR3, Class A                             | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $276466.34    | 0.05%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| UDR, Inc.                                           | UDR, Inc.                                                                         | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    170000 | PA      | $147488.68    | 0.03%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                     | Air Lease Corp.                                                                   | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91113.86     | 0.02%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140LFB94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $491509.01    | 0.10%             | 2032-01-01      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Duerr AG                                            | Duerr AG                                                                          | CUSIP: N/A<br>LEI: 5299003APZ54EDTSRO20       | Long             | EC               | CORP              | DE        |      3351 | NS      | $112267.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                | GNMA I, 30 Year                                                                   | CUSIP: 36206NKD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $0.10         | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                                | CUSIP: 3140XF6U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    762686 | PA      | $652290.01    | 0.13%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Black Knight, Inc.                                  | Black Knight, Inc.                                                                | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |      2852 | NS      | $176111.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                        | Verizon Communications, Inc.                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     20583 | NS      | $810970.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Ltd. Finance Corp.                            | Bunge Ltd. Finance Corp.                                                          | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    170000 | PA      | $158739.27    | 0.03%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                     | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       400 | NS      | $137352.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties, Inc.                    | National Retail Properties, Inc.                                                  | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      3785 | NS      | $173201.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co.                                         | Kellogg Co.                                                                       | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       237 | NS      | $16883.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA        | Cie Generale des Etablissements Michelin SCA                                      | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |     40411 | NS      | $1125741.47   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                       | Stellantis NV                                                                     | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |     19659 | NS      | $279303.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                           | MGM Resorts International                                                         | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |       390 | NS      | $13076.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                               | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1515, Class A2 | CUSIP: 3137FTZL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $597832.40    | 0.12%             | 2035-02-25      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| SolarEdge Technologies, Inc.                        | SolarEdge Technologies, Inc.                                                      | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |      1270 | NS      | $359752.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                               | Walt Disney Co. (The)                                                             | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      1738 | NS      | $150997.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources, Inc.                            | Franklin Resources, Inc.                                                          | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |        49 | NS      | $1292.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca plc                                     | AstraZeneca plc                                                                   | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |     19428 | NS      | $2628984.98   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Humana, Inc.                                        | Humana, Inc.                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       124 | NS      | $63511.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group, Inc.                     | Principal Financial Group, Inc.                                                   | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       214 | NS      | $17958.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV                                              | NXP BV                                                                            | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $110232.50    | 0.02%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                         | Amgen, Inc.                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      1436 | NS      | $377151.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2021-2A, Class B                      | CUSIP: 30165XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33829 | PA      | $33599.08     | 0.01%             | 2025-09-15      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                          | AMSR Trust, Series 2020-SFR5, Class A                                             | CUSIP: 03217JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $89092.09     | 0.02%             | 2037-11-17      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen AG                                       | Volkswagen AG (Preference)                                                        | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EC               | CORP              | DE        |      5380 | NS      | $667387.40    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                    | Boeing Co. (The)                                                                  | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114427.50    | 0.02%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                       | Paychex, Inc.                                                                     | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       298 | NS      | $34436.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANDRITZ AG                                          | ANDRITZ AG                                                                        | CUSIP: N/A<br>LEI: 549300VZKC61IR5U8G96       | Long             | EC               | CORP              | AT        |      4025 | NS      | $230399.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                     | Microsoft Corp.                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     52994 | NS      | $12709021.08  | 2.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Northern Santa Fe LLC                    | Burlington Northern Santa Fe LLC                                                  | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $189232.30    | 0.04%             | 2051-09-15      | Fixed         | 3.30%                 | 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      | $1619.55      | 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      | $-4258.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Textron, Inc.                                       | Textron, Inc.                                                                     | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       196 | NS      | $13876.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                               | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $801562.50    | 0.16%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                   | Credit Acceptance Auto Loan Trust, Series 2020-2A, Class A                        | CUSIP: 22535MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232581 | PA      | $230258.14    | 0.04%             | 2029-07-16      | Fixed         | 1.37%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com, Inc.                                    | Amazon.com, Inc.                                                                  | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    170000 | PA      | $140706.02    | 0.03%             | 2052-04-13      | 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      | $-2508.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                             | Quest Diagnostics, Inc.                                                           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       108 | NS      | $16895.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                        | AbbVie, Inc.                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    260000 | PA      | $234383.24    | 0.05%             | 2029-11-21      | Fixed         | 3.20%                 | 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      | $-1161.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co.                           | Molson Coors Beverage Co., Class B                                                | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |       179 | NS      | $9222.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust              | Santander Drive Auto Receivables Trust, Series 2022-1, Class A2                   | CUSIP: 80286EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80551 | PA      | $80397.17     | 0.02%             | 2024-12-16      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                   | Eversource Energy                                                                 | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110483.73    | 0.02%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co.                                  | DXC Technology Co.                                                                | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |       215 | NS      | $5697.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                         | Caesars Entertainment, Inc.                                                       | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       199 | NS      | $8278.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    102799 | NS      | $3404702.88   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                        | CF Industries Holdings, Inc.                                                      | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       186 | NS      | $15847.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                      | Public Storage                                                                    | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |       500 | NS      | $140095.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $9505.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                        | Evergy, Inc.                                                                      | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       215 | NS      | $13529.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis, Inc.                                      | Prologis, Inc.                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     25372 | NS      | $2860185.56   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto plc                                       | Rio Tinto plc                                                                     | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |     12602 | NS      | $886979.70    | 0.17%             |  |  |  | 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      | $-1388.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FactSet Research Systems, Inc.                      | FactSet Research Systems, Inc.                                                    | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       460 | NS      | $184556.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                  | Energy Transfer LP                                                                | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113991.00    | 0.02%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                | Steel Dynamics, Inc.                                                              | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    170000 | PA      | $145084.61    | 0.03%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                         | ONEOK, Inc.                                                                       | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       417 | NS      | $27396.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp.                                | Kimberly-Clark Corp.                                                              | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       322 | NS      | $43711.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, Inc.                                          | NIKE, Inc., Class B                                                               | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     21659 | NS      | $2534319.59   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties, Inc.                  | Ryman Hospitality Properties, Inc.                                                | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      1222 | NS      | $99935.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                           | Safran SA                                                                         | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |      3241 | NS      | $405948.21    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Group plc                                   | Ashtead Group plc                                                                 | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Long             | EC               | CORP              | GB        |      4890 | NS      | $277775.44    | 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      | $2053.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                        | Pacific Gas and Electric Co.                                                      | CUSIP: 694308KA4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146407.84    | 0.03%             | 2024-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TransUnion                                          | TransUnion                                                                        | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      3197 | NS      | $181429.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Prime Money Market Fund                    | JPMorgan Prime Money Market Fund, Class IM                                        | CUSIP: 46637K844<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  26556706 | NS      | $26569984.75  | 5.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA, Inc.                                    | Murphy USA, Inc.                                                                  | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       382 | NS      | $106784.28    | 0.02%             |  |  |  | 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        |       699 | NS      | $31818.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| San Diego Gas & Electric Co.                        | San Diego Gas & Electric Co.                                                      | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    240000 | PA      | $162088.38    | 0.03%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TE Connectivity Ltd.                                | TE Connectivity Ltd.                                                              | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | CH        |       303 | NS      | $34784.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp.                                           | CDW Corp.                                                                         | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       129 | NS      | $23036.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                | Emerson Electric Co.                                                              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       564 | NS      | $54177.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust              | Santander Drive Auto Receivables Trust, Series 2022-3, Class A3                   | CUSIP: 80285UAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    183000 | PA      | $179643.47    | 0.03%             | 2026-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                             | Waste Connections, Inc.                                                           | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |      1375 | NS      | $182270.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier, Inc.                                      | Rayonier, Inc.                                                                    | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |      4885 | NS      | $161009.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Telegraph & Telephone Corp.                  | Nippon Telegraph & Telephone Corp.                                                | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |     22900 | NS      | $653073.90    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                            | Volvo AB, Class B                                                                 | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     95321 | NS      | $1721840.19   | 0.33%             |  |  |  | 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      | $-57873.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                      | AIA Group Ltd.                                                                    | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |    122200 | NS      | $1349502.45   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| 3M Co.                                              | 3M Co.                                                                            | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       519 | NS      | $62238.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlsberg A/S                                       | Carlsberg A/S, Class B                                                            | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |      6508 | NS      | $863266.47    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                      | Tapestry, Inc.                                                                    | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       228 | NS      | $8682.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                       | Honeywell International, Inc.                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1561 | NS      | $334522.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT, Inc.                                           | ITT, Inc.                                                                         | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      1076 | NS      | $87263.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                    | TotalEnergies SE                                                                  | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     32113 | NS      | $2015835.89   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                              | Tesla Auto Lease Trust, Series 2021-B, Class A4                                   | CUSIP: 88161KAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    102000 | PA      | $95493.13     | 0.02%             | 2025-09-22      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1142.16      | 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      | $-1800.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                            | Engie SA                                                                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |     21971 | NS      | $314319.09    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Properties, Inc.                             | Boston Properties, Inc.                                                           | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |        64 | NS      | $4325.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Large Cap Value Fund                       | JPMorgan Large Cap Value Fund, Class R6                                           | CUSIP: 48121L833<br>LEI: 549300JPSGHFE3RK0F55 | Long             |  | RF                | US        |    574723 | NS      | $10316270.10  | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                                | CUSIP: 3140KMLZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1727408 | PA      | $1471063.23   | 0.29%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                           | Nestle SA (Registered)                                                            | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |     23932 | NS      | $2764371.77   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Regency Centers LP                                  | Regency Centers LP                                                                | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    170000 | PA      | $159094.78    | 0.03%             | 2027-02-01      | Fixed         | 3.60%                 | 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      | $-366019.14   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                        | KBC Group NV                                                                      | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |     20875 | NS      | $1344043.75   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                        | Hasbro, Inc.                                                                      | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |        66 | NS      | $4026.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                           | O'Reilly Automotive, Inc.                                                         | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    170000 | PA      | $131922.07    | 0.03%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                      | Carvana Auto Receivables Trust, Series 2021-P4, Class A4                          | CUSIP: 14687KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $356618.60    | 0.07%             | 2027-12-10      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                     | Martin Marietta Materials, Inc.                                                   | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       801 | NS      | $270713.97    | 0.05%             |  |  |  | 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      | $-16070.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Billerud AB                                         | Billerud AB                                                                       | CUSIP: N/A<br>LEI: 549300YJUYJ9A24RXL71       | Long             | EC               | CORP              | SE        |     10781 | NS      | $131513.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust               | Westlake Automobile Receivables Trust, Series 2022-3A, Class A3                   | CUSIP: 96043PAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    458000 | PA      | $457249.93    | 0.09%             | 2026-07-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Kansas City Southern                                | Kansas City Southern                                                              | CUSIP: 485170BB9<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129104.64    | 0.03%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                   | HSBC Holdings plc                                                                 | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $860901.26    | 0.17%             | 2026-09-12      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                      | Morgan Stanley Capital I Trust, Series 2021-PLZA, Class A                         | CUSIP: 61773PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    294000 | PA      | $218727.72    | 0.04%             | 2043-11-09      | Fixed         | 2.57%                 | Yes           |                  3 | On Loan: No      |
| Pinnacle West Capital Corp.                         | Pinnacle West Capital Corp.                                                       | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       107 | NS      | $8136.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                      | BNP Paribas SA                                                                    | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $245862.98    | 0.05%             | 2031-01-13      | Variable      | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Raytheon Technologies Corp.                         | Raytheon Technologies Corp.                                                       | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      4314 | NS      | $435368.88    | 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      | $-23573.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STERIS plc                                          | STERIS plc                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      1099 | NS      | $202974.31    | 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      | $-716.57      | -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      | $-2667.12     | -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      | $-4224.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line, Inc.                     | Old Dominion Freight Line, Inc.                                                   | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       634 | NS      | $179916.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare, Inc.                                | HCA Healthcare, Inc.                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      1091 | NS      | $261796.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab, Inc.                                        | Ecolab, Inc.                                                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       276 | NS      | $40174.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank (The)                         | Toronto-Dominion Bank (The)                                                       | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $116454.13    | 0.02%             | 2025-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                | Alliant Energy Corp.                                                              | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       218 | NS      | $12035.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                | Mitsubishi UFJ Financial Group, Inc.                                              | CUSIP: 606822BN3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $280768.28    | 0.05%             | 2025-02-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC          | Shire Acquisitions Investments Ireland DAC                                        | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |    260000 | PA      | $243844.41    | 0.05%             | 2026-09-23      | Fixed         | 3.20%                 | 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      | $4100.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equity Residential                                  | Equity Residential                                                                | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |       455 | NS      | $26845.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                               | Elevance Health, Inc.                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       230 | NS      | $117983.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp.                                         | Masco Corp.                                                                       | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       209 | NS      | $9754.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                            | Intuitive Surgical, Inc.                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      6319 | NS      | $1676746.65   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                  | State Street Corp.                                                                | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       342 | NS      | $26528.94     | 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      | $392.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                          | Occidental Petroleum Corp.                                                        | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       701 | NS      | $44155.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                        | Mondelez International, Inc., Class A                                             | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      1393 | NS      | $92843.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co. (The)                                   | Wendy's Co. (The)                                                                 | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |      7900 | NS      | $178777.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp.                                | Northern Trust Corp.                                                              | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      1754 | NS      | $155211.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                        | AbbVie, Inc.                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     30529 | NS      | $4933791.69   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                                 | Omnicom Group, Inc.                                                               | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       189 | NS      | $15416.73     | 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      | $468.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vornado Realty Trust                                | Vornado Realty Trust                                                              | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $41.62        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                | GNMA II, 30 Year                                                                  | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1029318 | PA      | $974089.11    | 0.19%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                        | Sabine Pass Liquefaction LLC                                                      | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    170000 | PA      | $157575.84    | 0.03%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust              | Banc of America Alternative Loan Trust, Series 2006-5, Class 3A1                  | CUSIP: 05950BBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        94 | PA      | $88.33        | 0.00%             | 2046-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                              | ON Semiconductor Corp.                                                            | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       410 | NS      | $25571.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-855.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Etsy, Inc.                                          | Etsy, Inc.                                                                        | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |       116 | NS      | $13894.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp.                                    | Sealed Air Corp.                                                                  | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |       139 | NS      | $6933.32      | 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      | $2945.28      | 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      | $-809.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                     | Nordea Bank Abp                                                                   | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |    119907 | NS      | $1284438.50   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                 | Union Pacific Corp.                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      8001 | NS      | $1656767.07   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree, Inc.                                   | Dollar Tree, Inc.                                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       197 | NS      | $27863.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group, Inc.                              | WEC Energy Group, Inc.                                                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       301 | NS      | $28221.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust    | World Omni Automobile Lease Securitization Trust, Series 2021-A, Class A3         | CUSIP: 98163JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    152000 | PA      | $147502.49    | 0.03%             | 2024-08-15      | Fixed         | 0.42%                 | 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      | $152.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JBG SMITH Properties                                | JBG SMITH Properties                                                              | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3528 | NS      | $66961.44     | 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      | $-8320.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                            | Marathon Petroleum Corp.                                                          | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       456 | NS      | $53073.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc.                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    710000 | PA      | $651990.59    | 0.13%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | S&P/TSX 60 Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |       -30 | NC      | $-24391.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                      | Broadcom, Inc.                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    390000 | PA      | $280132.25    | 0.05%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Boston Scientific Corp.                             | Boston Scientific Corp.                                                           | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    170000 | PA      | $145212.11    | 0.03%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PACCAR, Inc.                                        | PACCAR, Inc.                                                                      | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       325 | NS      | $32165.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                               | NXP Semiconductors NV                                                             | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |     23596 | NS      | $3728875.88   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                               | Western Digital Corp.                                                             | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       301 | NS      | $9496.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                                    | Baker Hughes Co.                                                                  | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55654 | NS      | $1643462.62   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                     | Regeneron Pharmaceuticals, Inc.                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      4212 | NS      | $3038915.88   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                              | Booking Holdings, Inc.                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       915 | NS      | $1843981.20   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp, Inc.                                        | NetApp, Inc.                                                                      | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       207 | NS      | $12432.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo, Inc.                                         | Qorvo, Inc.                                                                       | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |        80 | NS      | $7251.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                                | United Rentals, Inc.                                                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        65 | NS      | $23102.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                       | Sempra Energy                                                                     | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       330 | NS      | $50998.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co.                                  | Tractor Supply Co.                                                                | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      1366 | NS      | $307309.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1155000 | PA      | $1108213.48   | 0.22%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                    | BP Capital Markets America, Inc.                                                  | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    290000 | PA      | $214666.76    | 0.04%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                            | Advance Auto Parts, Inc.                                                          | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    300000 | PA      | $246125.28    | 0.05%             | 2032-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                 | Societe Generale SA                                                               | CUSIP: 83368RAV4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    650000 | PA      | $611090.00    | 0.12%             | 2025-01-22      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Hershey Co. (The)                                   | Hershey Co. (The)                                                                 | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       140 | NS      | $32419.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mylan, Inc.                                         | Mylan, Inc.                                                                       | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39579.55     | 0.01%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Physicians Realty LP                                | Physicians Realty LP                                                              | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              | CORP              | US        |     44000 | PA      | $34343.73     | 0.01%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, REMIC, Series 5190, Class EC                                               | CUSIP: 3137H5FP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    744840 | PA      | $642012.39    | 0.12%             | 2051-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                  | Southern Co. (The), Series A                                                      | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    220000 | PA      | $198555.10    | 0.04%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies, Inc.                            | Tyler Technologies, Inc.                                                          | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       561 | NS      | $180872.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alfen Beheer BV                                     | Alfen Beheer BV                                                                   | CUSIP: N/A<br>LEI: 724500HDW6IWR9J5YT90       | Long             | EC               | CORP              | NL        |      1982 | NS      | $179446.33    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Copart, Inc.                                        | Copart, Inc.                                                                      | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      7073 | NS      | $430674.97    | 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      | $1097.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American International Group, Inc.                  | American International Group, Inc.                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      1894 | NS      | $119776.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MMC Norilsk Nickel PJSC                             | MMC Norilsk Nickel PJSC                                                           | CUSIP: N/A<br>LEI: 253400JPTEEW143W3E47       | Long             | EC               | CORP              | RU        |       252 | NS      | $1366.78      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EOG Resources, Inc.                                 | EOG Resources, Inc.                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      5962 | NS      | $772198.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                               | Gilead Sciences, Inc.                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      1196 | NS      | $102676.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                   | Duke Energy Corp.                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       913 | NS      | $94029.87     | 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      | $-1547.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Seasoned Credit Risk Transfer Trust                 | Seasoned Credit Risk Transfer Trust, Series 2022-1, Class MTU                     | CUSIP: 35563P7E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    371305 | PA      | $327457.09    | 0.06%             | 2061-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | S&P 500 E-Mini Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       106 | NC      | $-447843.28   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Video Communications, Inc.                     | Zoom Video Communications, Inc., Class A                                          | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      3330 | NS      | $225574.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Alt-A Securities, Inc. Mortgage Loan Trust | Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2006-AR1, Class 1A3   | CUSIP: 251510LD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2036-02-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions, Inc.                              | Jacobs Solutions, Inc.                                                            | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       119 | NS      | $14288.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                            | UnitedHealth Group, Inc.                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      9160 | NS      | $4856448.80   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $2848671.88   | 0.55%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                  | General Motors Co.                                                                | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      1359 | NS      | $45716.76     | 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      | $115.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bumble, Inc.                                        | Bumble, Inc., Class A                                                             | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7809 | NS      | $164379.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                      | Thermo Fisher Scientific, Inc.                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1110 | NS      | $611265.90    | 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      | $-506.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                | Brighthouse Financial Global Funding                                              | CUSIP: 10921U2A5<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    170000 | PA      | $160078.77    | 0.03%             | 2024-04-12      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                | GNMA I, 30 Year                                                                   | CUSIP: 36206JYC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $0.22         | 0.00%             | 2025-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Aarti Pharmalabs Ltd.                               | Aarti Pharmalabs Ltd.                                                             | CUSIP: N/A<br>LEI: 335800TTAKRBNDK5P363       | Long             | EC               | CORP              | IN        |      1002 | NS      | $4592.75      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AutoZone, Inc.                                      | AutoZone, Inc.                                                                    | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    170000 | PA      | $131893.54    | 0.03%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                 | Deutsche Telekom AG (Registered)                                                  | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |     20627 | NS      | $410406.89    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp.                                         | FedEx Corp.                                                                       | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      1039 | NS      | $179954.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                                  | Credit Agricole SA                                                                | CUSIP: 22535WAG2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $455762.79    | 0.09%             | 2026-06-16      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Synopsys, Inc.                                      | Synopsys, Inc.                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      1246 | NS      | $397835.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Russell 1000 Growth E-Mini Index                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -71 | NC      | $5812.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                         | Novartis AG (Registered)                                                          | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |      8038 | NS      | $727418.55    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                           | O'Reilly Automotive, Inc.                                                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        71 | NS      | $59926.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp.                                         | Dover Corp.                                                                       | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      1779 | NS      | $240894.39    | 0.05%             |  |  |  | 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      | $19968.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp.                                        | Incyte Corp.                                                                      | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       154 | NS      | $12369.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB, Inc.                                       | MongoDB, Inc.                                                                     | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |       909 | NS      | $178927.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Energy Recovery Funding LLC                    | PG&E Energy Recovery Funding LLC, Series A-3                                      | CUSIP: 71710TAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $29984.67     | 0.01%             | 2046-07-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2022-5A, Class B                      | CUSIP: 30167FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    268000 | PA      | $267481.34    | 0.05%             | 2027-03-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                          | Visa, Inc., Class A                                                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      1558 | NS      | $323690.08    | 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      | $-68215.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC            | Sierra Timeshare Receivables Funding LLC, Series 2022-2A, Class A                 | CUSIP: 82650TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    131156 | PA      | $127517.98    | 0.02%             | 2040-06-20      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                | GNMA I, 30 Year                                                                   | CUSIP: 36204N5D5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $0.05         | 0.00%             | 2026-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                               | Parker-Hannifin Corp.                                                             | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       126 | NS      | $36666.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargill, Inc.                                       | Cargill, Inc.                                                                     | CUSIP: 141781BX1<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43340.50     | 0.01%             | 2052-04-22      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Crown Holdings, Inc.                                | Crown Holdings, Inc.                                                              | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      1908 | NS      | $156856.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CPS Auto Receivables Trust                          | CPS Auto Receivables Trust, Series 2022-C, Class B                                | CUSIP: 12664DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $441443.57    | 0.09%             | 2030-04-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Q2 Holdings, Inc.                                   | Q2 Holdings, Inc.                                                                 | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      3329 | NS      | $89450.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works, Inc.                           | Illinois Tool Works, Inc.                                                         | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       333 | NS      | $73359.90     | 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      | $1874.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Severstal PAO                                       | Severstal PAO                                                                     | CUSIP: 818150302<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |      1930 | NS      | $617.60       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Keyence Corp.                                       | Keyence Corp.                                                                     | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |      3300 | NS      | $1281207.78   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Verallia SA                                         | Verallia SA                                                                       | CUSIP: N/A<br>LEI: 5299007YZU978DE0ZY32       | Long             | EC               | CORP              | FR        |      7435 | NS      | $251969.98    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| McDonald's Corp.                                    | McDonald's Corp.                                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      6465 | NS      | $1703721.45   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp.                                     | Albemarle Corp.                                                                   | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       114 | NS      | $24722.04     | 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      | $-92340.19    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| General Electric Co.                                | General Electric Co.                                                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      1042 | NS      | $87309.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                 | Kinder Morgan, Inc.                                                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     13635 | NS      | $246520.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software, Inc.                               | Paycom Software, Inc.                                                             | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |        43 | NS      | $13343.33     | 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      | $7764.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aflac, Inc.                                         | Aflac, Inc.                                                                       | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |       543 | NS      | $39063.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse, Inc.                               | Texas Roadhouse, Inc.                                                             | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      1235 | NS      | $112323.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Credit Acceptance Receivables Trust        | American Credit Acceptance Receivables Trust, Series 2022-2, Class A              | CUSIP: 02530BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83916 | PA      | $83319.20     | 0.02%             | 2026-02-13      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1330.96      | 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      | $375.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                               | Leidos Holdings, Inc.                                                             | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      3559 | NS      | $374371.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co. (The)                                      | Toro Co. (The)                                                                    | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      3925 | NS      | $444310.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnitogorsk Iron & Steel Works PJSC                | Magnitogorsk Iron & Steel Works PJSC                                              | CUSIP: N/A<br>LEI: 253400XSJ4C01YMCXG44       | Long             | EC               | CORP              | RU        |     18733 | NS      | $216.55       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Healthpeak Properties, Inc.                         | Healthpeak Properties, Inc.                                                       | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |       513 | NS      | $12860.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                                   | Yum! Brands, Inc.                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      7957 | NS      | $1019132.56   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent, Inc.                                      | Catalent, Inc.                                                                    | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2720 | NS      | $122427.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                        | Charter Communications, Inc., Class A                                             | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      2922 | NS      | $990850.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                       | Accenture plc, Class A                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       634 | NS      | $169176.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                   | GLS Auto Receivables Issuer Trust, Series 2021-4A, Class A                        | CUSIP: 36263DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99840 | PA      | $98481.30     | 0.02%             | 2025-07-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp.                               | Targa Resources Corp.                                                             | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       215 | NS      | $15802.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday, Inc.                                       | Workday, Inc.                                                                     | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65419.84     | 0.01%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2022-3A, Class A3                     | CUSIP: 30166YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420000 | PA      | $417194.90    | 0.08%             | 2026-01-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                     | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    240000 | PA      | $172873.35    | 0.03%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                             | Bath & Body Works, Inc.                                                           | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      3112 | NS      | $131139.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup, Inc.                                    | PulteGroup, Inc.                                                                  | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       215 | NS      | $9788.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                               | Dominion Energy, Inc.                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       794 | NS      | $48688.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                                    | CVS Health Corp.                                                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      4235 | NS      | $394659.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita, Inc.                                        | DaVita, Inc.                                                                      | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |        54 | NS      | $4032.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner, Inc.                                    | BorgWarner, Inc.                                                                  | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |       221 | NS      | $8895.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank                                      | Signature Bank                                                                    | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      1349 | NS      | $155431.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4215234.40   | 0.82%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fastenal Co.                                        | Fastenal Co.                                                                      | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |       536 | NS      | $25363.52     | 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      | $8335.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                          | Aviation Capital Group LLC                                                        | CUSIP: 05369AAC5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    310000 | PA      | $307478.40    | 0.06%             | 2023-05-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4873.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                        | Capgemini SE                                                                      | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |      5344 | NS      | $893389.61    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                       | Pioneer Natural Resources Co.                                                     | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      2154 | NS      | $491952.06    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $58994.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                | GNMA I, 30 Year                                                                   | CUSIP: 36206XF24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $0.16         | 0.00%             | 2026-04-15      | 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      | $412.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electronic Arts, Inc.                               | Electronic Arts, Inc.                                                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       248 | NS      | $30300.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp.                                       | Entergy Corp.                                                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      1124 | NS      | $126450.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp.                                           | FMC Corp.                                                                         | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |       118 | NS      | $14726.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WRKCo, Inc.                                         | WRKCo, Inc.                                                                       | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    170000 | PA      | $156218.80    | 0.03%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Moran Foods Backstop Equity                         | Moran Foods Backstop Equity                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3266 | NS      | $8164.40      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-119.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                               | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2053007.82   | 0.40%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                      | QUALCOMM, Inc.                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      4263 | NS      | $468674.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Retail Auto Lease Trust                   | Santander Retail Auto Lease Trust, Series 2022-A, Class A3                        | CUSIP: 80287CAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89000 | PA      | $84199.54     | 0.02%             | 2025-07-21      | Fixed         | 1.34%                 | Yes           |                  2 | On Loan: No      |
| SLG Office Trust                                    | SLG Office Trust, Series 2021-OVA, Class A                                        | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $187465.49    | 0.04%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| DT Auto Owner Trust                                 | DT Auto Owner Trust, Series 2022-1A, Class A                                      | CUSIP: 23345YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    181222 | PA      | $177921.65    | 0.03%             | 2026-04-15      | Fixed         | 1.58%                 | Yes           |                  2 | On Loan: No      |
| Moran Foods LLC                                     | Moran Foods LLC, 1st Lien Term Loan B                                             | CUSIP: 61647DAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     48764 | PA      | $39499.07     | 0.01%             | 2024-04-01      | Variable      | 11.73%                | No            |                  3 | On Loan: No      |
| Woodward, Inc.                                      | Woodward, Inc.                                                                    | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      1345 | NS      | $129940.45    | 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      | $13512.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                | GNMA II, 30 Year                                                                  | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6308731 | PA      | $5474516.14   | 1.06%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd.                 | Norwegian Cruise Line Holdings Ltd.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       535 | NS      | $6548.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                                  | Lam Research Corp.                                                                | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       665 | NS      | $279499.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                         | Shin-Etsu Chemical Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |     13300 | NS      | $1624092.43   | 0.32%             |  |  |  | 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      | $18372.54     | 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      | $2454.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                    | Fortune Brands Innovations, Inc.                                                  | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      5750 | NS      | $328382.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Moran Foods LLC                                     | Moran Foods LLC, Tranche A 2nd Lien Term Loan                                     | CUSIP: 61647DAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     72219 | PA      | $41886.84     | 0.01%             | 2024-10-01      | Variable      | 15.48%                | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                     | AES Corp. (The)                                                                   | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       637 | NS      | $18320.12     | 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      | $560.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                          | L'Oreal SA                                                                        | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |      2149 | NS      | $769552.09    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                           | PG&E Recovery Funding LLC, Series A-3                                             | CUSIP: 71710TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    154000 | PA      | $156003.55    | 0.03%             | 2047-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                                | CUSIP: 3140M3AF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    541032 | PA      | $460385.72    | 0.09%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                    | NRG Energy, Inc.                                                                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        78 | NS      | $2481.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co. (The)                                    | Mosaic Co. (The)                                                                  | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       323 | NS      | $14170.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                        | Mattel, Inc.                                                                      | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16549.29     | 0.00%             | 2026-04-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Centene Corp.                                       | Centene Corp.                                                                     | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      2547 | NS      | $208879.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                | American Tower Corp.                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       445 | NS      | $94277.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                       | UniCredit SpA                                                                     | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    217000 | PA      | $163102.14    | 0.03%             | 2032-06-03      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                               | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $4968124.96   | 0.96%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                      | M&T Bank Corp.                                                                    | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      2891 | NS      | $419368.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp.                             | AmerisourceBergen Corp.                                                           | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      2015 | NS      | $333905.65    | 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      | $-3555.55     | -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      | $-4589.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                      | Ford Motor Co.                                                                    | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      3764 | NS      | $43775.32     | 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      | $207.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ritchie Bros Auctioneers, Inc.                      | Ritchie Bros Auctioneers, Inc.                                                    | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |      2169 | NS      | $125433.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                               | Lockheed Martin Corp.                                                             | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       227 | NS      | $110433.23    | 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      | $-4293.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                            | CenterPoint Energy, Inc.                                                          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |       600 | NS      | $17994.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker Solutions ASA                                  | Aker Solutions ASA                                                                | CUSIP: N/A<br>LEI: 5967007LIEEXZXG42836       | Long             | EC               | CORP              | NO        |     41536 | NS      | $159974.98    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                      | Citizens Financial Group, Inc.                                                    | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      7367 | NS      | $290038.79    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts, Inc.                                  | Vail Resorts, Inc.                                                                | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |       843 | NS      | $200929.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co.                                | Eastman Chemical Co.                                                              | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      9613 | NS      | $782882.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group, Inc.                        | Brixmor Property Group, Inc.                                                      | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      7303 | NS      | $165559.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                       | Equinix, Inc.                                                                     | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    133000 | PA      | $112271.90    | 0.02%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                          | Packaging Corp. of America                                                        | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      1623 | NS      | $207597.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                                   | Lowe's Cos., Inc.                                                                 | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    140000 | PA      | $124535.40    | 0.02%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Burlington Stores, Inc.                             | Burlington Stores, Inc.                                                           | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      2610 | NS      | $529203.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagship Credit Auto Trust                          | Flagship Credit Auto Trust, Series 2021-3, Class A                                | CUSIP: 33846QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    116434 | PA      | $112751.68    | 0.02%             | 2027-07-15      | Fixed         | 0.36%                 | Yes           |                  2 | On Loan: No      |
| Texas Instruments, Inc.                             | Texas Instruments, Inc.                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      2295 | NS      | $379179.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                            | Energizer Holdings, Inc.                                                          | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      2903 | NS      | $97395.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Holdings, Inc.                               | Nomura Holdings, Inc.                                                             | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $218855.50    | 0.04%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                 | Iron Mountain, Inc.                                                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |       277 | NS      | $13808.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna, Inc.                                       | Moderna, Inc.                                                                     | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       315 | NS      | $56580.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                                    | Salesforce, Inc.                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       953 | NS      | $126358.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PHH Mortgage Trust                                  | PHH Mortgage Trust, Series 2008-CIM2, Class 5A1                                   | CUSIP: 69338AAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1073 | PA      | $1002.89      | 0.00%             | 2038-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                       | Duquesne Light Holdings, Inc.                                                     | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    146000 | PA      | $114196.82    | 0.02%             | 2032-01-07      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.        | Fidelity National Information Services, Inc.                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       570 | NS      | $38674.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage, Inc.                           | Extra Space Storage, Inc.                                                         | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       122 | NS      | $17955.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                         | Garmin Ltd.                                                                       | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |      1783 | NS      | $164553.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton, Inc.                                     | DR Horton, Inc.                                                                   | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       299 | NS      | $26652.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Athene Global Funding                               | Athene Global Funding                                                             | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123862.68    | 0.02%             | 2029-01-07      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $176822.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Align Technology, Inc.                              | Align Technology, Inc.                                                            | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        66 | NS      | $13919.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                        | Oracle Corp.                                                                      | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    170000 | PA      | $156138.94    | 0.03%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ferguson plc                                        | Ferguson plc                                                                      | CUSIP: N/A<br>LEI: 213800DU1LGY3R2S2X42       | Long             | EC               | CORP              | JE        |      5776 | NS      | $725141.46    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Lamar Advertising Co.                               | Lamar Advertising Co., Class A                                                    | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      1247 | NS      | $117716.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                      | LCI Industries                                                                    | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |       739 | NS      | $68320.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp.                                           | CSX Corp.                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      2033 | NS      | $62982.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                | Analog Devices, Inc.                                                              | CUSIP: 032654AN5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133505.88    | 0.03%             | 2026-12-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                    | Pernod Ricard SA                                                                  | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |      1656 | NS      | $325772.77    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                           | Mid-America Apartments LP                                                         | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113774.10    | 0.02%             | 2028-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC Gold Pools, Other                                                           | CUSIP: 3132XFJB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $861856.97    | 0.17%             | 2028-11-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                | American Tower Corp.                                                              | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    170000 | PA      | $143967.20    | 0.03%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                        | Samsung Electronics Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |     32720 | NS      | $1436186.92   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Core Bond Fund                             | JPMorgan Core Bond Fund, Class R6                                                 | CUSIP: 4812C0100<br>LEI: DQ695W4P67V7A4LC6I09 | Long             |  | RF                | US        |   3788238 | NS      | $38299088.81  | 7.44%             |  |  |  | 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      | $-8372.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems, Inc.                      | Monolithic Power Systems, Inc.                                                    | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        38 | NS      | $13437.18     | 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      | $-1509.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                 | DT Auto Owner Trust, Series 2021-3A, Class C                                      | CUSIP: 23344QAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    133000 | PA      | $124463.93    | 0.02%             | 2027-05-17      | Fixed         | 0.87%                 | Yes           |                  2 | On Loan: No      |
| Zoetis, Inc.                                        | Zoetis, Inc.                                                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       444 | NS      | $65068.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                  | State Street Corp.                                                                | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33045.60     | 0.01%             | 2028-11-04      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks, Inc.                            | Palo Alto Networks, Inc.                                                          | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      2767 | NS      | $386107.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                       | Equinix, Inc.                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        90 | NS      | $58952.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140LEBC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $480020.90    | 0.09%             | 2031-11-01      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp.-Liberty SiriusXM                | Liberty Media Corp.-Liberty SiriusXM, Class C                                     | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3899 | NS      | $152567.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay, Inc.                                          | eBay, Inc.                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       513 | NS      | $21274.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp.                                        | Cintas Corp.                                                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        84 | NS      | $37936.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                                  | Best Buy Co., Inc.                                                                | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      1300 | NS      | $104273.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** JPMorgan Trust I

**Signature:** Timothy J. Clemens

**Name of Signer:** Timothy J. Clemens

**Title:** Treasurer and Principal Financial Officer