# EDGAR Filing Document

**Accession Number:** 0000914209
**File Stem:** 0001752724-25-203465
**Filing Date:** 2025-8
**Character Count:** 940354
**Document Hash:** 3ed1b9a39e4525100e6438376cdf7e3d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-203465.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-203465

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20250930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07121
- **FILM NUMBER:** 251253176

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

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

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

## Series and Classes Contracts Data

### Putnam Dynamic Asset Allocation Conservative Fund (Series ID: S000000779)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000002313 | Class A shares | PACAX           |
| C000002315 | Class C shares | PACCX           |
| C000002317 | Class R shares | PACRX           |
| C000002318 | Class Y shares | PACYX           |
| C000117947 | Class R5       |  |
| C000117948 | Class R6       |  |
| C000174662 | Class P Shares |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

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

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

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

- **b. EDGAR series identifier (if any):** S000000779

- **c. LEI of Series:** 549300NETFHIDLGCN871

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $643568746.76

**Total Liabilities:** $72089940.44

**Net Assets:** $571478806.32

**Delayed Delivery Securities:** $64634735.54

**Cash Not Reported:** $63734.60

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3628.06000000 | **1-Year:** 16285.96000000 | **5-Year:** 39892.19000000 | **10-Year:** 50430.18000000 | **30-Year:** 18107.87000000

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

- **3-Month:** 193.92000000 | **1-Year:** 1960.47000000 | **5-Year:** 4981.70000000 | **10-Year:** 1205.97000000 | **30-Year:** 11.93000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000117947 | 0.52%                | 1.59%                | 2.58%                |
| Class ID C000174662 | 0.43%                | 1.60%                | 2.59%                |
| Class ID C000002315 | 0.34%                | 1.54%                | 2.56%                |
| Class ID C000002317 | 0.36%                | 1.64%                | 2.50%                |
| Class ID C000002318 | 0.42%                | 1.60%                | 2.59%                |
| Class ID C000117948 | 0.43%                | 1.60%                | 2.59%                |
| Class ID C000002313 | 0.40%                | 1.51%                | 2.60%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3885755.06              | $-228447.73                                |
| Month 2  | $41010.90                | $21315506.22                               |
| Month 3  | $1184802.80              | $16419951.58                               |

**Designated Index Information**

- **Index Name:** 25%R3000 65%USAgg 5%EAFE 5%IBofAHYDev

- **Index Identifier:** IDX01292

### Schedule of Portfolio Investments

| Name                                                                                  | Title                                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1047863.76   | 0.18%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CBRE Group, Inc.                                                                      | CBRE Group, Inc., Class A                                                             | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      5451 | NS      | $763794.12    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier, Inc.                                                                      | Bombardier, Inc.                                                                      | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10509.50     | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                            | Mars, Inc.                                                                            | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26346.39     | 0.00%             | 2031-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Third Coast Bancshares, Inc.                                                          | Third Coast Bancshares, Inc.                                                          | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       343 | NS      | $11205.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                       | Intercontinental Exchange, Inc.                                                       | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       711 | NS      | $130447.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC STACR Debt Notes                                                                | FHLMC STACR Debt Notes, Series 2015-DNA3, Class M3                                    | CUSIP: 3137G0GW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46216 | PA      | $46752.51     | 0.01%             | 2028-04-25      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                              | Energizer Holdings, Inc.                                                              | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28401.28     | 0.00%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                        | Constellium SE                                                                        | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | DBT              | CORP              | FR        |    105000 | PA      | $119287.76    | 0.02%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2013-CR13, Class D                                        | CUSIP: 12630BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    299000 | PA      | $170851.59    | 0.03%             | 2046-11-10      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                           | Toll Brothers Finance Corp.                                                           | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $127367.53    | 0.02%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  15403000 | PA      | $205047.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1999854.94   | 0.35%             | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                     | Wells Fargo & Co.                                                                     | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2203000 | PA      | $2012502.10   | 0.35%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CVS Pass Through Trust                                                                | CVS Pass-Through Trust                                                                | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17539 | PA      | $17789.81     | 0.00%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties                                                               | COPT Defense Properties                                                               | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |       405 | NS      | $11169.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jamestown CLO IX Ltd.                                                                 | Jamestown CLO IX Ltd., Series 2016-9A, Class A2RR                                     | CUSIP: 47048JAZ6<br>LEI: 254900NFTK4YH0WYT485 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250468.75    | 0.04%             | 2034-07-25      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| PVH Corp.                                                                             | PVH Corp.                                                                             | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211575.31    | 0.04%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                          | Oracle Corp.                                                                          | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      6056 | NS      | $1324023.28   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Encino Acquisition Partners Holdings LLC                                              | Encino Acquisition Partners Holdings LLC                                              | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149082.91    | 0.03%             | 2028-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                               | Telefonica Emisiones SA                                                               | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    855000 | PA      | $719197.66    | 0.13%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2016-C04, Class 1M2                  | CUSIP: 30711XDA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    272049 | PA      | $278844.85    | 0.05%             | 2029-01-25      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                        | Morgan Stanley                                                                        | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    132000 | PA      | $133938.02    | 0.02%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                                                       | Eaton Corp. plc                                                                       | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       373 | NS      | $133157.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelis Insurance Holdings Ltd.                                                       | Fidelis Insurance Holdings Ltd.                                                       | CUSIP: N/A<br>LEI: 549300CDMGCAGJQ7DX03       | Long             | EC               | CORP              | BM        |       797 | NS      | $13214.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Industries, Inc.                                                             | Standard Industries, Inc.                                                             | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66322.65     | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| InterDigital, Inc.                                                                    | InterDigital, Inc.                                                                    | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       341 | NS      | $76462.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos, Inc.                                                                           | Sonos, Inc.                                                                           | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      1062 | NS      | $11480.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp.                                                                | Monster Beverage Corp.                                                                | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      2562 | NS      | $160483.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                                     | Chase Home Lending Mortgage Trust, Series 2025-7, Class A11                           | CUSIP: 16160AAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65000 | PA      | $65162.12     | 0.01%             | 2056-05-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                           | Beach Acquisition Bidco LLC                                                           | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | CORP              | US        |    100000 | PA      | $118784.48    | 0.02%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                          | Bain Capital Credit CLO Ltd., Series 2022-2A, Class A1                                | CUSIP: 05682GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250000.00    | 0.04%             | 2035-04-22      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ4B9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11912 | PA      | $12309.70     | 0.00%             | 2049-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                   | Synchrony Financial                                                                   | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      2192 | NS      | $146294.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trestles CLO IV Ltd.                                                                  | Trestles CLO IV Ltd., Series 2021-4A, Class A                                         | CUSIP: 89532WAA7<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250538.57    | 0.04%             | 2034-07-21      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | CDI                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   4518000 | PA      | $128869.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2025-R02, Class 1A1                  | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108215 | PA      | $108346.20    | 0.02%             | 2045-02-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| PRA Group, Inc.                                                                       | PRA Group, Inc.                                                                       | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159936.75    | 0.03%             | 2030-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                          | Cadence Design Systems, Inc.                                                          | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      4023 | NS      | $1239687.45   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate, Inc.                                                            | Anywhere Real Estate, Inc.                                                            | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |      3088 | NS      | $11178.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                                                                    | Lam Research Corp.                                                                    | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1921 | NS      | $186990.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co. Ltd.                                                                     | Mitsui & Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |     21200 | NS      | $432055.51    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $652.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gulfport Energy Corp.                                                                 | Gulfport Energy Corp.                                                                 | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |        57 | NS      | $11466.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abu Dhabi Islamic Bank PJSC                                                           | Abu Dhabi Islamic Bank PJSC                                                           | CUSIP: N/A<br>LEI: 5493006DOLY8O98XHD74       | Long             | EC               | CORP              | AE        |     44337 | NS      | $259583.19    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merchants Bancorp                                                                     | Merchants Bancorp                                                                     | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |       613 | NS      | $20271.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                                                                        | Enbridge, Inc.                                                                        | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $336412.46    | 0.06%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-10894.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rapid7, Inc.                                                                          | Rapid7, Inc.                                                                          | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |      1339 | NS      | $30971.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                    | CHS/Community Health Systems, Inc.                                                    | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63667.02     | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Euronext NV                                                                           | Euronext NV                                                                           | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |      4761 | NS      | $815759.27    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Hancock Whitney Corp.                                                                 | Hancock Whitney Corp.                                                                 | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      1269 | NS      | $72840.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp.                                                                   | Expand Energy Corp.                                                                   | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177204.30    | 0.03%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                           | Rogers Communications, Inc.                                                           | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    695000 | PA      | $705007.72    | 0.12%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BlackRock, Inc.                                                                       | BlackRock, Inc.                                                                       | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       650 | NS      | $682012.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch + Lomb Corp.                                                                   | Bausch + Lomb Corp.                                                                   | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52250.00     | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                          | Pacific Gas and Electric Co.                                                          | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    235000 | PA      | $238871.87    | 0.04%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                          | GS Mortgage Securities Trust, Series 2019-GC38, Class XA                              | CUSIP: 36252SAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3463012 | PA      | $108132.89    | 0.02%             | 2052-02-10      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                          | Humana, Inc.                                                                          | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    254000 | PA      | $262232.11    | 0.05%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M1                  | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19449 | PA      | $19564.47     | 0.00%             | 2043-07-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                     | Exxon Mobil Corp.                                                                     | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     16891 | NS      | $1820849.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                                                                  | Vulcan Materials Co.                                                                  | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      1596 | NS      | $416268.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp.                                                               | Louisiana-Pacific Corp.                                                               | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      1424 | NS      | $122449.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                                                        | Alphabet, Inc., Class A                                                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     33486 | NS      | $5901237.78   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                                                           | Brinker International, Inc.                                                           | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |       532 | NS      | $95935.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp.                                                                  | Addus HomeCare Corp.                                                                  | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |        92 | NS      | $10597.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management, Inc.                                                        | Apollo Global Management, Inc.                                                        | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |       747 | NS      | $55912.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Pass Through Trust                                                                | CVS Pass-Through Trust, Series 2013                                                   | CUSIP: 12665UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    164163 | PA      | $157375.90    | 0.03%             | 2036-01-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Hanesbrands, Inc.                                                                     | Hanesbrands, Inc.                                                                     | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116569.75    | 0.02%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                          | Hess Midstream Operations LP                                                          | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45698.90     | 0.01%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Expeditors International of Washington, Inc.                                          | Expeditors International of Washington, Inc.                                          | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      1161 | NS      | $132644.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Canadian Gaming Corp.                                                           | Great Canadian Gaming Corp., First Lien, CME Term Loan, B                             | CUSIP: C4111RAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     31013 | PA      | $30362.20     | 0.01%             | 2029-11-01      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                                  | Frontier Communications Holdings LLC                                                  | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62803.27     | 0.01%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                         | Walmart, Inc.                                                                         | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     37690 | NS      | $3685328.20   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                                                      | Zions Bancorp NA                                                                      | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      2651 | NS      | $137692.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                                                                       | CME Group, Inc.                                                                       | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      3755 | NS      | $1034953.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                                                                       | Ingredion, Inc.                                                                       | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |       931 | NS      | $126262.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                                                       | Citigroup, Inc.                                                                       | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    408000 | PA      | $404414.81    | 0.07%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                       | AES Corp. (The)                                                                       | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    316000 | PA      | $276418.05    | 0.05%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H030674<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6000000 | PA      | $5308030.74   | 0.93%             | 2055-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                                    | Berry Global, Inc.                                                                    | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13349.05     | 0.00%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6238.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617K4U70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13597 | PA      | $13029.66     | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                                   | Valero Energy Corp.                                                                   | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      5225 | NS      | $702344.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH plc                                                                               | CRH plc                                                                               | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |      8402 | NS      | $771303.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                                                                   | Clean Harbors, Inc.                                                                   | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51262.90     | 0.01%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                           | McGraw-Hill Education, Inc.                                                           | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99170.62     | 0.02%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                                 | PayPal Holdings, Inc.                                                                 | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     20130 | NS      | $1496061.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies, Inc.                                                            | Resideo Technologies, Inc.                                                            | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |       815 | NS      | $17978.90     | 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      | $-3812.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                                | Waste Management, Inc.                                                                | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       560 | NS      | $128139.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nouryon Finance BV                                                                    | Nouryon Finance BV, First Lien, November 2024 Dollar CME Term Loan, B2                | CUSIP: N8232NAM9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     34477 | PA      | $34682.20     | 0.01%             | 2028-04-03      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| D-Wave Quantum, Inc.                                                                  | D-Wave Quantum, Inc.                                                                  | CUSIP: 26740W109<br>LEI: 5493001U37G4PRD4GW95 | Long             | EC               | CORP              | US        |      1330 | NS      | $19471.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp.                                                                  | SoftBank Group Corp.                                                                  | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |      4000 | NS      | $290824.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                          | Wisconsin Electric Power Co.                                                          | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    174000 | PA      | $172301.71    | 0.03%             | 2034-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                              | Celanese US Holdings LLC                                                              | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    376000 | PA      | $389629.54    | 0.07%             | 2027-07-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Intrepid Potash, Inc.                                                                 | Intrepid Potash, Inc.                                                                 | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |       295 | NS      | $10540.35     | 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      | $1414.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                                 | Mexico Government Bond                                                                | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    350000 | PA      | $303625.00    | 0.05%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization Trust                                                    | Station Place Securitization Trust, Series 2024-5, Class A                            | CUSIP: 85778YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430000 | PA      | $430278.90    | 0.08%             | 2025-08-04      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2023-R01, Class 1M1                  | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18351 | PA      | $18833.80     | 0.00%             | 2042-12-25      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| OneSpan, Inc.                                                                         | OneSpan, Inc.                                                                         | CUSIP: 68287N100<br>LEI: 984500E502E6DC354D26 | Long             | EC               | CORP              | US        |       692 | NS      | $11549.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pertamina Hulu Energi PT                                                              | Pertamina Hulu Energi PT                                                              | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $202151.29    | 0.04%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tango Therapeutics, Inc.                                                              | Tango Therapeutics, Inc.                                                              | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3603 | NS      | $18447.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods, Inc.                                                                 | Cal-Maine Foods, Inc.                                                                 | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |       732 | NS      | $72929.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                                                          | AMETEK, Inc.                                                                          | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       838 | NS      | $151644.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO XVII Ltd.                                                        | Neuberger Berman CLO XVII Ltd., Series 2014-17A, Class AR3                            | CUSIP: 64129UCC7<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251000.00    | 0.04%             | 2038-07-22      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                     | Wells Fargo & Co.                                                                     | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160069.09    | 0.03%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                                    | Crown Castle, Inc.                                                                    | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    395000 | PA      | $388326.20    | 0.07%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                                         | WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR13, Class A2B            | CUSIP: 92922FB80<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83853 | PA      | $79866.29     | 0.01%             | 2034-11-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                                       | JH North America Holdings, Inc.                                                       | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40689.16     | 0.01%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd.                                                                            | Chubb Ltd.                                                                            | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       426 | NS      | $123420.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG                                         | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                             | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |       445 | NS      | $288953.84    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                                                   | Ascend Learning LLC, Second Lien, Initial CME Term Loan                               | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     37616 | PA      | $37756.95     | 0.01%             | 2029-12-10      | Variable      | 10.18%                | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-10891.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                   | Starwood Mortgage Residential Trust, Series 2020-3, Class A3                          | CUSIP: 85573MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    403000 | PA      | $361263.51    | 0.06%             | 2065-04-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                           | Amgen, Inc.                                                                           | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    384000 | PA      | $329050.24    | 0.06%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Balchem Corp.                                                                         | Balchem Corp.                                                                         | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |        71 | NS      | $11303.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2022-R08, Class 1M1                  | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26791 | PA      | $27402.04     | 0.00%             | 2042-07-25      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                          | Bain Capital Credit CLO Ltd., Series 2022-2A, Class A1R                               | CUSIP: 05682GAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250187.50    | 0.04%             | 2035-04-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140LV6S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2230905 | PA      | $1852180.73   | 0.32%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Under Armour, Inc.                                                                    | Under Armour, Inc.                                                                    | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71064.39     | 0.01%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Stoke Therapeutics, Inc.                                                              | Stoke Therapeutics, Inc.                                                              | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |      1729 | NS      | $19624.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group, Inc.                                                                    | CoStar Group, Inc.                                                                    | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |      5426 | NS      | $436250.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries, Inc.                                                                   | CF Industries, Inc.                                                                   | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97924.10     | 0.02%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                          | NVIDIA Corp.                                                                          | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    118621 | NS      | $18740931.79  | 3.28%             |  |  |  | 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      | $46.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25596 | PA      | $22770.80     | 0.00%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2024-R06, Class 1M1                  | CUSIP: 20755RAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21768 | PA      | $21775.01     | 0.00%             | 2044-09-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                            | PG&E Corp.                                                                            | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     16673 | NS      | $232421.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                                      | Amazon.com, Inc.                                                                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     56423 | NS      | $12378641.97  | 2.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG, Inc.                                                              | Venture Global LNG, Inc.                                                              | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75641.16     | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                                  | Ally Financial, Inc.                                                                  | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    263000 | PA      | $264556.24    | 0.05%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                           | Crescent Energy Finance LLC                                                           | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120157.13    | 0.02%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JUUV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17549 | PA      | $18300.58     | 0.00%             | 2049-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                              | Lloyds Banking Group plc                                                              | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    295000 | PA      | $294777.61    | 0.05%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                         | Freedom Mortgage Holdings LLC                                                         | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126446.50    | 0.02%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                                                                      | ServiceNow, Inc.                                                                      | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    426000 | PA      | $369340.45    | 0.06%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                                | Paraguay Government Bond                                                              | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $200110.00    | 0.04%             | 2027-03-27      | Fixed         | 4.70%                 | 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      | $-3405.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                       | Oncor Electric Delivery Co. LLC                                                       | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    463000 | PA      | $356424.00    | 0.06%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Equity LifeStyle Properties, Inc.                                                     | Equity LifeStyle Properties, Inc.                                                     | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      1954 | NS      | $120503.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                                                            | New Jersey Resources Corp.                                                            | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      1398 | NS      | $62658.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                        | Alimentation Couche-Tard, Inc.                                                        | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    296000 | PA      | $291359.08    | 0.05%             | 2027-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Xperi, Inc.                                                                           | Xperi, Inc.                                                                           | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1580 | NS      | $12497.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wrangler Holdco Corp.                                                                 | Wrangler Holdco Corp.                                                                 | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31255.53     | 0.01%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                                    | Johnson Controls International plc                                                    | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    336000 | PA      | $281079.59    | 0.05%             | 2064-07-02      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                        | Alimentation Couche-Tard, Inc.                                                        | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    198000 | PA      | $185100.03    | 0.03%             | 2030-01-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| OPENLANE, Inc.                                                                        | OPENLANE, Inc.                                                                        | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |       458 | NS      | $11198.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140J9SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1231910 | PA      | $1087061.14   | 0.19%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                               | Romania Government Bond                                                               | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    230000 | PA      | $222474.93    | 0.04%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                   | Petroleos Mexicanos                                                                   | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     98000 | PA      | $91137.33     | 0.02%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                                            | National Bank of Greece SA                                                            | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |     31888 | NS      | $406595.91    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4872.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                                                 | Interpublic Group of Cos., Inc. (The)                                                 | CUSIP: 460690BP4<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    744000 | PA      | $747937.94    | 0.13%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Credo Technology Group Holding Ltd.                                                   | Credo Technology Group Holding Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      1435 | NS      | $132866.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajinomoto Co., Inc.                                                                   | Ajinomoto Co., Inc.                                                                   | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |      3700 | NS      | $100355.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercantile Bank Corp.                                                                 | Mercantile Bank Corp.                                                                 | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |       231 | NS      | $10720.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                                                            | Essex Property Trust, Inc.                                                            | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       456 | NS      | $129230.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Ltd.                                                                     | Enstar Group Ltd.                                                                     | CUSIP: N/A<br>LEI: 213800AMAL5QFXVUCN04       | Long             | EC               | CORP              | BM        |       199 | NS      | $66935.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140L4G45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1334525 | PA      | $1127253.36   | 0.20%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ubiquiti, Inc.                                                                        | Ubiquiti, Inc.                                                                        | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       509 | NS      | $209529.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Commercial Mortgage Trust                                                    | Barclays Commercial Mortgage Trust, Series 2019-C3, Class C                           | CUSIP: 05550MAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121000 | PA      | $107105.44    | 0.02%             | 2052-05-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                                                    | Nouryon Finance BV, First Lien, November 2024 Dollar CME Term Loan, B1                | CUSIP: N8232NAL1<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     62957 | PA      | $63331.40     | 0.01%             | 2028-04-03      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                                | Mauser Packaging Solutions Holding Co.                                                | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81411.36     | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RingCentral, Inc.                                                                     | RingCentral, Inc., Class A                                                            | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |      4998 | NS      | $141693.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Symphony CLO XXXII Ltd.                                                               | Symphony CLO XXXII Ltd., Series 2022-32A, Class A1                                    | CUSIP: 87168NAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250228.23    | 0.04%             | 2035-04-23      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                                                       | Hilton Worldwide Holdings, Inc.                                                       | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      5002 | NS      | $1332232.68   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                                                | Tenet Healthcare Corp.                                                                | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189819.54    | 0.03%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $883.13       | 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      | $1583.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryanair Holdings plc                                                                  | Ryanair Holdings plc                                                                  | CUSIP: N/A<br>LEI: 635400BR2ROC1FVEBQ56       | Long             | EC               | CORP              | IE        |      2929 | NS      | $83083.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 5036, Class IK                                                          | CUSIP: 3137F6TK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2194797 | PA      | $449985.97    | 0.08%             | 2050-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 31418CBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1476134 | PA      | $1312133.90   | 0.23%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                               | Hyundai Capital America                                                               | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    380000 | PA      | $400911.62    | 0.07%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BankUnited Trust                                                                      | BankUnited Trust, Series 2005-1, Class 1A1                                            | CUSIP: 06652DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35517 | PA      | $33302.89     | 0.01%             | 2045-09-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Northwest Natural Holding Co.                                                         | Northwest Natural Holding Co.                                                         | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |       315 | NS      | $12511.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares, Inc.                                                            | Northwest Bancshares, Inc.                                                            | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       839 | NS      | $10722.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity, Inc.                                                                        | Doximity, Inc., Class A                                                               | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2474 | NS      | $151755.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alumis, Inc.                                                                          | Alumis, Inc.                                                                          | CUSIP: 022307102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2009 | NS      | $6027.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                                                                   | Herc Holdings, Inc.                                                                   | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41074.36     | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                                  | Otis Worldwide Corp.                                                                  | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    182000 | PA      | $167969.87    | 0.03%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                                | Northrop Grumman Corp.                                                                | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1975 | NS      | $987460.50    | 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      | $-9140.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                                                           | NN Group NV                                                                           | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |       467 | NS      | $31073.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H040673<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2000000 | PA      | $1859865.58   | 0.33%             | 2055-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                                | RWE AG                                                                                | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |      1811 | NS      | $75678.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                             | KLA Corp.                                                                             | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       166 | NS      | $148692.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                                                                  | Curtiss-Wright Corp.                                                                  | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       360 | NS      | $175878.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IPALCO Enterprises, Inc.                                                              | IPALCO Enterprises, Inc.                                                              | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120087.25    | 0.02%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Resecuritization Trust                                                 | Morgan Stanley Resecuritization Trust, Series 2015-R4, Class CB1                      | CUSIP: 61690WAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24205 | PA      | $24178.73     | 0.00%             | 2047-08-26      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                                                  | ENEOS Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |     44900 | NS      | $222561.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    450000 | PA      | $443336.03    | 0.08%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                        | Morgan Stanley                                                                        | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    305000 | PA      | $310393.53    | 0.05%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities, Inc.                                               | Mid-America Apartment Communities, Inc.                                               | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       817 | NS      | $120924.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Finance Corp. Ltd.                                                              | Power Finance Corp. Ltd.                                                              | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $191834.45    | 0.03%             | 2030-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                                                              | Option Care Health, Inc.                                                              | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |      1123 | NS      | $36475.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp.                                                                          | Subaru Corp.                                                                          | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |     10600 | NS      | $183765.79    | 0.03%             |  |  |  | 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        |      4694 | NS      | $506154.02    | 0.09%             |  |  |  | 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      | $-2793.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Financial Institutions, Inc.                                                          | Financial Institutions, Inc.                                                          | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       432 | NS      | $11093.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                                                         | Gartner, Inc.                                                                         | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88958.32     | 0.02%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp. / Six Flags Theme Parks, Inc. / Canada's Wonderland Co. | Six Flags Entertainment Corp. / Six Flags Theme Parks, Inc. / Canada's Wonderland Co. | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36122.09     | 0.01%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC / BRS Finance Corp.                                               | Big River Steel LLC / BRS Finance Corp.                                               | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $84732.65     | 0.01%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                                                      | Sony Group Corp.                                                                      | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |     22400 | NS      | $582407.31    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                              | Bristol-Myers Squibb Co.                                                              | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     13422 | NS      | $621304.38    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | ETRSI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   9371474 | PA      | $227410.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA, Series 2016-H16, Class LI                                                       | CUSIP: 38376RWN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2073806 | PA      | $93947.57     | 0.02%             | 2066-07-20      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                              | Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE6, Class M1                   | CUSIP: 61744CFB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40580 | PA      | $39608.18     | 0.01%             | 2034-08-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| CSL Ltd.                                                                              | CSL Ltd.                                                                              | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |       142 | NS      | $22430.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TechnipFMC plc                                                                        | TechnipFMC plc                                                                        | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |      4695 | NS      | $161695.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings, Inc.                                                                | Hilltop Holdings, Inc.                                                                | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      1453 | NS      | $44098.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                                                       | Eli Lilly & Co.                                                                       | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    166000 | PA      | $152234.42    | 0.03%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                       | Eli Lilly & Co.                                                                       | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      4811 | NS      | $3750318.83   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman International LLC                                                            | Huntsman International LLC                                                            | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    266000 | PA      | $252464.77    | 0.04%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Danaher Corp.                                                                         | Danaher Corp.                                                                         | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       663 | NS      | $130969.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings, Inc.                                          | American Axle & Manufacturing Holdings, Inc.                                          | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |      6875 | NS      | $28050.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO Distribution, Inc.                                                              | WESCO Distribution, Inc.                                                              | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88435.70     | 0.02%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Proto Labs, Inc.                                                                      | Proto Labs, Inc.                                                                      | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |       407 | NS      | $16296.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries, Inc.                                                                   | CF Industries, Inc.                                                                   | CUSIP: 12527GAH6<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    238000 | PA      | $238220.10    | 0.04%             | 2026-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                                   | Bausch + Lomb Corp.                                                                   | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | DBT              | CORP              | CA        |    100000 | PA      | $118754.88    | 0.02%             | 2031-01-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, Series 2021-28, Class NI                                                        | CUSIP: 3136BHKQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3361592 | PA      | $346462.43    | 0.06%             | 2041-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                                  | American Tower Corp.                                                                  | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    462000 | PA      | $414558.29    | 0.07%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                            | Mars, Inc.                                                                            | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55686.42     | 0.01%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp.                                                                 | Deckers Outdoor Corp.                                                                 | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       526 | NS      | $54214.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods, Inc.                                                            | United Natural Foods, Inc.                                                            | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |       395 | NS      | $9207.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First-Citizens Bank & Trust Co.                                                       | First-Citizens Bank & Trust Co.                                                       | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    647000 | PA      | $671883.61    | 0.12%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                             | Sunoco LP                                                                             | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91559.14     | 0.02%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury 2 Year Notes                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       287 | NC      | $209719.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Grindr, Inc.                                                                          | Grindr, Inc.                                                                          | CUSIP: 39854F101<br>LEI: 254900J9EDQSYT0ERQ67 | Long             | EC               | CORP              | US        |      1517 | NS      | $34435.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                                         | Comcast Corp.                                                                         | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    137000 | PA      | $77103.62     | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                             | South Bow USA Infrastructure Holdings LLC                                             | CUSIP: 83007CAC6<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225799.34    | 0.04%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                                           | Crocs, Inc.                                                                           | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47743.96     | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                        | Alphabet, Inc., Class C                                                               | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     12715 | NS      | $2255513.85   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                       | WFRBS Commercial Mortgage Trust, Series 2011-C3, Class D                              | CUSIP: 92935VAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171704 | PA      | $57949.98     | 0.01%             | 2044-03-15      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | S&P 500 E-Mini Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -390 | NC      | $-4321012.80  | -0.76%            |  |  |  | No            |                  1 | On Loan: No      |
| Cloud Software Group, Inc.                                                            | Cloud Software Group, Inc.                                                            | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80796.64     | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mineralys Therapeutics, Inc.                                                          | Mineralys Therapeutics, Inc.                                                          | CUSIP: 603170101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       693 | NS      | $9376.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GGAM Finance Ltd.                                                                     | GGAM Finance Ltd.                                                                     | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     25000 | PA      | $25793.65     | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Informa plc                                                                           | Informa plc                                                                           | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |      9221 | NS      | $102087.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                                | Aramark Services, Inc.                                                                | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    122000 | PA      | $121626.18    | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA                                                                                  | CUSIP: 3140FXFM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323555 | PA      | $302086.21    | 0.05%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials                                                         | Foundation Building Materials, Inc., First Lien, 2025 Incremental CME Term Loan       | CUSIP: 35039KAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5000 | PA      | $4945.33      | 0.00%             | 2031-01-29      | Variable      | 9.55%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                | Truist Financial Corp.                                                                | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154526.49    | 0.03%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                           | McGraw-Hill Education, Inc.                                                           | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55369.27     | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                                             | Shell plc                                                                             | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     30098 | NS      | $1057026.64   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                          | Uruguay Government Bond                                                               | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     50000 | PA      | $59789.50     | 0.01%             | 2036-03-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Nissin Foods Holdings Co. Ltd.                                                        | Nissin Foods Holdings Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 529900YMZMNSHC1W6V41       | Long             | EC               | CORP              | JP        |      2300 | NS      | $47782.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                       | Intercontinental Exchange, Inc.                                                       | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     98000 | PA      | $97593.48     | 0.02%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences, Inc.                                                          | Neurocrine Biosciences, Inc.                                                          | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      5972 | NS      | $750620.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins, Inc.                                                                         | Cummins, Inc.                                                                         | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       396 | NS      | $129690.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                           | RHP Hotel Properties LP / RHP Finance Corp.                                           | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $92620.98     | 0.02%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                               | Boston Scientific Corp.                                                               | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      5886 | NS      | $632215.26    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                         | UBS Commercial Mortgage Trust, Series 2017-C7, Class XA                               | CUSIP: 90276WAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2505055 | PA      | $50892.95     | 0.01%             | 2050-12-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Insmed, Inc.                                                                          | Insmed, Inc.                                                                          | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |      1366 | NS      | $137474.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp.                                                                            | News Corp.                                                                            | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     57000 | PA      | $55819.99     | 0.01%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                                          | Intuit, Inc.                                                                          | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       196 | NS      | $154375.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson plc                                                              | Willis Towers Watson plc                                                              | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |        58 | NS      | $17777.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hungary                                                                               | Hungary Government Bond                                                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $201873.35    | 0.04%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                         | Owens Corning                                                                         | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       928 | NS      | $127618.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers, Inc.                                                                 | Scorpio Tankers, Inc.                                                                 | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |      1471 | NS      | $57560.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mars, Inc.                                                                            | Mars, Inc.                                                                            | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    295000 | PA      | $297459.42    | 0.05%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $193909.47    | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rhythm Pharmaceuticals, Inc.                                                          | Rhythm Pharmaceuticals, Inc.                                                          | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |       203 | NS      | $12827.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                                                          | CaixaBank SA                                                                          | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $206898.75    | 0.04%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Urban Outfitters, Inc.                                                                | Urban Outfitters, Inc.                                                                | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |       303 | NS      | $21979.62     | 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      | $-141.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                               | BPCE SA                                                                               | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    410000 | PA      | $412831.89    | 0.07%             | 2027-01-18      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                     | Taylor Morrison Communities, Inc.                                                     | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59828.73     | 0.01%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment, Inc.                                                              | Penn Entertainment, Inc.                                                              | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $79812.93     | 0.01%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Trustmark Corp.                                                                       | Trustmark Corp.                                                                       | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      1228 | NS      | $44772.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TMS International Corp.                                                               | TMS International Corp.                                                               | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85646.92     | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chobani Holdco II LLC                                                                 | Chobani Holdco II LLC                                                                 | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31258 | PA      | $33551.43     | 0.01%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                                          | Prysmian SpA                                                                          | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |      5926 | NS      | $419556.18    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hayfin US XIV Ltd.                                                                    | Hayfin US XIV Ltd., Series 2021-14A, Class A1                                         | CUSIP: 42088AAA2<br>LEI: 5493000YWK38UXBNS724 | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $150368.23    | 0.03%             | 2034-07-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                                        | WP Carey, Inc.                                                                        | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      2147 | NS      | $133929.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co.                                                               | Abercrombie & Fitch Co., Class A                                                      | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |       607 | NS      | $50289.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Andes SA                                                                          | AES Andes SA                                                                          | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $204202.20    | 0.04%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2023-HQA3, Class M1                                   | CUSIP: 35564K3G2<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |     30798 | PA      | $31054.51     | 0.01%             | 2043-11-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                                        | Long Beach Mortgage Loan Trust, Series 2004-1, Class A2                               | CUSIP: 542514FE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200476 | PA      | $200687.69    | 0.04%             | 2034-02-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Snowflake, Inc.                                                                       | Snowflake, Inc., Class A                                                              | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       919 | NS      | $205644.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd.                                                                        | BHP Group Ltd.                                                                        | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |      1216 | NS      | $29114.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                       | CSAIL Commercial Mortgage Trust, Series 2019-C17, Class AS                            | CUSIP: 12597BAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194000 | PA      | $175896.09    | 0.03%             | 2052-09-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                             | Danone SA                                                                             | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |      4698 | NS      | $384406.03    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                             | Sanofi SA                                                                             | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |      9908 | NS      | $959230.27    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                        | Hewlett Packard Enterprise Co.                                                        | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    107000 | PA      | $98896.93     | 0.02%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                                   | Citigroup Mortgage Loan Trust, Inc., Series 2005-2, Class 1A2A                        | CUSIP: 17307GQZ4<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     55692 | PA      | $55004.55     | 0.01%             | 2035-05-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Limbach Holdings, Inc.                                                                | Limbach Holdings, Inc.                                                                | CUSIP: 53263P105<br>LEI: 254900EW8KXT5ZTWQI30 | Long             | EC               | CORP              | US        |       110 | NS      | $15411.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova, Inc.                                                                      | GE Vernova, Inc.                                                                      | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       405 | NS      | $214305.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Next plc                                                                              | Next plc                                                                              | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |       508 | NS      | $86763.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kodiak Gas Services, Inc.                                                             | Kodiak Gas Services, Inc.                                                             | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       288 | NS      | $9869.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA, Series 2021-117, Class MI                                                       | CUSIP: 38382WEX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3418315 | PA      | $547918.60    | 0.10%             | 2042-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                       | Live Nation Entertainment, Inc.                                                       | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50772.70     | 0.01%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                                 | Petronas Capital Ltd.                                                                 | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    220000 | PA      | $224598.53    | 0.04%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                               | Waste Connections, Inc.                                                               | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $70775.67     | 0.01%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                                                        | Fortescue Ltd.                                                                        | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |     23823 | NS      | $239474.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                                    | Hyatt Hotels Corp.                                                                    | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    132000 | PA      | $134768.18    | 0.02%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GSK plc                                                                               | GSK plc                                                                               | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |      7870 | NS      | $150053.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                               | Republic Services, Inc., Class A                                                      | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       519 | NS      | $127990.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd.                                                                    | Everest Group Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |       377 | NS      | $128123.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR CLO 52 Ltd.                                                                       | KKR CLO 52 Ltd., Series 2023-52A, Class A2                                            | CUSIP: 48255XAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250000.00    | 0.04%             | 2036-07-16      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                      | GE HealthCare Technologies, Inc.                                                      | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170037.17    | 0.03%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                           | Apple, Inc.                                                                           | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     67997 | NS      | $13950944.49  | 2.44%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VVZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5150836 | PA      | $4575915.07   | 0.80%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJVH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14719 | PA      | $15186.24     | 0.00%             | 2049-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Global Partners LP / GLP Finance Corp.                                                | Global Partners LP / GLP Finance Corp.                                                | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $136990.42    | 0.02%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                              | Motorola Solutions, Inc.                                                              | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     78000 | PA      | $69262.99     | 0.01%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                        | Constellium SE, Class A                                                               | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |      4359 | NS      | $57974.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                                                          | Apple Hospitality REIT, Inc.                                                          | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |       848 | NS      | $9896.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2016-C01, Class 1M2                  | CUSIP: 30711XBM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    131797 | PA      | $135686.96    | 0.02%             | 2028-08-25      | Floating      | 11.17%                | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd.                                                | Check Point Software Technologies Ltd.                                                | CUSIP: N/A<br>LEI: 2549003ZVBH73EPNS513       | Long             | EC               | CORP              | IL        |       400 | NS      | $88500.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                                                       | Automatic Data Processing, Inc.                                                       | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      5891 | NS      | $1816784.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd.                                                                      | SiriusPoint Ltd.                                                                      | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | BM        |       818 | NS      | $16679.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quikrete Holdings, Inc.                                                               | Quikrete Holdings, Inc.                                                               | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56591.97     | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nurix Therapeutics, Inc.                                                              | Nurix Therapeutics, Inc.                                                              | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       971 | NS      | $11059.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                            | AAdvantage Loyalty IP Ltd., First Lien, CME Term Loan                                 | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     39722 | PA      | $39520.41     | 0.01%             | 2028-04-20      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                        | Protective Life Global Funding                                                        | CUSIP: 74368CBV5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    195000 | PA      | $201867.09    | 0.04%             | 2028-12-08      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| DoorDash, Inc.                                                                        | DoorDash, Inc., Class A                                                               | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      9786 | NS      | $2412346.86   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                                                          | Fiserv, Inc.                                                                          | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       790 | NS      | $136203.90    | 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      | $-647.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $212.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DexKo Global, Inc.                                                                    | DexKo Global, Inc., First Lien, Closing Date Dollar CME Term Loan                     | CUSIP: 25213YAU9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49718 | PA      | $47699.34     | 0.01%             | 2028-10-04      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                                                  | NextEra Energy, Inc.                                                                  | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     15603 | NS      | $1083160.26   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                                                                | Howmet Aerospace, Inc.                                                                | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    436000 | PA      | $417158.30    | 0.07%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GEO Group, Inc. (The)                                                                 | GEO Group, Inc. (The)                                                                 | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |       431 | NS      | $10322.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Recruit Holdings Co. Ltd.                                                             | Recruit Holdings Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |      8700 | NS      | $511617.76    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                                                 | Ahead DB Holdings LLC                                                                 | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45168.03     | 0.01%             | 2028-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                                   | Newell Brands, Inc.                                                                   | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29259.72     | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                                                          | Komatsu Ltd.                                                                          | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |      1500 | NS      | $49490.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-186.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                                | Southwest Airlines Co.                                                                | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     27293 | NS      | $885384.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 5121, Class KI                                                          | CUSIP: 3137H0LW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2429814 | PA      | $541081.03    | 0.09%             | 2051-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| adidas AG                                                                             | adidas AG                                                                             | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |       306 | NS      | $71429.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dornoch Debt Merger Sub, Inc.                                                         | Dornoch Debt Merger Sub, Inc.                                                         | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $65929.06     | 0.01%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ4U7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32752 | PA      | $34318.00     | 0.01%             | 2049-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hudson Technologies, Inc.                                                             | Hudson Technologies, Inc.                                                             | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2169 | NS      | $17612.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Note                                                                    | CUSIP: 91282CAT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    236000 | PA      | $232884.09    | 0.04%             | 2025-10-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                           | Service Corp. International                                                           | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50591.82     | 0.01%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2021-HQA4, Class M1                                   | CUSIP: 35564KNK1<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |     34510 | PA      | $34460.67     | 0.01%             | 2041-12-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-417.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                                 | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                                 | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54640.16     | 0.01%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Toll Brothers, Inc.                                                                   | Toll Brothers, Inc.                                                                   | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      1254 | NS      | $143119.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2021-DNA7, Class M2                                   | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |    346000 | PA      | $348664.96    | 0.06%             | 2041-11-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                                                          | Dai-ichi Life Holdings, Inc.                                                          | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |      7400 | NS      | $56259.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Energizer Gamma Acquisition BV                                                        | Energizer Gamma Acquisition BV                                                        | CUSIP: N/A<br>LEI: 5493002SUYZDHEQ3JN34       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $112814.51    | 0.02%             | 2029-06-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FDJ United                                                                            | FDJ United                                                                            | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |      1874 | NS      | $73536.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryohin Keikaku Co. Ltd.                                                               | Ryohin Keikaku Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 549300PMNF56J66BY371       | Long             | EC               | CORP              | JP        |      7200 | NS      | $345303.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Birch Grove CLO 2 Ltd.                                                                | Birch Grove CLO 2 Ltd., Series 2021-2A, Class A1R                                     | CUSIP: 09077LAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250235.77    | 0.04%             | 2037-10-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                                    | Deutsche Boerse AG                                                                    | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |      2731 | NS      | $892189.15    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd.                                                                 | Sonic Healthcare Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |      9106 | NS      | $160731.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Excelerate Energy, Inc.                                                               | Excelerate Energy, Inc., Class A                                                      | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       369 | NS      | $10819.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JD.com, Inc.                                                                          | JD.com, Inc., Class A                                                                 | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |      7350 | NS      | $120042.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 5024, Class HI                                                          | CUSIP: 3137FWKE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2193623 | PA      | $500530.47    | 0.09%             | 2050-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SBI Holdings, Inc.                                                                    | SBI Holdings, Inc.                                                                    | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | EC               | CORP              | JP        |     13700 | NS      | $477378.45    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group plc                                                                     | Compass Group plc                                                                     | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |     19791 | NS      | $670360.93    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Rayonier Advanced Materials, Inc.                                                     | Rayonier Advanced Materials, Inc.                                                     | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |      2708 | NS      | $10425.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox, Inc.                                                                         | Dropbox, Inc., Class A                                                                | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      4676 | NS      | $133733.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Edison Co.                                                               | Commonwealth Edison Co.                                                               | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    172000 | PA      | $183876.93    | 0.03%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Lantheus Holdings, Inc.                                                               | Lantheus Holdings, Inc.                                                               | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |       762 | NS      | $62377.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                                                             | RTX Corp.                                                                             | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70562.40     | 0.01%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                              | WESCO Distribution, Inc.                                                              | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36200.22     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, Series 2024-98, Class FA                                                        | CUSIP: 3136BUCU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243122 | PA      | $243306.25    | 0.04%             | 2053-12-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                                 | Cheniere Energy, Inc.                                                                 | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      6135 | NS      | $1493995.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $257.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                        | Carnival Corp.                                                                        | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    251000 | PA      | $245823.13    | 0.04%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ross Stores, Inc.                                                                     | Ross Stores, Inc.                                                                     | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       851 | NS      | $108570.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners, Inc.                                                      | Virtus Investment Partners, Inc.                                                      | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       192 | NS      | $34828.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp.                                                                         | Veralto Corp.                                                                         | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      1268 | NS      | $128004.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McAfee Corp.                                                                          | McAfee Corp.                                                                          | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89809.56     | 0.02%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| National Health Investors, Inc.                                                       | National Health Investors, Inc.                                                       | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |       147 | NS      | $10307.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                                                  | American Express Co.                                                                  | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       567 | NS      | $180861.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                                                          | Marriott International, Inc., Series GG                                               | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    405000 | PA      | $368368.95    | 0.06%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                       | CFCRE Commercial Mortgage Trust, Series 2011-C2, Class E                              | CUSIP: 12527DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $130466.80    | 0.02%             | 2047-12-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                         | JDE Peet's NV                                                                         | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $142771.92    | 0.02%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury 5 Year Notes                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       361 | NC      | $402966.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties LP                                                                    | VICI Properties LP                                                                    | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    290000 | PA      | $290563.06    | 0.05%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                  | ERAC USA Finance LLC                                                                  | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    111000 | PA      | $109429.72    | 0.02%             | 2026-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                          | AbbVie, Inc.                                                                          | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234566.28    | 0.04%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                               | Uber Technologies, Inc.                                                               | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      3647 | NS      | $340265.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Partners of America Trust                                                        | Home Partners of America Trust, Series 2021-2, Class C                                | CUSIP: 43732VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    191983 | PA      | $184202.21    | 0.03%             | 2026-12-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                        | Jefferson Capital Holdings LLC                                                        | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $105833.40    | 0.02%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                                                 | Spotify Technology SA                                                                 | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |      1282 | NS      | $983729.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp. (The)                                                                  | Allstate Corp. (The)                                                                  | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      5082 | NS      | $1023057.42   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK International, Inc.                                                               | NPK International, Inc.                                                               | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |      1671 | NS      | $14220.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTracker, Inc.                                                                      | NEXTracker, Inc., Class A                                                             | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       316 | NS      | $17180.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc           | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    100000 | PA      | $105906.99    | 0.02%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                               | Waste Connections, Inc.                                                               | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     48000 | PA      | $43858.69     | 0.01%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                                 | Camden Property Trust                                                                 | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      1103 | NS      | $124297.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                                                  | Edison International                                                                  | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     20049 | NS      | $1034528.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior SA                                         | Banco Latinoamericano de Comercio Exterior SA, Class E                                | CUSIP: N/A<br>LEI: 549300CN3134K4LC0651       | Long             | EC               | NUSS              | PA        |       463 | NS      | $18658.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marks & Spencer Group plc                                                             | Marks & Spencer Group plc                                                             | CUSIP: N/A<br>LEI: 213800EJP14A79ZG1X44       | Long             | EC               | CORP              | GB        |      3530 | NS      | $17180.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Berry Corp.                                                                           | Berry Corp.                                                                           | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4067 | NS      | $11265.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products, Inc.                                                          | Mueller Water Products, Inc., Class A                                                 | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |       578 | NS      | $13895.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                                                                 | MGIC Investment Corp.                                                                 | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      5089 | NS      | $141677.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                                                  | American Tower Corp.                                                                  | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    526000 | PA      | $513678.29    | 0.09%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                     | Johnson & Johnson                                                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      6958 | NS      | $1062834.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                       | Oncor Electric Delivery Co. LLC                                                       | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     91000 | PA      | $87086.38     | 0.02%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                     | Merck & Co., Inc.                                                                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     20206 | NS      | $1599506.96   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp.                                                             | Blueprint Medicines Corp.                                                             | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |       128 | NS      | $16407.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                                                      | Mastercard, Inc., Class A                                                             | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      8484 | NS      | $4767498.96   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                        | Jefferson Capital Holdings LLC                                                        | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62216.38     | 0.01%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Innospec, Inc.                                                                        | Innospec, Inc.                                                                        | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |       365 | NS      | $30692.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                                                          | Barclays plc                                                                          | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |    121302 | NS      | $560508.70    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                              | Lloyds Banking Group plc                                                              | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |    447516 | NS      | $470571.13    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                          | Royal Caribbean Cruises Ltd.                                                          | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     55000 | PA      | $55370.37     | 0.01%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                            | AT&T, Inc.                                                                            | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     26432 | NS      | $764942.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                    | CHS/Community Health Systems, Inc.                                                    | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44352.25     | 0.01%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp.                                                                    | Hormel Foods Corp.                                                                    | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      4350 | NS      | $131587.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAVO Residential Funding Trust                                                       | BRAVO Residential Funding Trust, Series 2021-HE3, Class A2                            | CUSIP: 10569VAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    134243 | PA      | $133258.91    | 0.02%             | 2069-08-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                       | WFRBS Commercial Mortgage Trust, Series 2014-C23, Class B                             | CUSIP: 92939HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93000 | PA      | $87247.95     | 0.02%             | 2057-10-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2016-C05, Class 2M2                  | CUSIP: 30711XDK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    222067 | PA      | $227496.59    | 0.04%             | 2029-01-25      | Floating      | 8.87%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                         | Akzo Nobel NV                                                                         | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |      4671 | NS      | $327734.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                        | Broadcom, Inc.                                                                        | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81952.07     | 0.01%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                              | Equitable Holdings, Inc.                                                              | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     16077 | NS      | $901919.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                        | BNP Paribas SA                                                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      7566 | NS      | $678683.11    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2022-R09, Class 2M1                  | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59669 | PA      | $60622.79     | 0.01%             | 2042-09-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Toucan FinCo Ltd. / Toucan FinCo Can, Inc. / Toucan FinCo US LLC                      | Toucan FinCo Ltd. / Toucan FinCo Can, Inc. / Toucan FinCo US LLC                      | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $158577.05    | 0.03%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140KKLK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2479402 | PA      | $2082679.48   | 0.36%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                                    | Johnson Controls International plc                                                    | CUSIP: 478375AR9<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    194000 | PA      | $193251.74    | 0.03%             | 2026-02-14      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                                | Palmer Square CLO Ltd., Series 2021-3A, Class B                                       | CUSIP: 69688FAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300000.00    | 0.05%             | 2035-01-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                                | Novartis Capital Corp.                                                                | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    876000 | PA      | $731651.89    | 0.13%             | 2045-11-20      | Fixed         | 4.00%                 | 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      | $-244.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                                           | Taiwan Semiconductor Manufacturing Co. Ltd.                                           | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |     12000 | NS      | $438832.25    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Udemy, Inc.                                                                           | Udemy, Inc.                                                                           | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |      1503 | NS      | $10566.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Global Funding                                                                    | CNO Global Funding                                                                    | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140222.51    | 0.02%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44924.72     | 0.01%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                         | Equinix, Inc.                                                                         | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    123000 | PA      | $116762.65    | 0.02%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                                  | Ally Financial, Inc.                                                                  | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      3191 | NS      | $124289.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                                                      | McGrath RentCorp                                                                      | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |       143 | NS      | $16582.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health, Inc.                                                                  | Teladoc Health, Inc.                                                                  | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |      5205 | NS      | $45335.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair plc                                                                           | Pentair plc                                                                           | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |      1340 | NS      | $137564.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO Building Products, Inc.                                                           | QXO Building Products, Inc.                                                           | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144578.28    | 0.03%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Curbline Properties Corp.                                                             | Curbline Properties Corp.                                                             | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |      1292 | NS      | $29496.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | SPDR S&P 500 ETF Trust                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |  -9265050 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                                            | Snap, Inc.                                                                            | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195082.68    | 0.03%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F050676<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -2000000 | PA      | $-1960269.08  | -0.34%            | 2055-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                 | Athene Global Funding                                                                 | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248888.74    | 0.04%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                            | Spectra Energy Partners LP                                                            | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    282000 | PA      | $278138.75    | 0.05%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                                         | Industria de Diseno Textil SA                                                         | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |       913 | NS      | $47628.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Levi Strauss & Co.                                                                    | Levi Strauss & Co.                                                                    | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    115000 | PA      | $105345.13    | 0.02%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-10733.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                  | Mitsubishi UFJ Financial Group, Inc.                                                  | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    335000 | PA      | $343113.39    | 0.06%             | 2031-04-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Home Corp.                                                            | Taylor Morrison Home Corp., Class A                                                   | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      1242 | NS      | $76283.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Global Funding                                                             | Corebridge Global Funding                                                             | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133107.90    | 0.02%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                                | Cie de Saint-Gobain SA                                                                | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |      8023 | NS      | $942503.90    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Country Airlines Holdings, Inc.                                                   | Sun Country Airlines Holdings, Inc.                                                   | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |      1455 | NS      | $17096.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DP World Salaam                                                                       | DP World Salaam                                                                       | CUSIP: N/A<br>LEI: 549300SUYBT9X88E9435       | Long             | DBT              | CORP              | KY        |    260000 | PA      | $260084.50    | 0.05%             | 2025-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tesla, Inc.                                                                           | Tesla, Inc.                                                                           | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     11362 | NS      | $3609252.92   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA                                                                                  | CUSIP: 3140FXES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    932366 | PA      | $838991.35    | 0.15%             | 2056-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor, Inc.                            | Directv Financing LLC / Directv Financing Co-Obligor, Inc.                            | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $63148.70     | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                    | CHS/Community Health Systems, Inc.                                                    | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79892.78     | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                          | UBS Group AG                                                                          | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    311000 | PA      | $306268.92    | 0.05%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Pandora A/S                                                                           | Pandora A/S                                                                           | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |      1680 | NS      | $296008.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Amalgamated Financial Corp.                                                           | Amalgamated Financial Corp.                                                           | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       847 | NS      | $26426.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                    | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C10, Class B          | CUSIP: 61762MBZ3<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    293798 | PA      | $277472.55    | 0.05%             | 2046-07-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Hims & Hers Health, Inc.                                                              | Hims & Hers Health, Inc.                                                              | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |      1187 | NS      | $59171.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                        | BNP Paribas SA                                                                        | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $199581.61    | 0.03%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                           | Truist Bank                                                                           | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    390000 | PA      | $385655.44    | 0.07%             | 2029-09-17      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Mueller Industries, Inc.                                                              | Mueller Industries, Inc.                                                              | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      1151 | NS      | $91469.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloud Software Group, Inc.                                                            | Cloud Software Group, Inc., First Lien, Initial Dollar CME Term Loan, B               | CUSIP: 88632NBF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     18248 | PA      | $18288.12     | 0.00%             | 2029-03-30      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2014-CR17, Class C                                        | CUSIP: 12631DBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    217000 | PA      | $199010.66    | 0.03%             | 2047-05-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                              | Spirit AeroSystems, Inc.                                                              | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26556.53     | 0.00%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Watts Water Technologies, Inc.                                                        | Watts Water Technologies, Inc., Class A                                               | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |       335 | NS      | $82373.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                                               | KB Home                                                                               | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |       207 | NS      | $10964.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus, Inc.                                                                        | Cargurus, Inc., Class A                                                               | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |      1783 | NS      | $59677.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                       | CFCRE Commercial Mortgage Trust, Series 2011-C2, Class D                              | CUSIP: 12527DAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24425 | PA      | $23597.44     | 0.00%             | 2047-12-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                          | Vistra Corp.                                                                          | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25621.83     | 0.00%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica, Inc.                                                             | Lululemon Athletica, Inc.                                                             | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       828 | NS      | $196716.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies, Inc.                                                                | SPX Technologies, Inc.                                                                | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |        79 | NS      | $13246.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Operating Partnership LP / Sitio Finance Corp.                        | Sitio Royalties Operating Partnership LP / Sitio Finance Corp.                        | CUSIP: 82983MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $73338.62     | 0.01%             | 2028-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ipsen SA                                                                              | Ipsen SA                                                                              | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |       742 | NS      | $88385.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2021-DNA5, Class M2                                   | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |     20894 | PA      | $20991.07     | 0.00%             | 2034-01-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                            | Builders FirstSource, Inc.                                                            | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40812.92     | 0.01%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Teekay Tankers Ltd.                                                                   | Teekay Tankers Ltd., Class A                                                          | CUSIP: N/A<br>LEI: 549300DE8ZAIYS2T6Q22       | Long             | EC               | CORP              | BM        |      1243 | NS      | $51857.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mill City Mortgage Loan Trust                                                         | Mill City Mortgage Loan Trust, Series 2023-NQM2, Class A1                             | CUSIP: 59981CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131419 | PA      | $131647.03    | 0.02%             | 2067-12-25      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                                | Becton Dickinson & Co.                                                                | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      1246 | NS      | $214623.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2016-C07, Class 2M2                  | CUSIP: 30711XEC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    171720 | PA      | $177287.70    | 0.03%             | 2029-05-25      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 3391                                                                    | CUSIP: 31397P6U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1930 | PA      | $1676.47      | 0.00%             | 2037-04-15      | 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      | $113.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Sanso Holdings Corp.                                                           | Nippon Sanso Holdings Corp.                                                           | CUSIP: N/A<br>LEI: 353800F1K6653B4VPY57       | Long             | EC               | CORP              | JP        |      5400 | NS      | $204344.15    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercury General Corp.                                                                 | Mercury General Corp.                                                                 | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |        92 | NS      | $6195.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp.                                                                           | Nucor Corp.                                                                           | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      1140 | NS      | $147675.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore Funding LLC                                                                  | Glencore Funding LLC                                                                  | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76480.40     | 0.01%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Korn Ferry                                                                            | Korn Ferry                                                                            | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       555 | NS      | $40698.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                                                                 | Arista Networks, Inc.                                                                 | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      2989 | NS      | $305804.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                                          | Jones Deslauriers Insurance Management, Inc.                                          | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $37123.03     | 0.01%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Rain Carbon, Inc.                                                                     | Rain Carbon, Inc.                                                                     | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69790.57     | 0.01%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA                                                                                  | CUSIP: 3140FXDF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    369000 | PA      | $332671.55    | 0.06%             | 2056-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2016-C02, Class 1M2                  | CUSIP: 30711XCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     56812 | PA      | $57975.89     | 0.01%             | 2028-09-25      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Sound Point CLO XXXII Ltd.                                                            | Sound Point CLO XXXII Ltd., Series 2021-4A, Class A                                   | CUSIP: 83616AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250318.85    | 0.04%             | 2034-10-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Juniper Networks, Inc.                                                                | Juniper Networks, Inc.                                                                | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      3439 | NS      | $137319.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                                                            | Prudential Financial, Inc.                                                            | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      1198 | NS      | $128713.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                                                                   | Medline Borrower LP                                                                   | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76794.89     | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $60762.23     | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hyster-Yale, Inc.                                                                     | Hyster-Yale, Inc.                                                                     | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       344 | NS      | $13684.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture XIX CLO Ltd.                                                                  | Venture XIX CLO Ltd., Series 2014-19A, Class ARR                                      | CUSIP: 92330EAP2<br>LEI: 549300KIDQKDB48YU144 | Long             | ABS-CBDO         | CORP              | KY        |    152198 | PA      | $152363.57    | 0.03%             | 2032-01-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| OceanFirst Financial Corp.                                                            | OceanFirst Financial Corp.                                                            | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       976 | NS      | $17187.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                                                        | Synopsys, Inc.                                                                        | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248478.42    | 0.04%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                            | CSMC Trust, Series 2021-RPL4, Class A1                                                | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120858 | PA      | $120461.62    | 0.02%             | 2060-12-27      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| WaVe Life Sciences Ltd.                                                               | WaVe Life Sciences Ltd.                                                               | CUSIP: N/A<br>LEI: 54930070006GPKFYZ813       | Long             | EC               | CORP              | SG        |      1713 | NS      | $11134.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, Inc.                                                                          | ALLETE, Inc.                                                                          | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |       247 | NS      | $15825.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                                                           | United Parcel Service, Inc., Class B                                                  | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      1345 | NS      | $135764.30    | 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      | $-2059.85     | -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      | $6331.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179YKM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    420953 | PA      | $373879.97    | 0.07%             | 2053-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Thales SA                                                                             | Thales SA                                                                             | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |      3011 | NS      | $889071.79    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. III LLC                                                         | KKR Group Finance Co. III LLC                                                         | CUSIP: 48250AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    207000 | PA      | $188852.70    | 0.03%             | 2044-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kirby Corp.                                                                           | Kirby Corp.                                                                           | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      1191 | NS      | $135071.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp.                                                                    | SITE Centers Corp.                                                                    | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |      3828 | NS      | $43294.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp.                                                                     | ACCO Brands Corp.                                                                     | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |      2807 | NS      | $10049.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                                                | Cathay General Bancorp                                                                | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      1429 | NS      | $65062.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis LP                                                                           | Prologis LP                                                                           | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     66000 | PA      | $63814.93     | 0.01%             | 2027-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                          | UBS Group AG                                                                          | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |      5776 | NS      | $196105.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3138WH5S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    380151 | PA      | $337445.51    | 0.06%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                              | Marvell Technology, Inc.                                                              | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       682 | NS      | $52786.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite, Inc.                                                                         | Magnite, Inc.                                                                         | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |      1366 | NS      | $32947.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                                                            | Simon Property Group, Inc.                                                            | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      7249 | NS      | $1165349.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions, Inc.                                                                 | Viavi Solutions, Inc.                                                                 | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |      1093 | NS      | $11006.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro CLO XII Ltd.                                                                  | Allegro CLO XII Ltd., Series 2020-1A, Class A1R                                       | CUSIP: 01750TAN6<br>LEI: 254900E0ZQX4DLP7HF87 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251199.61    | 0.04%             | 2037-07-21      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                           | ONEOK, Inc.                                                                           | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    475000 | PA      | $470550.40    | 0.08%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140XB2T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1458162 | PA      | $1210621.18   | 0.21%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                      | Omega Healthcare Investors, Inc.                                                      | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      3494 | NS      | $128055.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA, Series 2021-65, Class LI                                                        | CUSIP: 3136BJRV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1880559 | PA      | $330846.16    | 0.06%             | 2051-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                          | CaixaBank SA                                                                          | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $200542.42    | 0.04%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                             | Outfront Media Capital LLC / Outfront Media Capital Corp.                             | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $47676.33     | 0.01%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                    | Ryder System, Inc.                                                                    | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305421.90    | 0.05%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Boise Cascade Co.                                                                     | Boise Cascade Co.                                                                     | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |       504 | NS      | $43757.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury Long Bonds                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       218 | NC      | $692754.93    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| White Cap Supply Holdings LLC                                                         | White Cap Supply Holdings LLC, First Lien, CME Term Loan, C                           | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |     91589 | PA      | $91228.27     | 0.02%             | 2029-10-19      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Precision Drilling Corp.                                                              | Precision Drilling Corp.                                                              | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $44490.52     | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Wise CLO Ltd.                                                                         | Wise CLO Ltd., Series 2024-2A, Class A                                                | CUSIP: 97718GAA1<br>LEI: 254900UJ1RZE30CBZ497 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251178.79    | 0.04%             | 2037-07-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                      | CVS Health Corp.                                                                      | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124069.23    | 0.02%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                  | Clear Channel Outdoor Holdings, Inc., First Lien, 2024 Refinancing CME Term Loan      | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |     36134 | PA      | $35921.05     | 0.01%             | 2028-08-23      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2014-CR17, Class D                                        | CUSIP: 12631DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159000 | PA      | $127598.22    | 0.02%             | 2047-05-10      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                               | Eni SpA                                                                               | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |      4186 | NS      | $67621.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Therapeutics, Inc.                                                               | Sage Therapeutics, Inc.                                                               | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |      4266 | NS      | $38905.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                                                              | Vinci SA                                                                              | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |      6110 | NS      | $901044.06    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     95000 | PA      | $100428.45    | 0.02%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                         | Novelis Corp.                                                                         | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62073.36     | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                                               | RR Donnelley & Sons Co.                                                               | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120090.60    | 0.02%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Arlo Technologies, Inc.                                                               | Arlo Technologies, Inc.                                                               | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |      2363 | NS      | $40076.48     | 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      | $-1160.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                              | Angel Oak Mortgage Trust, Series 2024-9, Class A1                                     | CUSIP: 03466JAA7<br>LEI: 254900O3R79X1AD55F36 | Long             | ABS-MBS          | CORP              | US        |    124552 | PA      | $123983.08    | 0.02%             | 2069-09-25      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                                  | Bulgaria Government Bond                                                              | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |     50000 | PA      | $48930.73     | 0.01%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                                    | Johnson Controls International plc                                                    | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |     10585 | NS      | $1117987.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Weave Communications, Inc.                                                            | Weave Communications, Inc.                                                            | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1715 | NS      | $14268.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                                      | American Builders & Contractors Supply Co., Inc.                                      | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47336.03     | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                                           | Apollo Commercial Real Estate Finance, Inc.                                           | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80863.38     | 0.01%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Interface, Inc.                                                                       | Interface, Inc., Class A                                                              | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      2249 | NS      | $47071.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings, Inc.                                                                      | DraftKings, Inc., Class A                                                             | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |     10672 | NS      | $457722.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair LLC                                                                           | Wayfair LLC                                                                           | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75221.10     | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                                     | Brink's Co. (The)                                                                     | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |       642 | NS      | $57324.18     | 0.01%             |  |  |  | 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        |       106 | NS      | $55478.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pegasystems, Inc.                                                                     | Pegasystems, Inc.                                                                     | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      2656 | NS      | $143769.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life, Inc.                                                                      | Globe Life, Inc.                                                                      | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      2682 | NS      | $333345.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                                                     | Essent Group Ltd.                                                                     | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |       222 | NS      | $13482.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KazMunayGas National Co. JSC                                                          | KazMunayGas National Co. JSC                                                          | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $201834.03    | 0.04%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                                        | Illumina, Inc.                                                                        | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86124.80     | 0.02%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                             | RTX Corp.                                                                             | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    322000 | PA      | $320812.03    | 0.06%             | 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        |     36184 | NS      | $452888.04    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                  | Clear Channel Outdoor Holdings, Inc.                                                  | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82652.32     | 0.01%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                            | Mars, Inc.                                                                            | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    425000 | PA      | $430864.65    | 0.08%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP / Scientific Games US FinCo, Inc.                        | Scientific Games Holdings LP / Scientific Games US FinCo, Inc.                        | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $72335.89     | 0.01%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                               | Duke Energy Indiana LLC                                                               | CUSIP: 263901AB6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    211000 | PA      | $231359.48    | 0.04%             | 2039-04-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4990.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                                | Howmet Aerospace, Inc.                                                                | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136885.95    | 0.02%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.                                      | MPT Operating Partnership LP / MPT Finance Corp.                                      | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $167577.76    | 0.03%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp.                                                                     | LendingClub Corp.                                                                     | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      4427 | NS      | $53256.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                                                               | Progressive Corp. (The)                                                               | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      2815 | NS      | $751210.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                                                          | Barclays plc                                                                          | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204348.23    | 0.04%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| CommScope Holding Co., Inc.                                                           | CommScope Holding Co., Inc.                                                           | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |       865 | NS      | $7162.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                        | Hewlett Packard Enterprise Co.                                                        | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    392000 | PA      | $390130.17    | 0.07%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Glencore plc                                                                          | Glencore plc                                                                          | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |    120522 | NS      | $469631.16    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| International Game Technology plc                                                     | International Game Technology plc                                                     | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | GB        |      3910 | NS      | $61817.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp.                                                                         | Visteon Corp.                                                                         | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       727 | NS      | $67829.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp.                                                               | Paylocity Holding Corp.                                                               | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       646 | NS      | $117048.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                                                  | Schindler Holding AG                                                                  | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |       711 | NS      | $264755.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                          | Nasdaq, Inc.                                                                          | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     97000 | PA      | $99900.02     | 0.02%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                             | Westinghouse Air Brake Technologies Corp.                                             | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       701 | NS      | $146754.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk, Inc. (The)                                                                | Trade Desk, Inc. (The), Class A                                                       | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      1702 | NS      | $122526.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Guatemala                                                                 | Guatemala Government Bond                                                             | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $212953.00    | 0.04%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                                    | Koninklijke KPN NV                                                                    | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |     14197 | NS      | $69255.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                              | PNC Financial Services Group, Inc. (The)                                              | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    825000 | PA      | $801009.35    | 0.14%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140KPNQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    473405 | PA      | $402878.25    | 0.07%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                                | Alternative Loan Trust, Series 2006-OA19, Class A1                                    | CUSIP: 12668RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    184784 | PA      | $148438.48    | 0.03%             | 2047-02-20      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                                | Home Depot, Inc. (The)                                                                | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1228 | NS      | $450233.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Bank of Australia                                                        | Commonwealth Bank of Australia                                                        | CUSIP: 2027A0JT7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    718000 | PA      | $704749.17    | 0.12%             | 2027-09-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                          | Oracle Corp. Japan                                                                    | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |       900 | NS      | $107271.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd.                                                              | QBE Insurance Group Ltd.                                                              | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |      4404 | NS      | $67817.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital       | Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    261000 | PA      | $173992.65    | 0.03%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                             | Airbus SE                                                                             | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |      4879 | NS      | $1020690.46   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                                       | LGI Homes, Inc.                                                                       | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98815.58     | 0.02%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Arcturus Therapeutics Holdings, Inc.                                                  | Arcturus Therapeutics Holdings, Inc.                                                  | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1017 | NS      | $13231.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle, Inc.                                                              | Jones Lang LaSalle, Inc.                                                              | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       573 | NS      | $146561.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial, Inc.                                                                   | MFA Financial, Inc.                                                                   | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |      1176 | NS      | $11124.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                                                               | Daiichi Sankyo Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |     16100 | NS      | $373006.51    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                            | PG&E Corp.                                                                            | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90560.40     | 0.02%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                                | AXA SA                                                                                | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |      1004 | NS      | $49301.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                                   | Kinetik Holdings LP                                                                   | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156412.05    | 0.03%             | 2030-06-15      | Fixed         | 5.88%                 | 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      | $398.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2022-DNA6, Class M1B                                  | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |     12000 | PA      | $12649.99     | 0.00%             | 2042-09-25      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Exelixis, Inc.                                                                        | Exelixis, Inc.                                                                        | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     14419 | NS      | $635517.43    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp.                                                                       | Blue Bird Corp.                                                                       | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |       702 | NS      | $30298.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                                                                 | Commercial Metals Co.                                                                 | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32266.35     | 0.01%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                                       | Residential Mortgage Loan Trust, Series 2020-2, Class A2                              | CUSIP: 76123MAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110215 | PA      | $109163.64    | 0.02%             | 2060-05-25      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Cinemark Holdings, Inc.                                                               | Cinemark Holdings, Inc.                                                               | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |       375 | NS      | $11317.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis LP                                                                           | Prologis LP                                                                           | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    245000 | PA      | $212626.89    | 0.04%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Viper Energy, Inc.                                                                    | Viper Energy, Inc.                                                                    | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30052.29     | 0.01%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                                 | Schneider Electric SE                                                                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |      1784 | NS      | $478977.05    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                       | Citigroup, Inc.                                                                       | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1792000 | PA      | $1764346.73   | 0.31%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| California Water Service Group                                                        | California Water Service Group                                                        | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |       290 | NS      | $13189.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                                          | Oracle Corp.                                                                          | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    239000 | PA      | $233607.50    | 0.04%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                            | Corebridge Financial, Inc.                                                            | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |      4048 | NS      | $143704.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                                            | US Bancorp                                                                            | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    754000 | PA      | $640176.29    | 0.11%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Prothena Corp. plc                                                                    | Prothena Corp. plc                                                                    | CUSIP: N/A<br>LEI: 5299009ZXQ8NIIJ8OL30       | Long             | EC               | CORP              | IE        |      1013 | NS      | $6148.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                                                                       | Air Lease Corp.                                                                       | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    175000 | PA      | $163446.46    | 0.03%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2024-R06, Class 1A1                  | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128666 | PA      | $129178.93    | 0.02%             | 2044-09-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Gentherm, Inc.                                                                        | Gentherm, Inc.                                                                        | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |       377 | NS      | $10665.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                                                                         | Popular, Inc.                                                                         | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      1241 | NS      | $136770.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd.                                                                    | Telstra Group Ltd.                                                                    | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |     69238 | NS      | $220773.84    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                       | Sinclair Television Group, Inc.                                                       | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187050.98    | 0.03%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                                               | Bank Leumi Le-Israel BM                                                               | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |     17183 | NS      | $319699.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Maplebear, Inc.                                                                       | Maplebear, Inc.                                                                       | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7076 | NS      | $320118.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Missouri West, Inc.                                                            | Evergy Missouri West, Inc.                                                            | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    402000 | PA      | $409204.56    | 0.07%             | 2027-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cerdia Finanz GmbH                                                                    | Cerdia Finanz GmbH                                                                    | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |     70000 | PA      | $72727.90     | 0.01%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                                 | United Airlines, Inc.                                                                 | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87421.97     | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Trane Technologies plc                                                                | Trane Technologies plc                                                                | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |      2178 | NS      | $952678.98    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Rialto                                                                             | FS Rialto, Series 2021-FL3, Class A                                                   | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     77956 | PA      | $77929.20     | 0.01%             | 2036-11-16      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7000000 | PA      | $6303078.25   | 1.10%             | 2055-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                             | Williams Cos., Inc. (The)                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      2231 | NS      | $140129.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M2                  | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $388897.32    | 0.07%             | 2042-01-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Romania                                                                               | Romania Government Bond                                                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    140000 | PA      | $157489.34    | 0.03%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ2S4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24887 | PA      | $25993.62     | 0.00%             | 2049-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                      | Bombardier, Inc.                                                                      | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $65029.74     | 0.01%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                    | Venture Global Plaquemines LNG LLC                                                    | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21430.36     | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                         | Novelis Corp.                                                                         | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67117.52     | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                           | Toronto-Dominion Bank (The)                                                           | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    629000 | PA      | $622023.57    | 0.11%             | 2031-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2023-R07, Class 2M1                  | CUSIP: 20753BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9230 | PA      | $9307.35      | 0.00%             | 2043-09-25      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                               | Bath & Body Works, Inc.                                                               | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145393.08    | 0.03%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                       | Intercontinental Exchange, Inc.                                                       | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    190000 | PA      | $157856.62    | 0.03%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Scout24 SE                                                                            | Scout24 SE                                                                            | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |       583 | NS      | $80482.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp.                  | Targa Resources Partners LP / Targa Resources Partners Finance Corp.                  | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $117117.10    | 0.02%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                                        | VeriSign, Inc.                                                                        | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       468 | NS      | $135158.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                                                         | Hologic, Inc.                                                                         | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      2322 | NS      | $151301.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Icosavax, Inc.                                                                        | Icosavax, Inc., CVR                                                                   | CUSIP: 451CVR021<br>LEI: N/A                  | Long             |  | CORP              | US        |       687 | NS      | $206.10       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Novocure Ltd.                                                                         | Novocure Ltd.                                                                         | CUSIP: N/A<br>LEI: 213800YPP55UMHWA4826       | Long             | EC               | CORP              | JE        |      3078 | NS      | $54788.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                                                                   | Herc Holdings, Inc.                                                                   | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15726.77     | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp.                                                      | Old Republic International Corp.                                                      | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      3689 | NS      | $141805.16    | 0.02%             |  |  |  | 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        |      5377 | NS      | $1002380.34   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                                              | Hermes International SCA                                                              | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |       132 | NS      | $357834.28    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                                      | Weyerhaeuser Co.                                                                      | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      5002 | NS      | $128501.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Foundation Building Materials                                                         | Foundation Building Materials, Inc., First Lien, CME Term Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     79398 | PA      | $77952.25     | 0.01%             | 2031-01-29      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                                                      | Transocean, Inc.                                                                      | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $70404.72     | 0.01%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                       | Telefonaktiebolaget LM Ericsson, Class B                                              | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |     22369 | NS      | $191150.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REV Group, Inc.                                                                       | REV Group, Inc.                                                                       | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |       797 | NS      | $37929.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences, Inc.                                                              | Castle Biosciences, Inc.                                                              | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2446 | NS      | $49947.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital       | Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $47997.26     | 0.01%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                        | NiSource, Inc.                                                                        | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168394.60    | 0.03%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140J5JS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    362304 | PA      | $325599.56    | 0.06%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                               | Hyundai Capital America                                                               | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49059.39     | 0.01%             | 2031-01-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                    | Banco Santander SA                                                                    | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |     70091 | NS      | $580415.04    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                    | Energy Transfer LP                                                                    | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    837000 | PA      | $803394.52    | 0.14%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                             | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47859.91     | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                          | Avient Corp.                                                                          | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30299.19     | 0.01%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                            | Travelers Cos., Inc. (The)                                                            | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       455 | NS      | $121730.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Endo Finance Holdings, Inc.                                                           | Endo Finance Holdings, Inc., First Lien, 2024 Refinancing CME Term Loan               | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80392 | PA      | $80442.75     | 0.01%             | 2031-04-23      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| HealthStream, Inc.                                                                    | HealthStream, Inc.                                                                    | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |       490 | NS      | $13558.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Universal Holdco LLC                                                           | Allied Universal Holdco LLC                                                           | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99330.29     | 0.02%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                            | CSMC Trust, Series 2021-RPL7, Class A1                                                | CUSIP: 12598JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116576 | PA      | $115629.79    | 0.02%             | 2061-07-27      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                              | Motorola Solutions, Inc.                                                              | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    345000 | PA      | $351893.53    | 0.06%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2015-C04, Class 1M2                  | CUSIP: 30711XBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    351870 | PA      | $357483.11    | 0.06%             | 2028-04-25      | Floating      | 10.12%                | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                     | EMRLD Borrower LP, First Lien, Second Amendment Incremental CME Term Loan             | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     14888 | PA      | $14882.21     | 0.00%             | 2031-08-04      | Variable      | 6.83%                 | 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      | $2071.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                            | PRPM Trust, Series 2024-NQM2, Class A1                                                | CUSIP: 74448PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    428801 | PA      | $436790.72    | 0.08%             | 2069-06-25      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                                   | Brown & Brown, Inc.                                                                   | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    174000 | PA      | $175715.26    | 0.03%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | MSCI EAFE Index                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -233 | NC      | $-165795.81   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp.                                                                   | Rithm Capital Corp.                                                                   | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |     11375 | NS      | $128423.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                                                          | Chipotle Mexican Grill, Inc., Class A                                                 | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14145 | NS      | $794241.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                                                           | Adobe, Inc.                                                                           | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      4962 | NS      | $1919698.56   | 0.34%             |  |  |  | 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        |      6579 | NS      | $455885.55    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                   | Starwood Mortgage Residential Trust, Series 2021-3, Class A1                          | CUSIP: 85573JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103321 | PA      | $90665.31     | 0.02%             | 2056-06-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Air Liquide SA                                                                        | Air Liquide SA                                                                        | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |       843 | NS      | $173827.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1281.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PTC Therapeutics, Inc.                                                                | PTC Therapeutics, Inc.                                                                | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      1219 | NS      | $59535.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                 | Wells Fargo Commercial Mortgage Trust, Series 2016-LC25, Class XA                     | CUSIP: 95000JAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3783892 | PA      | $30926.13     | 0.01%             | 2059-12-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Northwestern Energy Group, Inc.                                                       | Northwestern Energy Group, Inc.                                                       | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |       185 | NS      | $9490.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CD Mortgage Trust                                                                     | CD Mortgage Trust, Series 2017-CD4, Class B                                           | CUSIP: 12515DAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182000 | PA      | $172748.83    | 0.03%             | 2050-05-10      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                                | Mauser Packaging Solutions Holding Co.                                                | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69560.65     | 0.01%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Imperial Brands plc                                                                   | Imperial Brands plc                                                                   | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |      9424 | NS      | $372343.82    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nassau Ltd.                                                                           | Nassau Ltd., Series 2020-1A, Class A1R                                                | CUSIP: 631715AW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    249457 | PA      | $249706.17    | 0.04%             | 2035-01-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3138WG5Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    318948 | PA      | $282834.30    | 0.05%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital       | Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    487000 | PA      | $389926.15    | 0.07%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                                           | Terex Corp.                                                                           | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43954.60     | 0.01%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                            | J.P. Morgan Mortgage Trust, Series 2024-9, Class A11                                  | CUSIP: 46593DAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121708 | PA      | $122295.48    | 0.02%             | 2055-02-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| NewMarket Corp.                                                                       | NewMarket Corp.                                                                       | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       205 | NS      | $141626.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co.                                                         | Canadian National Railway Co.                                                         | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      1833 | NS      | $190992.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockland Park CLO Ltd.                                                                | Rockland Park CLO Ltd., Series 2021-1A, Class B                                       | CUSIP: 773663AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250555.43    | 0.04%             | 2034-04-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2023-R02, Class 1M1                  | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36268 | PA      | $37033.93     | 0.01%             | 2043-01-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F040677<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $929961.19    | 0.16%             | 2055-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp.                                                                  | Sprint Capital Corp.                                                                  | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    141000 | PA      | $151403.87    | 0.03%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CSAIL                                                                                 | CSAIL Commercial Mortgage Trust, Series 2015-C2, Class AS                             | CUSIP: 12634NAX6<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |    199899 | PA      | $197379.88    | 0.03%             | 2057-06-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                            | J.P. Morgan Mortgage Trust, Series 2023-HE2, Class A1                                 | CUSIP: 46657FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50653 | PA      | $50897.05     | 0.01%             | 2054-03-20      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                                 | Walt Disney Co. (The)                                                                 | CUSIP: 254687EZ5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    233000 | PA      | $293942.84    | 0.05%             | 2045-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179V7F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32199 | PA      | $28592.90     | 0.01%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   8680000 | PA      | $172078.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Veeva Systems, Inc.                                                                   | Veeva Systems, Inc., Class A                                                          | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      3540 | NS      | $1019449.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                            | J.P. Morgan Mortgage Trust, Series 2025-1, Class A11                                  | CUSIP: 46658UAY7<br>LEI: 529900DB310G9HU4BP72 | Long             | ABS-MBS          | CORP              | US        |    184000 | PA      | $184173.15    | 0.03%             | 2055-06-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                                   | Vertiv Holdings Co., Class A                                                          | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      6178 | NS      | $793316.98    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp, Inc.                                                                    | Hope Bancorp, Inc.                                                                    | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |       450 | NS      | $4828.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Software, Inc.                                                                 | Rocket Software, Inc., First Lien, CME Term Loan                                      | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |     56288 | PA      | $56482.41     | 0.01%             | 2028-11-28      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                                  | Banco de Sabadell SA                                                                  | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |     23241 | NS      | $73988.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                            | J.P. Morgan Mortgage Trust, Series 2024-VIS2, Class A1                                | CUSIP: 46658DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130078 | PA      | $130978.37    | 0.02%             | 2064-11-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| H2O America                                                                           | H2O America                                                                           | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       281 | NS      | $14603.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp.                                                                          | ROBLOX Corp., Class A                                                                 | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2567 | NS      | $270048.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                                                     | Merck & Co., Inc.                                                                     | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    532000 | PA      | $420485.00    | 0.07%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                                                               | Aristocrat Leisure Ltd.                                                               | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |      7299 | NS      | $312724.15    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                    | Banco Santander SA                                                                    | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1257007.71   | 0.22%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                     | CIFC Funding Ltd., Series 2014-2RA, Class AR                                          | CUSIP: 12548RAH7<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251125.00    | 0.04%             | 2037-10-24      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                                     | Wolters Kluwer NV                                                                     | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |      1098 | NS      | $183627.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                                | General Dynamics Corp.                                                                | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       977 | NS      | $284951.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Imola Merger Corp.                                                                    | Imola Merger Corp.                                                                    | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $77290.19     | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CEVA, Inc.                                                                            | CEVA, Inc.                                                                            | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |       498 | NS      | $10946.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Innovation, Inc.                                                               | Aurora Innovation, Inc., Class A                                                      | CUSIP: 051774107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       908 | NS      | $4757.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chobani LLC / Chobani Finance Corp., Inc.                                             | Chobani LLC / Chobani Finance Corp., Inc.                                             | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $83464.96     | 0.01%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                            | Mars, Inc.                                                                            | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50150.22     | 0.01%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GEA Group AG                                                                          | GEA Group AG                                                                          | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |      2601 | NS      | $182330.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA                                                                                  | CUSIP: 3140HUDV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186342 | PA      | $176134.40    | 0.03%             | 2029-09-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                              | Venture Global LNG, Inc.                                                              | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82717.65     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                      | NRG Energy, Inc.                                                                      | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81557.84     | 0.01%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HNI Corp.                                                                             | HNI Corp.                                                                             | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |       221 | NS      | $10868.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury 10 Year Notes                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       104 | NC      | $188326.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F022675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14000000 | PA      | $11609963.82  | 2.03%             | 2055-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                                                                        | Autodesk, Inc.                                                                        | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      1644 | NS      | $508933.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure, Inc.                                                                        | AtriCure, Inc.                                                                        | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       344 | NS      | $11272.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                                                                | Independent Bank Corp.                                                                | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       385 | NS      | $12477.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                                                          | Plexus Corp.                                                                          | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |        81 | NS      | $10960.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc.                                                               | American Airlines, Inc., First Lien, 2025 Incremental CME Term Loan                   | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5000 | PA      | $5038.75      | 0.00%             | 2032-05-28      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                                                       | CommScope, Inc., First Lien, Initial CME Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     90000 | PA      | $91228.05     | 0.02%             | 2029-12-18      | Variable      | 9.58%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                           | Deere & Co.                                                                           | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       257 | NS      | $130681.93    | 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      | $1091.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Group, Inc.                                                                 | TransDigm Group, Inc.                                                                 | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       420 | NS      | $638668.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp.                                                                        | Huntsman Corp.                                                                        | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     10739 | NS      | $111900.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.                                                       | Universal Health Services, Inc., Class B                                              | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       670 | NS      | $121370.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  25211000 | PA      | $-386385.57   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA, Series 2015-H26, Class EI                                                       | CUSIP: 38376RJY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    473073 | PA      | $14926.39     | 0.00%             | 2065-10-20      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Lyft, Inc.                                                                            | Lyft, Inc., Class A                                                                   | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |      7933 | NS      | $125024.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions, Inc.                                                             | Perimeter Solutions, Inc.                                                             | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3979 | NS      | $55387.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corp.                                                                       | Astronics Corp.                                                                       | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |       563 | NS      | $18849.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2022-DNA5, Class M1A                                  | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | CORP              | US        |    131743 | PA      | $134737.61    | 0.02%             | 2042-06-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                                | Becton Dickinson & Co.                                                                | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    462000 | PA      | $427850.71    | 0.07%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Tesco plc                                                                             | Tesco plc                                                                             | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |    148592 | NS      | $819265.44    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd.                                                            | Axis Capital Holdings Ltd.                                                            | CUSIP: N/A<br>LEI: 635400VD2NQBYAHMEM55       | Long             | EC               | CORP              | BM        |      1531 | NS      | $158948.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarios Global LP                                                                     | Clarios Global LP, First Lien, Amendment No. 6 Dollar CME Term Loan                   | CUSIP: C8000CAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44139 | PA      | $44235.66     | 0.01%             | 2032-01-28      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2022-R07, Class 1M1                  | CUSIP: 20754MBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32087 | PA      | $32912.01     | 0.01%             | 2042-06-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                                          | Iberdrola SA                                                                          | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |     67157 | NS      | $1291968.42   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                                           | Cie Financiere Richemont SA                                                           | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |       100 | NS      | $18923.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Red Rock Resorts, Inc.                                                                | Red Rock Resorts, Inc., Class A                                                       | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       259 | NS      | $13475.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                                                  | American Express Co.                                                                  | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    415000 | PA      | $429905.99    | 0.08%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 9 Ltd.                                              | GoldenTree Loan Management US CLO 9 Ltd., Series 2021-9A, Class AR                    | CUSIP: 38138JAN3<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251385.20    | 0.04%             | 2037-04-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Lincoln Electric Holdings, Inc.                                                       | Lincoln Electric Holdings, Inc.                                                       | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       645 | NS      | $133721.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Radio LLC                                                                   | Sirius XM Radio LLC                                                                   | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72085.39     | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140XB3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1326199 | PA      | $1126872.36   | 0.20%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison, Inc.                                                             | Consolidated Edison, Inc.                                                             | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      1240 | NS      | $124434.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2022-R04, Class 1M2                  | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44000 | PA      | $45358.63     | 0.01%             | 2042-03-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2025-R04, Class 1M1                  | CUSIP: 20755TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $205510.76    | 0.04%             | 2045-05-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| ESCO Technologies, Inc.                                                               | ESCO Technologies, Inc.                                                               | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |        90 | NS      | $17268.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                                                                      | CVS Health Corp.                                                                      | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    122000 | PA      | $112037.59    | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                       | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1677000 | PA      | $1667708.95   | 0.29%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| NOF Corp.                                                                             | NOF Corp.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     14300 | NS      | $274027.19    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK5                                                                                 | BANK5, Series 2024-5YR7, Class XA                                                     | CUSIP: 06211UBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3734144 | PA      | $173056.65    | 0.03%             | 2057-06-15      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                           | Caesars Entertainment, Inc.                                                           | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128949.30    | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Horace Mann Educators Corp.                                                           | Horace Mann Educators Corp.                                                           | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |       750 | NS      | $32227.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co.                                                                           | Tennant Co.                                                                           | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       141 | NS      | $10924.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 406, Class F30                                                          | CUSIP: 3133Q3H79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    198686 | PA      | $199666.61    | 0.03%             | 2053-10-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F022477<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9000000 | PA      | $8405386.47   | 1.47%             | 2040-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                   | Medline Borrower LP, First Lien, Dollar Incremental CME Term Loan                     | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     40376 | PA      | $40467.66     | 0.01%             | 2028-10-23      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                                | Freeport-McMoRan, Inc.                                                                | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     21856 | NS      | $947457.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera, Inc.                                                                          | Natera, Inc.                                                                          | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       821 | NS      | $138699.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners plc                                                    | Coca-Cola Europacific Partners plc                                                    | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | EC               | CORP              | GB        |      3678 | NS      | $341024.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WR Grace Holdings LLC                                                                 | WR Grace Holdings LLC                                                                 | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45306.31     | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Boise Cascade Co.                                                                     | Boise Cascade Co.                                                                     | CUSIP: 09739DAD2<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92494.23     | 0.02%             | 2030-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                                 | Directv Financing LLC                                                                 | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29444.69     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                            | Sherwin-Williams Co. (The)                                                            | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      1695 | NS      | $581995.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                                                        | EchoStar Corp.                                                                        | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113393.50    | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                          | Nutrien Ltd.                                                                          | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    404000 | PA      | $368022.98    | 0.06%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                       | Fairfax Financial Holdings Ltd.                                                       | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    643000 | PA      | $648896.41    | 0.11%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $75932.15     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hills Bancorp, Inc.                                                         | Berkshire Hills Bancorp, Inc.                                                         | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |       615 | NS      | $15399.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                        | Morgan Stanley                                                                        | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    507000 | PA      | $504038.83    | 0.09%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                           | Prologis LP                                                                           | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    149000 | PA      | $135531.86    | 0.02%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                             | RTX Corp.                                                                             | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    151000 | PA      | $142413.61    | 0.02%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                       | Citigroup, Inc.                                                                       | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     47952 | NS      | $4081674.24   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| TIAA Real Estate CDO Ltd.                                                             | TIAA Real Estate CDO Ltd., Series 2003-1A, Class E                                    | CUSIP: 88631FAA6<br>LEI: 5493005Y5RSPJ6PO8N21 | Long             | ABS-CBDO         | CORP              | KY        |    357873 | PA      | $29.99        | 0.00%             | 2038-12-28      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bandwidth, Inc.                                                                       | Bandwidth, Inc., Class A                                                              | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |      1313 | NS      | $20876.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                                                                  | UFP Industries, Inc.                                                                  | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |       662 | NS      | $65776.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group plc                                                                          | 3i Group plc                                                                          | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |      7736 | NS      | $437797.36    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FMG Resources August 2006 Pty. Ltd.                                                   | FMG Resources August 2006 Pty. Ltd.                                                   | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     65000 | PA      | $66161.94     | 0.01%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                    | Ares Capital Corp.                                                                    | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    204000 | PA      | $202963.30    | 0.04%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fast Retailing Co. Ltd.                                                               | Fast Retailing Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |      1200 | NS      | $411436.95    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 5010, Class IA                                                          | CUSIP: 3137FVPZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1617828 | PA      | $298726.42    | 0.05%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                    | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class C          | CUSIP: 61690FAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234000 | PA      | $203438.20    | 0.04%             | 2048-04-15      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| BP plc                                                                                | BP plc                                                                                | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |     45105 | NS      | $224726.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank Holdings Corp.                                                          | National Bank Holdings Corp., Class A                                                 | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       308 | NS      | $11583.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated British Foods plc                                                          | Associated British Foods plc                                                          | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |     10775 | NS      | $304440.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CareDx, Inc.                                                                          | CareDx, Inc.                                                                          | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |       590 | NS      | $11528.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb, Inc.                                                                          | Airbnb, Inc., Class A                                                                 | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      1012 | NS      | $133928.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                                        | Structured Asset Mortgage Investments II Trust, Series 2007-AR1, Class 2A1            | CUSIP: 86362XAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68506 | PA      | $60854.24     | 0.01%             | 2037-01-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                          | Vistra Corp.                                                                          | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81014.24     | 0.01%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Surmodics, Inc.                                                                       | Surmodics, Inc.                                                                       | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |       343 | NS      | $10190.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp.                                                                    | Seneca Foods Corp., Class A                                                           | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       119 | NS      | $12070.17     | 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      | $-196.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Magnetite XL Ltd.                                                                     | Magnetite XL Ltd., Series 2024-40A, Class A1                                          | CUSIP: 55955RAA7<br>LEI: 5299008V4F49IY3SSP69 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250878.83    | 0.04%             | 2037-07-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Moog, Inc.                                                                            | Moog, Inc., Class A                                                                   | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |        60 | NS      | $10858.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allient, Inc.                                                                         | Allient, Inc.                                                                         | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |       572 | NS      | $20769.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | ETRSI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   9513244 | PA      | $-173245.72   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                                 | Axon Enterprise, Inc.                                                                 | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |        88 | NS      | $72858.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmwood CLO 27 Ltd.                                                                   | Elmwood CLO 27 Ltd., Series 2024-3A, Class A                                          | CUSIP: 29003FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $251614.18    | 0.04%             | 2037-04-18      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp. / Broadcom Cayman Finance Ltd.                                         | Broadcom Corp. / Broadcom Cayman Finance Ltd.                                         | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    468000 | PA      | $464950.24    | 0.08%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Universal Insurance Holdings, Inc.                                                    | Universal Insurance Holdings, Inc.                                                    | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |       711 | NS      | $19716.03     | 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      | $325.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                     | Eversource Energy                                                                     | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31812.80     | 0.01%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                                 | OneMain Finance Corp.                                                                 | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73189.69     | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wise CLO Ltd.                                                                         | Wise CLO Ltd., Series 2023-2A, Class A                                                | CUSIP: 97719TAA2<br>LEI: 2549000Z4RGK1HNAPB35 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250701.61    | 0.04%             | 2037-01-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                             | Standard Industries, Inc.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    100000 | PA      | $116729.82    | 0.02%             | 2026-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                    | Energy Transfer LP                                                                    | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     68000 | PA      | $69244.66     | 0.01%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3138WGX90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    543162 | PA      | $483099.29    | 0.08%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Royal Gold, Inc.                                                                      | Royal Gold, Inc.                                                                      | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       369 | NS      | $65622.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co.                                                                           | Carvana Co.                                                                           | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     60000 | PA      | $71138.50     | 0.01%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Chimera Investment Corp.                                                              | Chimera Investment Corp.                                                              | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |       882 | NS      | $12233.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                              | Bristol-Myers Squibb Co.                                                              | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    255000 | PA      | $261156.43    | 0.05%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                               | Hyundai Capital America                                                               | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200964.80    | 0.04%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2022-R01, Class 1M1                  | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32056 | PA      | $32040.73     | 0.01%             | 2041-12-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-383.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avanos Medical, Inc.                                                                  | Avanos Medical, Inc.                                                                  | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |       826 | NS      | $10110.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $16242.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2025-R04, Class 1A1                  | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74878 | PA      | $74944.82     | 0.01%             | 2045-05-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Westamerica BanCorp                                                                   | Westamerica BanCorp                                                                   | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       218 | NS      | $10559.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                                                       | LSTAR Commercial Mortgage Trust, Series 2017-5, Class A5                              | CUSIP: 54910TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    386000 | PA      | $376483.71    | 0.07%             | 2050-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                                          | LyondellBasell Industries NV, Class A                                                 | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |      2240 | NS      | $129606.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore Funding LLC                                                                  | Glencore Funding LLC                                                                  | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    414000 | PA      | $373177.97    | 0.07%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133APQJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1543209 | PA      | $1281221.91   | 0.22%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Corteva, Inc.                                                                         | Corteva, Inc.                                                                         | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     13999 | NS      | $1043345.47   | 0.18%             |  |  |  | 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      | $-185.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Terex Corp.                                                                           | Terex Corp.                                                                           | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60161.76     | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                        | Opal Bidco SAS                                                                        | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $204252.60    | 0.04%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Precision Drilling Corp.                                                              | Precision Drilling Corp.                                                              | CUSIP: 740212AL9<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |     21000 | PA      | $21075.81     | 0.00%             | 2026-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Williams-Sonoma, Inc.                                                                 | Williams-Sonoma, Inc.                                                                 | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       761 | NS      | $124324.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp.                                                                        | UniFirst Corp.                                                                        | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |        56 | NS      | $10540.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education, Inc.                                                              | Laureate Education, Inc.                                                              | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |      2878 | NS      | $67287.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.                                                     | American Electric Power Co., Inc., Series J                                           | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    462000 | PA      | $462432.99    | 0.08%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Axos Financial, Inc.                                                                  | Axos Financial, Inc.                                                                  | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |       948 | NS      | $72085.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2024-R04, Class 1M1                  | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31623 | PA      | $31626.30     | 0.01%             | 2044-05-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Park Place Securities, Inc.                                                           | Park Place Securities, Inc., Series 2004-WCW2, Class M3                               | CUSIP: 70069FAZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     82531 | PA      | $81604.44     | 0.01%             | 2034-10-25      | Floating      | 5.48%                 | 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      | $321.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                              | International Flavors & Fragrances, Inc.                                              | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     54000 | PA      | $47742.95     | 0.01%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Towne Bank                                                                            | Towne Bank                                                                            | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |       329 | NS      | $11245.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Capital Corp.                                                                    | Ares Capital Corp.                                                                    | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113534.89    | 0.02%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXVI Ltd.                                                             | Sound Point CLO XXVI Ltd., Series 2020-1A, Class AR                                   | CUSIP: 83614XAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    258000 | PA      | $258314.44    | 0.05%             | 2034-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                           | Caesars Entertainment, Inc.                                                           | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15401.11     | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                                                  | CP Atlas Buyer, Inc., First Lien, CME Term Loan, B                                    | CUSIP: 12658HAG7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |     63970 | PA      | $63896.28     | 0.01%             | 2027-11-23      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                                 | Acrisure LLC / Acrisure Finance, Inc.                                                 | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $93920.40     | 0.02%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Xenia Hotels & Resorts, Inc.                                                          | Xenia Hotels & Resorts, Inc.                                                          | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |       460 | NS      | $5782.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federative Republic of Brazil                                                         | Brazil Government Bond                                                                | CUSIP: 105756CE8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    250000 | PA      | $225934.88    | 0.04%             | 2031-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                              | SCIH Salt Holdings, Inc.                                                              | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $63605.01     | 0.01%             | 2029-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                                    | CNO Global Funding                                                                    | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120991.82    | 0.02%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                      | S&P Global, Inc.                                                                      | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       671 | NS      | $353811.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global, Inc.                                                                      | S&P Global, Inc.                                                                      | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60464.34     | 0.01%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4730.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                             | HCA, Inc.                                                                             | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    510000 | PA      | $470621.22    | 0.08%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BioMerieux                                                                            | BioMerieux                                                                            | CUSIP: N/A<br>LEI: 549300AK8Y0LBIQ4T071       | Long             | EC               | CORP              | FR        |       623 | NS      | $86171.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                                                                      | Clorox Co. (The)                                                                      | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       967 | NS      | $116107.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AGL Core CLO 31 Ltd.                                                                  | AGL Core CLO 31 Ltd., Series 2024-31A, Class A                                        | CUSIP: 00852MAA8<br>LEI: 254900LYT9TA0J0GKX14 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250210.59    | 0.04%             | 2037-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                      | GE HealthCare Technologies, Inc.                                                      | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202989.40    | 0.04%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                          | Verizon Communications, Inc.                                                          | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    602000 | PA      | $415852.67    | 0.07%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133C32D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117858 | PA      | $121857.11    | 0.02%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                       | AstraZeneca plc                                                                       | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     10295 | NS      | $719414.60    | 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      | $427.60       | 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      | $6094.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apogee Enterprises, Inc.                                                              | Apogee Enterprises, Inc.                                                              | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |       675 | NS      | $27405.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                                                          | Nasdaq, Inc.                                                                          | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      6239 | NS      | $557891.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                    | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2012-C5, Class E           | CUSIP: 61761AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    301051 | PA      | $295351.90    | 0.05%             | 2045-08-15      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                        | AutoZone, Inc.                                                                        | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        32 | NS      | $118791.36    | 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      | $4.56         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                           | IQVIA, Inc.                                                                           | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    195000 | PA      | $200356.30    | 0.04%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Jackson Financial, Inc.                                                               | Jackson Financial, Inc., Class A                                                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |       906 | NS      | $80443.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp.                                                                          | Avient Corp.                                                                          | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61929.22     | 0.01%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Adient plc                                                                            | Adient plc                                                                            | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |      1290 | NS      | $25103.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp.                                                                  | Federal Signal Corp.                                                                  | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |       125 | NS      | $13302.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                               | Pfizer Investment Enterprises Pte. Ltd.                                               | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    702000 | PA      | $700174.36    | 0.12%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fresh Del Monte Produce, Inc.                                                         | Fresh Del Monte Produce, Inc.                                                         | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | KY        |      1017 | NS      | $32971.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IRB Holding Corp.                                                                     | IRB Holding Corp., First Lien, 2024 Second Replacement CME Term Loan, B               | CUSIP: 44988LAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     53291 | PA      | $53346.99     | 0.01%             | 2027-12-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $103581.36    | 0.02%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2022-R05, Class 2M2                  | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    497000 | PA      | $510600.01    | 0.09%             | 2042-04-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2017-C02, Class 2M2C                 | CUSIP: 30711XGN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     26555 | PA      | $26945.47     | 0.00%             | 2029-09-25      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                      | Bombardier, Inc.                                                                      | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $3019.20      | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                      | Paramount Global                                                                      | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    295000 | PA      | $287083.19    | 0.05%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140XGML0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1125909 | PA      | $1027033.17   | 0.18%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                                  | Otis Worldwide Corp.                                                                  | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      5313 | NS      | $526093.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2016-C06, Class 1M2                  | CUSIP: 30711XDS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    116816 | PA      | $119979.37    | 0.02%             | 2029-04-25      | Floating      | 8.67%                 | 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      | $-2595.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                               | AS Mileage Plan IP Ltd.                                                               | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    195000 | PA      | $193079.51    | 0.03%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                                    | Hyatt Hotels Corp.                                                                    | CUSIP: 448579AF9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    404000 | PA      | $404183.89    | 0.07%             | 2026-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                                        | Lonza Group AG, First Lien, USD CME Term Loan, B                                      | CUSIP: L4780EAC8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |        74 | PA      | $68.03        | 0.00%             | 2028-07-03      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Klockner Pentaplast of America, Inc.                                                  | Klockner Pentaplast of America, Inc., First Lien, USD CME Term Loan, B                | CUSIP: 49865NAT7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     47544 | PA      | $44113.73     | 0.01%             | 2026-02-09      | Variable      | 9.23%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2015-CR22, Class B                                        | CUSIP: 12592XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $128920.79    | 0.02%             | 2048-03-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd.                                                                       | ICG US CLO Ltd., Series 2017-1A, Class ARR                                            | CUSIP: 449259AJ9<br>LEI: 254900T2ODAPJRGAZY53 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250537.49    | 0.04%             | 2034-07-28      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO Ltd.                                           | Park Avenue Institutional Advisers CLO Ltd., Series 2021-1A, Class A1A                | CUSIP: 70015QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250239.04    | 0.04%             | 2034-01-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                                 | Tencent Holdings Ltd.                                                                 | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |      3600 | NS      | $231968.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJZ25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21610 | PA      | $22540.37     | 0.00%             | 2048-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hoya Corp.                                                                            | Hoya Corp.                                                                            | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |      7400 | NS      | $878839.61    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                  | Cross Mortgage Trust, Series 2024-H4, Class A1                                        | CUSIP: 22758HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116436 | PA      | $117559.24    | 0.02%             | 2069-07-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                       | Live Nation Entertainment, Inc.                                                       | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      2857 | NS      | $432206.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunker Hill Loan Depositary Trust                                                     | Bunker Hill Loan Depositary Trust, Series 2020-1, Class A2                            | CUSIP: 12062RAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $241233.03    | 0.04%             | 2055-02-25      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                        | Broadcom, Inc.                                                                        | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     20472 | NS      | $5643106.80   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                                                      | ABN AMRO Bank NV                                                                      | CUSIP: 00080QAF2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $200041.46    | 0.04%             | 2025-07-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                     | Taylor Morrison Communities, Inc.                                                     | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30525.87     | 0.01%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                        | McKesson Corp.                                                                        | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      1944 | NS      | $1424524.32   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT, Inc.                                                                             | ADT, Inc.                                                                             | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15408 | NS      | $130505.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                 | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1133000 | PA      | $1037133.38   | 0.18%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                                                       | Gap, Inc. (The)                                                                       | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      4733 | NS      | $103226.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2016-C03, Class 2M2                  | CUSIP: 30711XCT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     16621 | PA      | $17081.26     | 0.00%             | 2028-10-25      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| Teradata Corp.                                                                        | Teradata Corp.                                                                        | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      5506 | NS      | $122838.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                                 | Jane Street Group / JSG Finance, Inc.                                                 | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66874.02     | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                                 | Axon Enterprise, Inc.                                                                 | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56697.30     | 0.01%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                  | IHO Verwaltungs GmbH                                                                  | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $205414.60    | 0.04%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                  | Meta Platforms, Inc.                                                                  | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    487000 | PA      | $475285.05    | 0.08%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                         | Netflix, Inc.                                                                         | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |    395000 | PA      | $486409.32    | 0.09%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Unisys Corp.                                                                          | Unisys Corp.                                                                          | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |      2677 | NS      | $12126.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16000000 | PA      | $15682152.64  | 2.74%             | 2055-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Simply Good Foods Co. (The)                                                           | Simply Good Foods Co. (The)                                                           | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       315 | NS      | $9950.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                                                             | CNO Financial Group, Inc.                                                             | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      1668 | NS      | $64351.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Mortgage Corp.                                                                | Freedom Mortgage Corp.                                                                | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     65000 | PA      | $72129.78     | 0.01%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| ABB Ltd.                                                                              | ABB Ltd.                                                                              | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |      7323 | NS      | $438858.89    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                                | Tenet Healthcare Corp.                                                                | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72793.26     | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | 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      | $-29.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bioventus, Inc.                                                                       | Bioventus, Inc., Class A                                                              | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1683 | NS      | $11141.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Stock Exchange Group plc                                                       | London Stock Exchange Group plc                                                       | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |      4350 | NS      | $636175.40    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC     | Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC     | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    175000 | PA      | $175000.00    | 0.03%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $11676.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coronado Finance Pty. Ltd.                                                            | Coronado Finance Pty. Ltd.                                                            | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |     25000 | PA      | $18662.01     | 0.00%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                 | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    722000 | PA      | $762915.63    | 0.13%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Venture XV CLO Ltd.                                                                   | Venture XV CLO Ltd., Series 2013-15A, Class AR3                                       | CUSIP: 92328XBD0<br>LEI: 549300UYHZCJPN3LMT03 | Long             | ABS-CBDO         | CORP              | KY        |    109488 | PA      | $109603.88    | 0.02%             | 2032-07-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                                                          | Northern Star Resources Ltd.                                                          | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |     13350 | NS      | $164901.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                                                           | Investor AB, Class B                                                                  | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |     10588 | NS      | $313758.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                        | Southern Co. Gas Capital Corp.                                                        | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    835000 | PA      | $828056.07    | 0.14%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                   | Abbott Laboratories                                                                   | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       969 | NS      | $131793.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                                                   | Post Holdings, Inc.                                                                   | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     52000 | PA      | $59488.00     | 0.01%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Summit Therapeutics, Inc.                                                             | Summit Therapeutics, Inc.                                                             | CUSIP: 86627T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2391 | NS      | $50880.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Corp. / Broadcom Cayman Finance Ltd.                                         | Broadcom Corp. / Broadcom Cayman Finance Ltd.                                         | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1216867.63   | 0.21%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                  | Meta Platforms, Inc., Class A                                                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     11654 | NS      | $8601700.86   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                        | BNP Paribas SA                                                                        | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    285000 | PA      | $251246.31    | 0.04%             | 2035-08-12      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                    | Banco Santander SA                                                                    | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $199575.41    | 0.03%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Medtronic plc                                                                         | Medtronic plc                                                                         | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     10527 | NS      | $917638.59    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                                                      | Paramount Global                                                                      | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    112000 | PA      | $109086.20    | 0.02%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                         | Koninklijke Ahold Delhaize NV                                                         | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |      8059 | NS      | $336595.82    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F030678<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1000000 | PA      | $-865453.04   | -0.15%            | 2055-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                                        | United Airlines Holdings, Inc.                                                        | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      1656 | NS      | $131867.28    | 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      | $-156.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                           | Capital One Financial Corp.                                                           | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      7723 | NS      | $1643145.48   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                                                                | Costco Wholesale Corp.                                                                | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       325 | NS      | $321730.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom International Finance BV                                             | Deutsche Telekom International Finance BV                                             | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    135000 | PA      | $159434.31    | 0.03%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                            | Occidental Petroleum Corp.                                                            | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176308.22    | 0.03%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Hanmi Financial Corp.                                                                 | Hanmi Financial Corp.                                                                 | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |       820 | NS      | $20237.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Midstream Operations LP                                                          | Hess Midstream Operations LP                                                          | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65332.48     | 0.01%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                           | Wayfair LLC                                                                           | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80696.48     | 0.01%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                 | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1642991.23   | 0.29%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, Series 2025-41, Class FA                                                        | CUSIP: 3136BV4Y1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173436 | PA      | $173704.19    | 0.03%             | 2054-06-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                                        | Structured Asset Mortgage Investments II Trust, Series 2007-AR7, Class 1A1            | CUSIP: 86364KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    337550 | PA      | $274537.21    | 0.05%             | 2047-05-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Generac Holdings, Inc.                                                                | Generac Holdings, Inc.                                                                | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      1068 | NS      | $152948.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp.                                                                  | Peabody Energy Corp.                                                                  | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |       709 | NS      | $9514.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2014-UBS3, Class AM                                       | CUSIP: 12591YBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131751 | PA      | $126466.49    | 0.02%             | 2047-06-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2025-R03, Class 2A1                  | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20987 | PA      | $21124.47     | 0.00%             | 2045-03-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                                | Kazakhstan Government Bond                                                            | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $194913.85    | 0.03%             | 2035-04-09      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor, Inc.                            | Directv Financing LLC / Directv Financing Co-Obligor, Inc.                            | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29920.84     | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | 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      | $-580.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                             | Bank of Nova Scotia (The)                                                             | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $201977.40    | 0.04%             | 2085-04-27      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| TTM Technologies, Inc.                                                                | TTM Technologies, Inc.                                                                | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119544.05    | 0.02%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FB Financial Corp.                                                                    | FB Financial Corp.                                                                    | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |       220 | NS      | $9966.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-2, Class M1                    | CUSIP: 35563PBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26996 | PA      | $26875.09     | 0.00%             | 2056-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                                                   | White Cap Buyer LLC                                                                   | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $129901.60    | 0.02%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HubSpot, Inc.                                                                         | HubSpot, Inc.                                                                         | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       830 | NS      | $462002.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                                                                | Home Depot, Inc. (The)                                                                | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    228000 | PA      | $240451.31    | 0.04%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 8 Ltd.                                                                | Birch Grove CLO 8 Ltd., Series 2024-8A, Class A1                                      | CUSIP: 09077TAA3<br>LEI: 254900WH1INTG23INE62 | Long             | ABS-CBDO         | CORP              | JE        |    200000 | PA      | $200732.67    | 0.04%             | 2037-04-20      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                       | Citigroup, Inc.                                                                       | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    512000 | PA      | $512597.12    | 0.09%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                       | ASML Holding NV                                                                       | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |      1816 | NS      | $1455227.70   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                           | Beach Acquisition Bidco LLC                                                           | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207803.00    | 0.04%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| IDT Corp.                                                                             | IDT Corp., Class B                                                                    | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |       560 | NS      | $38259.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                                                             | Towd Point Mortgage Trust, Series 2016-5, Class M2                                    | CUSIP: 89173CAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    174000 | PA      | $164459.49    | 0.03%             | 2056-10-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                           | Keysight Technologies, Inc.                                                           | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       806 | NS      | $132071.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MIWD Holdco II LLC / MIWD Finance Corp.                                               | MIWD Holdco II LLC / MIWD Finance Corp.                                               | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $81014.83     | 0.01%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Health Catalyst, Inc.                                                                 | Health Catalyst, Inc.                                                                 | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |      2448 | NS      | $9228.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                                                     | Philip Morris International, Inc.                                                     | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     21786 | NS      | $3967884.18   | 0.69%             |  |  |  | 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      | $7263.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Willis Towers Watson plc                                                              | Willis Towers Watson plc                                                              | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |       361 | NS      | $110646.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova plc                                                                          | LivaNova plc                                                                          | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |       835 | NS      | $37591.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Life360, Inc.                                                                         | Life360, Inc.                                                                         | CUSIP: 532206109<br>LEI: 254900VO9VDOQBQAHF07 | Long             | EC               | CORP              | US        |       884 | NS      | $57681.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd.                                                                   | Qantas Airways Ltd.                                                                   | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |     47278 | NS      | $333998.86    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2021-DNA6, Class M2                                   | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |    134119 | PA      | $134678.53    | 0.02%             | 2041-10-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                    | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class B          | CUSIP: 61765LAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193000 | PA      | $192115.48    | 0.03%             | 2048-05-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                                          | PetSmart LLC, First Lien, Initial CME Term Loan                                       | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     46142 | PA      | $45767.59     | 0.01%             | 2028-02-11      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II, Inc.                                               | GLP Capital LP / GLP Financing II, Inc.                                               | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    246000 | PA      | $216700.05    | 0.04%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Life Time Group Holdings, Inc.                                                        | Life Time Group Holdings, Inc.                                                        | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       369 | NS      | $11191.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp.                                                                          | Chemed Corp.                                                                          | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       225 | NS      | $109559.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                                                         | Alnylam Pharmaceuticals, Inc.                                                         | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       450 | NS      | $146740.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                  | American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34941.56     | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Associated Banc-Corp.                                                                 | Associated Banc-Corp.                                                                 | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |       509 | NS      | $12414.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inhibrx Biosciences, Inc.                                                             | Inhibrx Biosciences, Inc.                                                             | CUSIP: 45720N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       652 | NS      | $9304.04      | 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      | $98.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                                   | Viking Cruises Ltd.                                                                   | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     30000 | PA      | $30281.85     | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-373.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                                                           | Reckitt Benckiser Group plc                                                           | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |      2772 | NS      | $188848.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                             | Banijay Entertainment SAS                                                             | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    215000 | PA      | $223235.79    | 0.04%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp.                                                                      | Murphy Oil Corp.                                                                      | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      1849 | NS      | $41602.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies, Inc.                                                           | Palantir Technologies, Inc., Class A                                                  | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      1555 | NS      | $211977.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Midstream Operations LP                                                          | Hess Midstream Operations LP                                                          | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54652.93     | 0.01%             | 2028-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Avolta AG                                                                             | Avolta AG                                                                             | CUSIP: N/A<br>LEI: 549300X53WDBVW7TIF57       | Long             | EC               | CORP              | CH        |       924 | NS      | $50331.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                                | Keurig Dr Pepper, Inc.                                                                | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      3871 | NS      | $127975.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco, Inc.                                                                         | Genesco, Inc.                                                                         | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |       469 | NS      | $9234.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Holdings, Inc.                                                              | RB Global Holdings, Inc.                                                              | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57888.02     | 0.01%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Paysafe Ltd.                                                                          | Paysafe Ltd.                                                                          | CUSIP: N/A<br>LEI: 2138003K6PVDCI5TBN11       | Long             | EC               | CORP              | BM        |       881 | NS      | $11118.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media, Inc.                                                                      | Gray Media, Inc.                                                                      | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     85000 | PA      | $63809.18     | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp.                                                                     | Boyd Gaming Corp.                                                                     | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153451.39    | 0.03%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                        | US Foods, Inc.                                                                        | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21085.88     | 0.00%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                             | Consolidated Edison Co. of New York, Inc., Series 12-A                                | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    160000 | PA      | $135760.57    | 0.02%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                            | AT&T, Inc.                                                                            | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    573000 | PA      | $479753.50    | 0.08%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Keros Therapeutics, Inc.                                                              | Keros Therapeutics, Inc.                                                              | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3207 | NS      | $42813.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                                                   | Intesa Sanpaolo SpA                                                                   | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |     66448 | NS      | $382767.75    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes, Inc.                                                                | Invitation Homes, Inc.                                                                | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3820 | NS      | $125296.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Finance Corp.                                                                 | OneMain Finance Corp.                                                                 | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78085.11     | 0.01%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                                    | Royalty Pharma plc                                                                    | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $239999.91    | 0.04%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SkyWest, Inc.                                                                         | SkyWest, Inc.                                                                         | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |       689 | NS      | $70946.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                                         | Comcast Corp., Class A                                                                | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     13930 | NS      | $497161.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp.                                                                 | First Merchants Corp.                                                                 | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |       129 | NS      | $4940.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy, Inc.                                                                         | GoDaddy, Inc., Class A                                                                | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       687 | NS      | $123701.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     15000 | PA      | $456.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avista Corp.                                                                          | Avista Corp.                                                                          | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      1362 | NS      | $51687.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp.                                                                  | Ladder Capital Corp., Class A                                                         | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |      1043 | NS      | $11212.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Building Solutions, Inc.                                                     | Standard Building Solutions, Inc.                                                     | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92275.56     | 0.02%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                                                        | Fortinet, Inc.                                                                        | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      1257 | NS      | $132890.04    | 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      | $101.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital       | Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    352000 | PA      | $324252.99    | 0.06%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                                                        | BHP Group Ltd.                                                                        | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |     15617 | NS      | $375707.50    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Time Warner Cable Enterprises LLC                                                     | Time Warner Cable Enterprises LLC                                                     | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $40772.99     | 0.01%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                 | Sumitomo Mitsui Financial Group, Inc.                                                 | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |     16000 | NS      | $402895.39    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Agios Pharmaceuticals, Inc.                                                           | Agios Pharmaceuticals, Inc.                                                           | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |      1448 | NS      | $48160.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands, Inc.                                                                     | Hanesbrands, Inc.                                                                     | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |      2082 | NS      | $9535.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown, Inc.                                                                   | Brown & Brown, Inc.                                                                   | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75655.33     | 0.01%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                              | Motorola Solutions, Inc.                                                              | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      2005 | NS      | $843022.30    | 0.15%             |  |  |  | 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      | $-12034.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                                                    | Elevation CLO Ltd., Series 2021-13A, Class A1R                                        | CUSIP: 28622EAS7<br>LEI: 549300YZ3RIOTSOP0V95 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249357.12    | 0.04%             | 2034-07-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2023-DNA1, Class M1A                                  | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | CORP              | US        |     67415 | PA      | $68437.84     | 0.01%             | 2043-03-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Unitil Corp.                                                                          | Unitil Corp.                                                                          | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       206 | NS      | $10742.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scientific Games Holdings LP                                                          | Scientific Games Holdings LP, First Lien, 2024 Refinancing Dollar CME Term Loan       | CUSIP: 80875CAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34650 | PA      | $34659.77     | 0.01%             | 2029-04-04      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                     | Black Hills Corp.                                                                     | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |       976 | NS      | $54753.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                                                   | Kinder Morgan, Inc.                                                                   | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187943.45    | 0.03%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RMF Buyout Issuance Trust                                                             | RMF Buyout Issuance Trust, Series 2020-HB1, Class A1                                  | CUSIP: 76971EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58404 | PA      | $54714.75     | 0.01%             | 2050-10-25      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                            | Cloud Software Group, Inc.                                                            | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46685.49     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PRMI Securitization Trust                                                             | PRMI Securitization Trust, Series 2024-CMG1, Class A1                                 | CUSIP: 74275VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    234336 | PA      | $234747.05    | 0.04%             | 2054-07-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                              | Lumen Technologies, Inc.                                                              | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     17747 | NS      | $77731.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellanova                                                                             | Kellanova, Series B                                                                   | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     49000 | PA      | $56168.88     | 0.01%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL / Connect US Finco LLC                                             | Connect Finco SARL / Connect US Finco LLC                                             | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $201275.60    | 0.04%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2253.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                            | Corebridge Financial, Inc.                                                            | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    239000 | PA      | $234278.02    | 0.04%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                            | Mars, Inc.                                                                            | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24976.41     | 0.00%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                         | Smyrna Ready Mix Concrete LLC                                                         | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73445.88     | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                                                                     | Nintendo Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |      6300 | NS      | $604988.00    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140QRSK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1245739 | PA      | $1293843.67   | 0.23%             | 2053-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                          | Zoetis, Inc.                                                                          | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     99000 | PA      | $89009.77     | 0.02%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                     | SMBC Aviation Capital Finance DAC                                                     | CUSIP: 78448TAK8<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $205173.30    | 0.04%             | 2033-07-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                 | Cardinal Health, Inc.                                                                 | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       847 | NS      | $142296.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Foundation Building Materials, Inc.                                                   | Foundation Building Materials, Inc.                                                   | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82626.75     | 0.01%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                          | Nutrien Ltd.                                                                          | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    107000 | PA      | $105938.89    | 0.02%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                                 | Public Service Enterprise Group, Inc.                                                 | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      1652 | NS      | $139065.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Humacyte, Inc.                                                                        | Humacyte, Inc.                                                                        | CUSIP: 44486Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12645 | NS      | $26428.05     | 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      | $-471.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| News Corp.                                                                            | News Corp.                                                                            | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43088.42     | 0.01%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Extreme Networks, Inc.                                                                | Extreme Networks, Inc.                                                                | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |      3658 | NS      | $65661.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                                                           | Apple, Inc.                                                                           | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    351000 | PA      | $294184.86    | 0.05%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| fuboTV, Inc.                                                                          | fuboTV, Inc.                                                                          | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3250 | NS      | $12545.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                                                                   | Herc Holdings, Inc.                                                                   | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100088.50    | 0.02%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                                | SAP SE                                                                                | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |      1571 | NS      | $480379.54    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                                   | Sirius XM Radio LLC                                                                   | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    105000 | PA      | $93401.70     | 0.02%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                                  | American Tower Corp.                                                                  | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111604.02    | 0.02%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ADMA Biologics, Inc.                                                                  | ADMA Biologics, Inc.                                                                  | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1605 | NS      | $29227.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                                                           | Amgen, Inc.                                                                           | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    320000 | PA      | $327062.09    | 0.06%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| International Seaways, Inc.                                                           | International Seaways, Inc.                                                           | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | MH        |       287 | NS      | $10469.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co.                                                                      | Weyerhaeuser Co.                                                                      | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     25000 | PA      | $28242.26     | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                         | Netflix, Inc.                                                                         | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      3689 | NS      | $4940050.57   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Dole plc                                                                              | Dole plc                                                                              | CUSIP: N/A<br>LEI: 635400JUG5XJXOPPJJ47       | Long             | EC               | CORP              | IE        |      3356 | NS      | $46950.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix, Inc.                                                                           | Calix, Inc.                                                                           | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |       797 | NS      | $42392.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                                                      | ABN AMRO Bank NV                                                                      | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $304128.77    | 0.05%             | 2028-12-03      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp., Series L                                                       | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244068.07    | 0.04%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Hoshizaki Corp.                                                                       | Hoshizaki Corp.                                                                       | CUSIP: N/A<br>LEI: 5299001QAMLGU3SRBG20       | Long             | EC               | CORP              | JP        |      1100 | NS      | $37903.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  20813000 | PA      | $63895.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                 | Wells Fargo Commercial Mortgage Trust, Series 2016-BNK1, Class AS                     | CUSIP: 95000GBA1<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |    216000 | PA      | $206023.67    | 0.04%             | 2049-08-15      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                                   | Viking Cruises Ltd.                                                                   | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     80000 | PA      | $86210.08     | 0.02%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| NEC Corp.                                                                             | NEC Corp.                                                                             | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |      2500 | NS      | $72937.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PPL Corp.                                                                             | PPL Corp.                                                                             | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     17708 | NS      | $600124.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                                                | Tenet Healthcare Corp.                                                                | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       778 | NS      | $136928.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $591.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corp.                                                                         | Olympus Corp.                                                                         | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |      9400 | NS      | $111656.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Viatris, Inc.                                                                         | Viatris, Inc.                                                                         | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    346000 | PA      | $329840.76    | 0.06%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Dexcom, Inc.                                                                          | Dexcom, Inc.                                                                          | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      1502 | NS      | $131109.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands, Inc.                                                                   | Newell Brands, Inc.                                                                   | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47372.00     | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                     | Wells Fargo & Co.                                                                     | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      2233 | NS      | $178907.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                                       | TransDigm, Inc.                                                                       | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15734.52     | 0.00%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1265.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Veritex Holdings, Inc.                                                                | Veritex Holdings, Inc.                                                                | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |      1751 | NS      | $45701.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co.                                                             | American States Water Co.                                                             | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |       149 | NS      | $11422.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                                                 | Urban Edge Properties                                                                 | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2985 | NS      | $55700.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp.                                                             | United States Steel Corp.                                                             | CUSIP: 912909AD0<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37275.39     | 0.01%             | 2037-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                         | Centene Corp.                                                                         | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71533.28     | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LY Corp.                                                                              | LY Corp.                                                                              | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |     71000 | NS      | $261464.96    | 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      | $-287.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                                            | Dana, Inc.                                                                            | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      3756 | NS      | $64415.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                                                          | Nasdaq, Inc.                                                                          | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39607.44     | 0.01%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    108000 | PA      | $74008.57     | 0.01%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                     | Philip Morris International, Inc.                                                     | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    407000 | PA      | $418896.41    | 0.07%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Alexander & Baldwin, Inc.                                                             | Alexander & Baldwin, Inc.                                                             | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1162 | NS      | $20718.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Talanx AG                                                                             | Talanx AG                                                                             | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |      1461 | NS      | $189406.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63743.83     | 0.01%             | 2031-02-15      | 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      | $1104.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Bancorp                                                                         | First Bancorp                                                                         | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      3055 | NS      | $63635.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Cote d'Ivoire                                                             | Ivory Coast Government Bond                                                           | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $182160.89    | 0.03%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp.                                                                     | W R Berkley Corp.                                                                     | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      1782 | NS      | $130923.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                                                   | Cisco Systems, Inc.                                                                   | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     22735 | NS      | $1577354.30   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                                                   | Intesa Sanpaolo SpA                                                                   | CUSIP: 46115HBD8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $392494.40    | 0.07%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Corp.                                                                | Antero Midstream Corp.                                                                | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6963 | NS      | $131948.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                  | Mitsubishi UFJ Financial Group, Inc.                                                  | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |     64100 | NS      | $873913.26    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                             | CSX Corp.                                                                             | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    288000 | PA      | $240214.82    | 0.04%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                                  | American Tower Corp.                                                                  | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    396000 | PA      | $390413.40    | 0.07%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                     | Caterpillar, Inc.                                                                     | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    280000 | PA      | $285566.42    | 0.05%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                     | Chile Government Bond                                                                 | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $206520.00    | 0.04%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GeneDx Holdings Corp.                                                                 | GeneDx Holdings Corp., Class A                                                        | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       151 | NS      | $13938.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient Global Holdings Ltd.                                                           | Adient Global Holdings Ltd.                                                           | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     25000 | PA      | $25587.28     | 0.00%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-223.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                           | Capital One Financial Corp.                                                           | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $999330.20    | 0.17%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                          | Pacific Gas and Electric Co.                                                          | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    575000 | PA      | $595940.53    | 0.10%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                       | Starbucks Corp.                                                                       | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      5396 | NS      | $494435.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                                                          | Verizon Communications, Inc.                                                          | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    973000 | PA      | $979334.17    | 0.17%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-46268.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA, Series 2024-78, Class QF                                                        | CUSIP: 38384NV69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    331703 | PA      | $332897.60    | 0.06%             | 2054-05-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                         | Brazil Government Bond                                                                | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $198779.20    | 0.03%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stonex Escrow Issuer LLC                                                              | Stonex Escrow Issuer LLC                                                              | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55597.49     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                     | SMBC Aviation Capital Finance DAC                                                     | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    310000 | PA      | $316507.20    | 0.06%             | 2029-04-03      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                       | Madison IAQ LLC, First Lien, Initial CME Term Loan                                    | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |     24341 | PA      | $24386.41     | 0.00%             | 2028-06-21      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 7 Ltd.                                                           | Diameter Capital CLO 7 Ltd., Series 2024-7A, Class A1A                                | CUSIP: 25255WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250325.22    | 0.04%             | 2037-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co. Ltd.                                                             | Sekisui Chemical Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |      5400 | NS      | $97797.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ZipRecruiter, Inc.                                                                    | ZipRecruiter, Inc., Class A                                                           | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |      1884 | NS      | $9438.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                                                         | PepsiCo, Inc.                                                                         | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       945 | NS      | $124777.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                                                          | Arcosa, Inc.                                                                          | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36345.58     | 0.01%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings, Inc.                                                           | Bandai Namco Holdings, Inc.                                                           | CUSIP: N/A<br>LEI: 3538008EFEM34VRJDQ95       | Long             | EC               | CORP              | JP        |      4800 | NS      | $172028.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                             | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    195000 | PA      | $202670.33    | 0.04%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                              | Celanese US Holdings LLC                                                              | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57698.96     | 0.01%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Hovnanian Enterprises, Inc.                                                           | Hovnanian Enterprises, Inc., Class A                                                  | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |       124 | NS      | $12964.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH plc                                                                               | CRH plc                                                                               | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |      4832 | NS      | $446040.55    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                 | Dominion Energy, Inc.                                                                 | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266820.22    | 0.05%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                                                          | Coca-Cola Consolidated, Inc.                                                          | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      1130 | NS      | $126164.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Asics Corp.                                                                           | Asics Corp.                                                                           | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |      5500 | NS      | $140252.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VZS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79599 | PA      | $70604.84     | 0.01%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2020-I Ltd.                                                              | CIFC Funding Ltd., Series 2020-1A, Class A1R                                          | CUSIP: 12555QAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    310000 | PA      | $310668.77    | 0.05%             | 2036-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Galderma Group AG                                                                     | Galderma Group AG                                                                     | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |       542 | NS      | $78782.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                        | Hewlett Packard Enterprise Co.                                                        | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    107000 | PA      | $106770.56    | 0.02%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                                | XHR LP                                                                                | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25502.93     | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                                       | DR Horton, Inc.                                                                       | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54411.80     | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                                      | Bank Hapoalim BM                                                                      | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |     13619 | NS      | $261594.72    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                                                    | Connect Finco SARL, First Lien, Amendment No. 4 CME Term Loan                         | CUSIP: L2000DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     44438 | PA      | $42357.60     | 0.01%             | 2029-09-13      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| First Industrial Realty Trust, Inc.                                                   | First Industrial Realty Trust, Inc.                                                   | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2495 | NS      | $120084.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                  | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      3071 | NS      | $890313.61    | 0.16%             |  |  |  | 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      | $290.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Benteler International AG                                                             | Benteler International AG                                                             | CUSIP: 08263DAA4<br>LEI: 529900ZAFSOBVFCKF263 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $210672.60    | 0.04%             | 2028-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Arvinas, Inc.                                                                         | Arvinas, Inc.                                                                         | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6385 | NS      | $46993.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises, Inc.                                                         | Worthington Enterprises, Inc.                                                         | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |       274 | NS      | $17437.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHH Escrow Issuer LLC                                                                 | PHH Escrow Issuer LLC / PHH Corp.                                                     | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $169726.30    | 0.03%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                             | ATI, Inc.                                                                             | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120659.64    | 0.02%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ4A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48176 | PA      | $50651.64     | 0.01%             | 2049-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Outfront Media, Inc.                                                                  | Outfront Media, Inc.                                                                  | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      3639 | NS      | $59388.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse, Inc. (The)                                                          | Chefs' Warehouse, Inc. (The)                                                          | CUSIP: 163086AE1<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |     40000 | PA      | $62440.00     | 0.01%             | 2028-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                      | Mitsubishi Corp.                                                                      | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |      9900 | NS      | $197820.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-682.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Steelcase, Inc.                                                                       | Steelcase, Inc., Class A                                                              | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |      1052 | NS      | $10972.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                                                            | AT&T, Inc.                                                                            | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49802.35     | 0.01%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                                | Paraguay Government Bond                                                              | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $199120.00    | 0.03%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                                   | Erste Group Bank AG                                                                   | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |      2143 | NS      | $182423.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 5142, Class AI                                                          | CUSIP: 3137H2CD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2357049 | PA      | $456107.64    | 0.08%             | 2051-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co.      | JBS USA Holding Lux SARL / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co.      | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $521089.40    | 0.09%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                                                   | Hanover Insurance Group, Inc. (The)                                                   | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       366 | NS      | $62172.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals, Inc.                                                        | Catalyst Pharmaceuticals, Inc.                                                        | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |       747 | NS      | $16209.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway, Inc.                                                              | Berkshire Hathaway, Inc., Class B                                                     | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      1186 | NS      | $576123.22    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings, Inc.                                                                  | Mativ Holdings, Inc.                                                                  | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |       879 | NS      | $5994.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC          | Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC          | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46068.80     | 0.01%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Haleon plc                                                                            | Haleon plc                                                                            | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |     84574 | NS      | $434679.22    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                        | Morgan Stanley                                                                        | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      1015 | NS      | $142972.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bain Capital CLO Ltd.                                                                 | Bain Capital CLO Ltd., Series 2024-1A, Class A1                                       | CUSIP: 056920AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $251733.80    | 0.04%             | 2037-04-16      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II, Inc.                                               | GLP Capital LP / GLP Financing II, Inc.                                               | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $84070.81     | 0.01%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Unilever plc                                                                          | Unilever plc                                                                          | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |     11890 | NS      | $725602.23    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                             | FMC Corp.                                                                             | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71811.16     | 0.01%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                                                  | PPG Industries, Inc.                                                                  | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      3274 | NS      | $372417.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                                                            | Builders FirstSource, Inc.                                                            | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36080.28     | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile US, Inc.                                                                     | T-Mobile US, Inc.                                                                     | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      4161 | NS      | $991399.86    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ2R6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21563 | PA      | $22701.13     | 0.00%             | 2049-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                         | Fortress Intermediate 3, Inc., First Lien, Initial CME Term Loan                      | CUSIP: 34966LAB0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |     54725 | PA      | $54930.22     | 0.01%             | 2031-06-27      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                                 | Matador Resources Co.                                                                 | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90106.27     | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bills                                                                   | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  12500000 | PA      | $12363709.00  | 2.16%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                                                    | Elevation CLO Ltd., Series 2018-10A, Class AR                                         | CUSIP: 28623CAL5<br>LEI: 5493005Q4N14IP6ASK07 | Long             | ABS-CBDO         | CORP              | KY        |    154199 | PA      | $154152.18    | 0.03%             | 2031-10-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| ACADIA Pharmaceuticals, Inc.                                                          | ACADIA Pharmaceuticals, Inc.                                                          | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |      2859 | NS      | $61668.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                                                           | Axalta Coating Systems Ltd.                                                           | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |      4118 | NS      | $122263.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Norsk Hydro ASA                                                                       | Norsk Hydro ASA                                                                       | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |      9416 | NS      | $53919.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                        | Apollo Global Management, Inc.                                                        | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |      5470 | NS      | $776028.90    | 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      | $-249.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                            | Ball Corp.                                                                            | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      5908 | NS      | $331379.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Capital Trust IV                                                              | MetLife Capital Trust IV                                                              | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $423017.98    | 0.07%             | 2037-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                                    | Macquarie Airfinance Holdings Ltd.                                                    | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     71000 | PA      | $71009.44     | 0.01%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                     | Philip Morris International, Inc.                                                     | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64861.07     | 0.01%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Glatfelter Corp.                                                                      | Glatfelter Corp., First Lien, CME Term Loan                                           | CUSIP: 89458XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     39700 | PA      | $39055.12     | 0.01%             | 2031-11-04      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                                    | Berry Global, Inc.                                                                    | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    154000 | PA      | $147763.65    | 0.03%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Holcim AG                                                                             | Holcim AG                                                                             | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |      3781 | NS      | $280773.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, Series 2007-14, Class KO                                                        | CUSIP: 31396PG62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4272 | PA      | $3595.31      | 0.00%             | 2037-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                                        | Weatherford International Ltd.                                                        | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     75000 | PA      | $77354.04     | 0.01%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                          | Oracle Corp.                                                                          | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    917000 | PA      | $702513.50    | 0.12%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sanmina Corp.                                                                         | Sanmina Corp.                                                                         | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |       170 | NS      | $16631.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                                                                       | Primerica, Inc.                                                                       | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |       472 | NS      | $129172.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers, Inc.                                                                    | Safe Bulkers, Inc.                                                                    | CUSIP: N/A<br>LEI: 549300V6ZM2HJJYQQO85       | Long             | EC               | CORP              | MH        |      2615 | NS      | $9440.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group, Inc.                                                                       | Hub Group, Inc., Class A                                                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       849 | NS      | $28382.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC International Holdings Co. Ltd.                                                  | SITC International Holdings Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | KY        |     38000 | NS      | $121746.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2024-R05, Class 2M1                  | CUSIP: 20754XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4811 | PA      | $4808.16      | 0.00%             | 2044-07-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Coursera, Inc.                                                                        | Coursera, Inc.                                                                        | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |      6783 | NS      | $59419.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue, Inc.                                                                          | Kenvue, Inc.                                                                          | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    299000 | PA      | $303567.33    | 0.05%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CBAM Ltd.                                                                             | CBAM Ltd., Series 2017-2A, Class AR                                                   | CUSIP: 12481KAS7<br>LEI: 254900JYLIAZT0YFW632 | Long             | ABS-CBDO         | CORP              | KY        |    275000 | PA      | $275410.87    | 0.05%             | 2034-07-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                          | Uruguay Government Bond                                                               | CUSIP: 917288BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    250000 | PA      | $297285.00    | 0.05%             | 2033-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                                 | Colgate-Palmolive Co.                                                                 | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     11260 | NS      | $1023534.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 4326, Class GS                                                          | CUSIP: 3137BABH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2578763 | PA      | $269117.69    | 0.05%             | 2044-04-15      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                               | Applied Materials, Inc.                                                               | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       956 | NS      | $175014.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arroyo Mortgage Trust                                                                 | Arroyo Mortgage Trust, Series 2019-1, Class A3                                        | CUSIP: 042859AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26941 | PA      | $26436.67     | 0.00%             | 2049-01-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| BioCryst Pharmaceuticals, Inc.                                                        | BioCryst Pharmaceuticals, Inc.                                                        | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |      5790 | NS      | $51878.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                                                        | Ameris Bancorp                                                                        | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |       178 | NS      | $11516.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                             | Outfront Media Capital LLC / Outfront Media Capital Corp.                             | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $62128.42     | 0.01%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2014-CR20, Class C                                        | CUSIP: 12592LBP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    379251 | PA      | $367112.55    | 0.06%             | 2047-11-10      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                      | Roche Holding AG                                                                      | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      2260 | NS      | $737708.94    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                                            | Allianz SE                                                                            | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |      1283 | NS      | $520684.44    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Premier Bancorp, Inc.                                                         | Pacific Premier Bancorp, Inc.                                                         | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |       842 | NS      | $17757.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever Indonesia Tbk. PT                                                            | Unilever Indonesia Tbk. PT                                                            | CUSIP: N/A<br>LEI: 549300MUHUFNRRI19O72       | Long             | EC               | CORP              | ID        |   1258700 | NS      | $112527.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                 | Wells Fargo Commercial Mortgage Trust, Series 2024-5C1, Class XA                      | CUSIP: 95003VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4402749 | PA      | $160760.67    | 0.03%             | 2057-07-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care REIT, Inc.                                                          | Sabra Health Care REIT, Inc.                                                          | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |       726 | NS      | $13387.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group, Inc.                                                                    | Latham Group, Inc.                                                                    | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1722 | NS      | $10986.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp, Inc.                                                                | Northrim BanCorp, Inc.                                                                | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |       152 | NS      | $14175.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                                                  | American Express Co.                                                                  | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171991.24    | 0.03%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sembcorp Industries Ltd.                                                              | Sembcorp Industries Ltd.                                                              | CUSIP: N/A<br>LEI: 254900J0FF14U6TPQM96       | Long             | EC               | CORP              | SG        |     11800 | NS      | $63567.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-9685.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Manhattan Associates, Inc.                                                            | Manhattan Associates, Inc.                                                            | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      1144 | NS      | $225905.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International, Inc.                                                            | Mercer International, Inc.                                                            | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     85000 | PA      | $69408.32     | 0.01%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WSFS Financial Corp.                                                                  | WSFS Financial Corp.                                                                  | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |       187 | NS      | $10285.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Endo Finance Holdings, Inc.                                                           | Endo Finance Holdings, Inc.                                                           | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $42392.32     | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $119043.98    | 0.02%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                              | Marvell Technology, Inc.                                                              | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $90425.36     | 0.02%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33326.34     | 0.01%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                           | Cheniere Energy Partners LP                                                           | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    870000 | PA      | $860988.68    | 0.15%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                               | Nabors Industries, Inc.                                                               | CUSIP: 62957HAL9<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $23100.00     | 0.00%             | 2029-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                                 | Global Payments, Inc.                                                                 | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33868.84     | 0.01%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                          | Exelon Corp.                                                                          | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     24589 | NS      | $1067654.38   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings, Inc.                                                           | Sally Beauty Holdings, Inc.                                                           | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      1249 | NS      | $11565.74     | 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      | $32425.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Weekley Homes LLC / Weekley Finance Corp.                                             | Weekley Homes LLC / Weekley Finance Corp.                                             | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $63000.01     | 0.01%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                              | UnitedHealth Group, Inc.                                                              | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    419000 | PA      | $340103.44    | 0.06%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $21020.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                                    | Macquarie Airfinance Holdings Ltd.                                                    | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $10447.19     | 0.00%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2014-UBS5, Class AM                                       | CUSIP: 12592KBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107893 | PA      | $106745.62    | 0.02%             | 2047-09-10      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                          | UBS Group AG                                                                          | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |    389000 | PA      | $389602.46    | 0.07%             | 2025-08-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KDDI Corp.                                                                            | KDDI Corp.                                                                            | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |     21200 | NS      | $364016.43    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132AATC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104762 | PA      | $99743.39     | 0.02%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                             | OBX Trust, Series 2023-NQM10, Class A1                                                | CUSIP: 67449CAA9<br>LEI: 254900O44XNRXAW7W466 | Long             | ABS-MBS          | CORP              | US        |    236990 | PA      | $239086.27    | 0.04%             | 2063-10-25      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $269200.40    | 0.05%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                              | Venture Global LNG, Inc.                                                              | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109131.82    | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TXNM Energy, Inc.                                                                     | TXNM Energy, Inc.                                                                     | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |       213 | NS      | $11996.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group (The)                                                                     | Cigna Group (The)                                                                     | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      4392 | NS      | $1451907.36   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp.                                                                    | World Kinect Corp.                                                                    | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |       398 | NS      | $11283.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                                                                 | Axon Enterprise, Inc.                                                                 | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46447.27     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                                         | WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR3, Class A2              | CUSIP: 92922FNJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74432 | PA      | $69881.16     | 0.01%             | 2034-06-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| TOPPAN Holdings, Inc.                                                                 | TOPPAN Holdings, Inc.                                                                 | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |      7400 | NS      | $201035.99    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Point CLO 10 Ltd.                                                               | Crown Point CLO 10 Ltd., Series 2021-10A, Class A                                     | CUSIP: 22846FAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250540.66    | 0.04%             | 2034-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78552.17     | 0.01%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                             | HCA, Inc.                                                                             | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73707.74     | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                    | Credit Agricole SA                                                                    | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |      4939 | NS      | $93437.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| F5, Inc.                                                                              | F5, Inc.                                                                              | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       457 | NS      | $134504.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2022-HQA2, Class M1A                                  | CUSIP: 35564KB24<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-MBS          | CORP              | US        |    263195 | PA      | $268964.73    | 0.05%             | 2042-07-25      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| A10 Networks, Inc.                                                                    | A10 Networks, Inc.                                                                    | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |       781 | NS      | $15112.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp.                                                                       | Atlassian Corp., Class A                                                              | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |      5502 | NS      | $1117401.18   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp.                                                                 | First Financial Corp.                                                                 | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       239 | NS      | $12951.41     | 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      | $577.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corp. / Raptor LLC                                              | Great Canadian Gaming Corp. / Raptor LLC                                              | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $58771.46     | 0.01%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Ebara Corp.                                                                           | Ebara Corp.                                                                           | CUSIP: N/A<br>LEI: 353800UV8U3SOMCDTI49       | Long             | EC               | CORP              | JP        |     10100 | NS      | $193694.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                       | Citigroup, Inc.                                                                       | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    214000 | PA      | $182822.39    | 0.03%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings plc                                                       | Seagate Technology Holdings plc                                                       | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |      5903 | NS      | $851979.99    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp.                                                                         | Oshkosh Corp.                                                                         | CUSIP: 688239AF9<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140248.59    | 0.02%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Turning Point Brands, Inc.                                                            | Turning Point Brands, Inc.                                                            | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |       784 | NS      | $59403.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern California Gas Co.                                                           | Southern California Gas Co.                                                           | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75541.74     | 0.01%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Banner Corp.                                                                          | Banner Corp.                                                                          | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       151 | NS      | $9686.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark USA, Inc.                                                                    | Cinemark USA, Inc.                                                                    | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49799.09     | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                                           | Adient Global Holdings Ltd.                                                           | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    115000 | PA      | $120944.58    | 0.02%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                          | Target Corp.                                                                          | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      5043 | NS      | $497491.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                       | CSAIL Commercial Mortgage Trust, Series 2015-C1, Class C                              | CUSIP: 126281BF0<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    233000 | PA      | $212671.05    | 0.04%             | 2050-04-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| NMI Holdings, Inc.                                                                    | NMI Holdings, Inc., Class A                                                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      1101 | NS      | $46451.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio, Inc.                                                                          | Twilio, Inc., Class A                                                                 | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      1116 | NS      | $138785.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2025-R01, Class 1M1                  | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109015 | PA      | $109155.34    | 0.02%             | 2045-01-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                                       | Halliburton Co.                                                                       | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     30093 | NS      | $613295.34    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                                                                  | Colombia Government Bond                                                              | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    310000 | PA      | $255321.37    | 0.04%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Insulet Corp.                                                                         | Insulet Corp.                                                                         | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       401 | NS      | $125986.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                                                                 | Delta Air Lines, Inc.                                                                 | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      2624 | NS      | $129048.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                                   | Blackstone Holdings Finance Co. LLC                                                   | CUSIP: 09261BAA8<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    170000 | PA      | $145309.23    | 0.03%             | 2031-03-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                                 | Arroyo Mortgage Trust, Series 2019-3, Class A3                                        | CUSIP: 04285AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44032 | PA      | $42082.61     | 0.01%             | 2048-10-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                        | ConocoPhillips                                                                        | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      7823 | NS      | $702036.02    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co., Series W                                                        | CUSIP: 48123UAB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    228000 | PA      | $202377.07    | 0.04%             | 2047-05-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Itron, Inc.                                                                           | Itron, Inc.                                                                           | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |       629 | NS      | $82795.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                                 | NextEra Energy Capital Holdings, Inc.                                                 | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    845000 | PA      | $861743.84    | 0.15%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                     | American Electric Power Co., Inc.                                                     | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      1264 | NS      | $131152.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                       | CSAIL Commercial Mortgage Trust, Series 2016-C7, Class AS                             | CUSIP: 12637UBA6<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |    255000 | PA      | $248783.18    | 0.04%             | 2049-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                             | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    219000 | PA      | $215864.03    | 0.04%             | 2029-07-15      | Fixed         | 4.30%                 | 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      | $-154.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC / Prime Finance, Inc.                            | Prime Security Services Borrower LLC / Prime Finance, Inc.                            | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $90221.94     | 0.02%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CSAIL                                                                                 | CSAIL Commercial Mortgage Trust, Series 2015-C2, Class B                              | CUSIP: 12634NAY4<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $164509.37    | 0.03%             | 2057-06-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                 | Wells Fargo Commercial Mortgage Trust, Series 2013-LC12, Class D                      | CUSIP: 94988QAU5<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |    169000 | PA      | $95488.38     | 0.02%             | 2046-07-15      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                 | CUSIP: 59022CAA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     83000 | PA      | $82888.81     | 0.01%             | 2026-09-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                                 | Commercial Metals Co.                                                                 | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |       236 | NS      | $11542.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global, Inc.                                                                      | S&P Global, Inc.                                                                      | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    118000 | PA      | $101636.59    | 0.02%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                                  | Ally Financial, Inc.                                                                  | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    367000 | PA      | $418069.77    | 0.07%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                        | Broadcom, Inc.                                                                        | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148581.73    | 0.03%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                               | E.ON SE                                                                               | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |     14390 | NS      | $265144.95    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EverQuote, Inc.                                                                       | EverQuote, Inc., Class A                                                              | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1998 | NS      | $48311.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions, Inc.                                                  | Broadridge Financial Solutions, Inc.                                                  | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       540 | NS      | $131236.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor, Inc.                                                                       | Frontdoor, Inc.                                                                       | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      1260 | NS      | $74264.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2016-C01, Class 2M2                  | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     80846 | PA      | $83203.55     | 0.01%             | 2028-08-25      | Floating      | 11.37%                | No            |                  2 | On Loan: No      |
| BANK                                                                                  | BANK, Series 2019-BN20, Class XA                                                      | CUSIP: 06540AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3684785 | PA      | $107767.79    | 0.02%             | 2062-09-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Viper Energy, Inc.                                                                    | Viper Energy, Inc.                                                                    | CUSIP: 92763MAB1<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |    105000 | PA      | $111494.27    | 0.02%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                            | Charles Schwab Corp. (The)                                                            | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     11887 | NS      | $1084569.88   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                                                        | Chugai Pharmaceutical Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |      3700 | NS      | $193205.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                                                 | Southern Copper Corp.                                                                 | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      1430 | NS      | $144673.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Accor SA                                                                              | Accor SA                                                                              | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EC               | CORP              | FR        |      6466 | NS      | $338873.06    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                                   | Herc Holdings, Inc.                                                                   | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20899.65     | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264AAT2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4006.96      | 0.00%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2025-R01, Class 1A1                  | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103087 | PA      | $102990.75    | 0.02%             | 2045-01-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                                             | Shell plc                                                                             | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      3514 | NS      | $122601.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                                 | Commercial Metals Co.                                                                 | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81665.07     | 0.01%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                                    | Berry Global, Inc.                                                                    | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13993.97     | 0.00%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| M/I Homes, Inc.                                                                       | M/I Homes, Inc.                                                                       | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       453 | NS      | $50790.36     | 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      | $291.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                               | Republic Services, Inc.                                                               | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    665000 | PA      | $684236.18    | 0.12%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust                                                    | Barclays Commercial Mortgage Trust, Series 2019-C4, Class XA                          | CUSIP: 07335CAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2518452 | PA      | $120407.96    | 0.02%             | 2052-08-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                     | Philip Morris International, Inc.                                                     | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201600.51    | 0.04%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                    | Dominican Republic Government Bond                                                    | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    110000 | PA      | $111221.00    | 0.02%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                                        | Westlake Corp.                                                                        | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    243000 | PA      | $163602.97    | 0.03%             | 2041-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                         | AIB Group plc                                                                         | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |     20113 | NS      | $165989.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                           | RHP Hotel Properties LP / RHP Finance Corp.                                           | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46321.70     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                           | Carvana Co.                                                                           | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     60159 | PA      | $61766.65     | 0.01%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                     | Tyson Foods, Inc., Class A                                                            | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      2301 | NS      | $128717.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments LLC                                                                   | Shift4 Payments LLC, First Lien, CME Term Loan                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15000 | PA      | $15138.30     | 0.00%             | 2032-05-07      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                       | Eli Lilly & Co.                                                                       | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    257000 | PA      | $263570.75    | 0.05%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Compass Diversified Holdings                                                          | Compass Diversified Holdings                                                          | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |      1395 | NS      | $8760.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp.                                                            | Edwards Lifesciences Corp.                                                            | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      1669 | NS      | $130532.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                                                          | Vistra Corp.                                                                          | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       836 | NS      | $162025.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                              | SCIH Salt Holdings, Inc.                                                              | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $77993.12     | 0.01%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                              | Puget Sound Energy, Inc.                                                              | CUSIP: 745332CL8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    163000 | PA      | $155573.26    | 0.03%             | 2053-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, Series 2006-84, Class OT                                                        | CUSIP: 31396K2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       644 | PA      | $537.93       | 0.00%             | 2036-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                    | LPL Holdings, Inc.                                                                    | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    194000 | PA      | $197113.82    | 0.03%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Aisin Corp.                                                                           | Aisin Corp.                                                                           | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |     16100 | NS      | $205957.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NexPoint Residential Trust, Inc.                                                      | NexPoint Residential Trust, Inc.                                                      | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |       357 | NS      | $11895.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179YPB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    438659 | PA      | $389787.70    | 0.07%             | 2054-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tanger, Inc.                                                                          | Tanger, Inc.                                                                          | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |       363 | NS      | $11100.54     | 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      | $-86.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP / PTL Finance Corp.                                       | Penske Truck Leasing Co. LP / PTL Finance Corp.                                       | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $147737.74    | 0.03%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LTC Properties, Inc.                                                                  | LTC Properties, Inc.                                                                  | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |       147 | NS      | $5087.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp.                                                               | Primoris Services Corp.                                                               | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |       962 | NS      | $74978.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FREMF 2015-K51 Mortgage Trust                                                         | FREMF Mortgage Trust, Series 2015-K51, Class B                                        | CUSIP: 30293XAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    309000 | PA      | $307598.93    | 0.05%             | 2048-10-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                                   | Benin Government Bond                                                                 | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |    155000 | PA      | $156346.78    | 0.03%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                            | PG&E Corp., Series A                                                                  | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |       931 | NS      | $35005.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2022-R01, Class 1M2                  | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100872.50    | 0.02%             | 2041-12-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| IBEX Holdings Ltd.                                                                    | IBEX Holdings Ltd.                                                                    | CUSIP: N/A<br>LEI: 5493000GRFLPVYU2CX17       | Long             | EC               | CORP              | BM        |       528 | NS      | $15364.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                             | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                             | CUSIP: 71568QAE7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $203827.80    | 0.04%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CBL & Associates Properties, Inc.                                                     | CBL & Associates Properties, Inc.                                                     | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               | CORP              | US        |       423 | NS      | $10739.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                    | Banco Bilbao Vizcaya Argentaria SA                                                    | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |     18399 | NS      | $283312.75    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140XNRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2695226 | PA      | $2341810.94   | 0.41%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp.                             | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp.                             | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60800 | PA      | $56858.45     | 0.01%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                    | Banco Santander SA                                                                    | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $400478.08    | 0.07%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                                | Verisk Analytics, Inc., Class A                                                       | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       209 | NS      | $65103.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI, Inc.                                                                             | ATI, Inc.                                                                             | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24507.03     | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vir Biotechnology, Inc.                                                               | Vir Biotechnology, Inc.                                                               | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6163 | NS      | $31061.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DCC plc                                                                               | DCC plc                                                                               | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |      1241 | NS      | $80541.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Duolingo, Inc.                                                                        | Duolingo, Inc., Class A                                                               | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       319 | NS      | $130796.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand, Inc.                                                                  | Ingersoll Rand, Inc.                                                                  | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      7982 | NS      | $663942.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics, Inc.                                                              | Akero Therapeutics, Inc.                                                              | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |       231 | NS      | $12326.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WR Grace Holdings LLC                                                                 | WR Grace Holdings LLC, First Lien, Initial CME Term Loan                              | CUSIP: 92943HAB5<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |        51 | PA      | $51.16        | 0.00%             | 2028-09-22      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                                                          | Allegion plc                                                                          | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |       929 | NS      | $133887.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories, Inc.                                                              | IDEXX Laboratories, Inc.                                                              | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       637 | NS      | $341648.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179WDS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    168681 | PA      | $149653.08    | 0.03%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                                    | VICI Properties LP                                                                    | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    374000 | PA      | $376208.01    | 0.07%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 33 Ltd.                                                                   | Elmwood CLO 33 Ltd., Series 2024-9RA, Class AR                                        | CUSIP: 29001EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250875.56    | 0.04%             | 2037-10-21      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                                    | Toyota Motor Corp.                                                                    | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |      4300 | NS      | $74058.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                                   | Coca-Cola Co. (The)                                                                   | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     23412 | NS      | $1656399.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SES AI Corp.                                                                          | SES AI Corp.                                                                          | CUSIP: 78397Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17999 | NS      | $15988.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quikrete Holdings, Inc.                                                               | Quikrete Holdings, Inc.                                                               | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30973.53     | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd.                                                        | Jardine Matheson Holdings Ltd.                                                        | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |      3900 | NS      | $187444.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                                    | Macquarie Airfinance Holdings Ltd.                                                    | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $15886.34     | 0.00%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                                               | DuPont de Nemours, Inc.                                                               | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      8165 | NS      | $560037.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                                                                     | Caterpillar, Inc.                                                                     | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       514 | NS      | $199539.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                                         | Comcast Corp.                                                                         | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    206000 | PA      | $156706.72    | 0.03%             | 2049-11-01      | Fixed         | 4.00%                 | 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      | $1505.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cushman & Wakefield plc                                                               | Cushman & Wakefield plc                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      4849 | NS      | $53678.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                                            | Genmab A/S                                                                            | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |       583 | NS      | $121070.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AeroVironment, Inc.                                                                   | AeroVironment, Inc.                                                                   | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |        82 | NS      | $23365.90     | 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      | $-3635.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp.                                                              | Zebra Technologies Corp., Class A                                                     | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       442 | NS      | $136295.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Ltd.                                                                         | WH Group Ltd.                                                                         | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |    406000 | NS      | $391299.60    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F042673<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -3000000 | PA      | $-2869967.55  | -0.50%            | 2055-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                               | Level 3 Financing, Inc.                                                               | CUSIP: 527298BU6<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     77000 | PA      | $84616.26     | 0.01%             | 2030-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                                                  | TJX Cos., Inc. (The)                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     14420 | NS      | $1780725.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| DBUBS Mortgage Trust                                                                  | DBUBS Mortgage Trust, Series 2011-LC3A, Class D                                       | CUSIP: 23305YAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    406967 | PA      | $391080.97    | 0.07%             | 2044-08-10      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Dorman Products, Inc.                                                                 | Dorman Products, Inc.                                                                 | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |        91 | NS      | $11162.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                        | Morgan Stanley Capital I Trust, Series 2018-L1, Class A3                              | CUSIP: 61691QAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    183000 | PA      | $181082.11    | 0.03%             | 2051-10-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                                        | AppLovin Corp., Class A                                                               | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       709 | NS      | $248206.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software, Inc.                                                              | Guidewire Software, Inc.                                                              | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |     76000 | PA      | $89794.00     | 0.02%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2022-R03, Class 1M2                  | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44000 | PA      | $45745.14     | 0.01%             | 2042-03-25      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                                  | Coterra Energy, Inc.                                                                  | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      5270 | NS      | $133752.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj, Inc.                                                                          | Impinj, Inc.                                                                          | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |       469 | NS      | $52091.83     | 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      | $11267.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                        | Carnival Corp.                                                                        | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    100000 | PA      | $100888.17    | 0.02%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                                | HUB International Ltd.                                                                | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88890.45     | 0.02%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                                                                      | ServiceNow, Inc.                                                                      | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1603 | NS      | $1648012.24   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                                                           | Spire, Inc.                                                                           | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |       139 | NS      | $10145.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1001624.79   | 0.18%             | 2055-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                            | J.P. Morgan Mortgage Trust, Series 2024-CES1, Class A1A                               | CUSIP: 46658CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68344 | PA      | $68781.71     | 0.01%             | 2054-06-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                                | Waste Management, Inc.                                                                | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    147000 | PA      | $150641.62    | 0.03%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corp.                                                                | Filtration Group Corp., First Lien, 2025 Incremental Dollar CME Term Loan             | CUSIP: 31732FAV8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29922 | PA      | $30071.79     | 0.01%             | 2028-10-23      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                                    | United Rentals North America, Inc.                                                    | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61876.38     | 0.01%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1180.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Buzzi SpA                                                                             | Buzzi SpA                                                                             | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |      4567 | NS      | $253286.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                            | Ameriprise Financial, Inc.                                                            | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       174 | NS      | $92869.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    305000 | PA      | $311709.97    | 0.05%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                   | Kinder Morgan, Inc.                                                                   | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    343000 | PA      | $396175.90    | 0.07%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TCI Communications, Inc.                                                              | TCI Communications, Inc.                                                              | CUSIP: 872287AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    303000 | PA      | $324963.80    | 0.06%             | 2028-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                           | AvalonBay Communities, Inc.                                                           | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       628 | NS      | $127798.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentra Health Services, Inc.                                                       | Concentra Health Services, Inc.                                                       | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72562.96     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                             | Millrose Properties, Inc., Class A                                                    | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4584 | NS      | $130689.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties, Inc.                                                                 | VICI Properties, Inc., Class A                                                        | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      4107 | NS      | $133888.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate HDD Cayman                                                                    | Seagate HDD Cayman                                                                    | CUSIP: 81180WBF7<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     30000 | PA      | $27190.74     | 0.00%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                    | LPL Holdings, Inc.                                                                    | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    183000 | PA      | $195235.54    | 0.03%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Monarch Casino & Resort, Inc.                                                         | Monarch Casino & Resort, Inc.                                                         | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |       141 | NS      | $12188.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UKG, Inc.                                                                             | UKG, Inc.                                                                             | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93438.00     | 0.02%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                                    | CNO Global Funding                                                                    | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    171000 | PA      | $172865.05    | 0.03%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Scholar Rock Holding Corp.                                                            | Scholar Rock Holding Corp.                                                            | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |       339 | NS      | $12007.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                                                             | Zurich Insurance Group AG                                                             | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |       297 | NS      | $207817.78    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp.                                                                         | Insulet Corp.                                                                         | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26082.28     | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mercer International, Inc.                                                            | Mercer International, Inc.                                                            | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40620.56     | 0.01%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: No      |
| Calavo Growers, Inc.                                                                  | Calavo Growers, Inc.                                                                  | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       402 | NS      | $10689.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oaktree CLO Ltd.                                                                      | Oaktree CLO Ltd., Series 2021-1A, Class A1R                                           | CUSIP: 67402JAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251133.48    | 0.04%             | 2038-01-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                            | Procter & Gamble Co. (The)                                                            | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      7932 | NS      | $1263726.24   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME SA                                                                           | Aena SME SA                                                                           | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |      7450 | NS      | $198868.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                         | UniCredit SpA                                                                         | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |      6297 | NS      | $422424.06    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                                    | General Motors Financial Co., Inc.                                                    | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    264000 | PA      | $263654.98    | 0.05%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11658.28     | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | 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      | $27485.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                                    | Light & Wonder International, Inc.                                                    | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123705.69    | 0.02%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Costamare, Inc.                                                                       | Costamare, Inc.                                                                       | CUSIP: N/A<br>LEI: 5299003L6NPTZ25LN818       | Long             | EC               | CORP              | MH        |      2500 | NS      | $22775.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics, Inc.                                                        | Protagonist Therapeutics, Inc.                                                        | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1198 | NS      | $66213.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp.                                                                         | Moody's Corp.                                                                         | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    589000 | PA      | $511425.92    | 0.09%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                     | PennyMac Financial Services, Inc.                                                     | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |       312 | NS      | $31087.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                                                                   | ACI Worldwide, Inc.                                                                   | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |       718 | NS      | $32963.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grifols SA                                                                            | Grifols SA                                                                            | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |    215000 | PA      | $242893.91    | 0.04%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                       | Air Lease Corp.                                                                       | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    234000 | PA      | $235635.59    | 0.04%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Axogen, Inc.                                                                          | Axogen, Inc.                                                                          | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1363 | NS      | $14788.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                       | CFCRE Commercial Mortgage Trust, Series 2017-C8, Class B                              | CUSIP: 12532CBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179000 | PA      | $171722.47    | 0.03%             | 2050-06-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                   | Constellation Energy Generation LLC                                                   | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160427.00    | 0.03%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                         | Six Flags Entertainment Corp.                                                         | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87406.42     | 0.02%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-957.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                                | Chart Industries, Inc.                                                                | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26705.50     | 0.00%             | 2031-01-01      | Fixed         | 9.50%                 | 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      | $960.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                     | Wells Fargo & Co.                                                                     | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259950.78    | 0.05%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    835000 | PA      | $822085.49    | 0.14%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                         | Fortress Intermediate 3, Inc.                                                         | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68176.36     | 0.01%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Aris Water Holdings LLC                                                               | Aris Water Holdings LLC                                                               | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92930.22     | 0.02%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ChampionX Corp.                                                                       | ChampionX Corp.                                                                       | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |      2920 | NS      | $72532.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                                    | Nationstar Mortgage Holdings, Inc.                                                    | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $142294.88    | 0.02%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                              | WESCO Distribution, Inc.                                                              | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20601.64     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6283.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                                 | Global Payments, Inc.                                                                 | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      1637 | NS      | $131025.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Putnam Funds Trust                                                                    | Putnam Short Term Investment Fund, Class P                                            | CUSIP: 74676P664<br>LEI: 549300S9JYWEMKQCLW53 | Long             |  | RF                | US        |   4308642 | NS      | $4308642.14   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                                                                  | Colombia Government Bond                                                              | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    230000 | PA      | $229267.80    | 0.04%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA, Series 2023-152, Class FB                                                       | CUSIP: 38384DZX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    281212 | PA      | $285862.28    | 0.05%             | 2051-04-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Belden, Inc.                                                                          | Belden, Inc.                                                                          | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |       117 | NS      | $13548.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holdings, Inc.                                                                  | Roche Holdings, Inc.                                                                  | CUSIP: 771196BH4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    375000 | PA      | $314306.69    | 0.05%             | 2044-11-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Travere Therapeutics, Inc.                                                            | Travere Therapeutics, Inc.                                                            | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       654 | NS      | $9679.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1447.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                     | Duke Energy Corp.                                                                     | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    551000 | PA      | $540030.64    | 0.09%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                        | Blackstone Private Credit Fund                                                        | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     88000 | PA      | $85611.23     | 0.01%             | 2027-03-15      | 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      | $11941.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                 | Athene Global Funding                                                                 | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    547000 | PA      | $505043.25    | 0.09%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 3065, Class DC                                                          | CUSIP: 31396EU46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34317 | PA      | $35612.53     | 0.01%             | 2035-03-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $432.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2013-CR13, Class C                                        | CUSIP: 12630BBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56210 | PA      | $52788.53     | 0.01%             | 2046-11-10      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Corcept Therapeutics, Inc.                                                            | Corcept Therapeutics, Inc.                                                            | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |       835 | NS      | $61289.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Legalzoom.com, Inc.                                                                   | Legalzoom.com, Inc.                                                                   | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |      5892 | NS      | $52497.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69884.08     | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2023-HQA2, Class M1A                                  | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | CORP              | US        |     18835 | PA      | $18942.67     | 0.00%             | 2043-06-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Boston Beer Co., Inc. (The)                                                           | Boston Beer Co., Inc. (The), Class A                                                  | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |       556 | NS      | $106090.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                                | Duke Energy Ohio, Inc.                                                                | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    241000 | PA      | $236481.87    | 0.04%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                             | Seagate Data Storage Technology Pte. Ltd.                                             | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     80000 | PA      | $81394.32     | 0.01%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                            | JPMBB Commercial Mortgage Securities Trust, Series 2014-C18, Class B                  | CUSIP: 46641JBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    218733 | PA      | $212307.82    | 0.04%             | 2047-02-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                                       | 1261229 BC Ltd., First Lien, Initial CME Term Loan                                    | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     45000 | PA      | $43498.80     | 0.01%             | 2030-10-08      | Variable      | 10.56%                | No            |                  2 | On Loan: No      |
| Ambarella, Inc.                                                                       | Ambarella, Inc.                                                                       | CUSIP: N/A<br>LEI: 254900XN7F4DG0CEKC02       | Long             | EC               | CORP              | KY        |       886 | NS      | $58533.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Music Group NV                                                              | Universal Music Group NV                                                              | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |     10724 | NS      | $347892.58    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                            | JPMBB Commercial Mortgage Securities Trust, Series 2013-C12, Class C                  | CUSIP: 46639NAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146688 | PA      | $140975.96    | 0.02%             | 2045-07-15      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                         | MetLife, Inc.                                                                         | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     15089 | NS      | $1213457.38   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc.                                                                   | PROG Holdings, Inc.                                                                   | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      1303 | NS      | $38243.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2022-HQA1, Class M1A                                  | CUSIP: 35564KTA7<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | CORP              | US        |      4987 | PA      | $5017.92      | 0.00%             | 2042-03-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                                  | Frontier Communications Holdings LLC                                                  | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55055.22     | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IonQ, Inc.                                                                            | IonQ, Inc.                                                                            | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1726 | NS      | $74166.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA, Series 2020-96, Class JI                                                        | CUSIP: 3136BDKM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3733179 | PA      | $630772.82    | 0.11%             | 2051-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RR 29 Ltd.                                                                            | RR 29 Ltd., Series 2024-29RA, Class A1R                                               | CUSIP: 74989VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250474.03    | 0.04%             | 2039-07-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                          | DaVita, Inc.                                                                          | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15498.33     | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA                                                                                  | CUSIP: 3140LLKP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63000 | PA      | $64072.09     | 0.01%             | 2028-08-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Western Union Co. (The)                                                               | Western Union Co. (The)                                                               | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     13271 | NS      | $111741.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                                                      | ArcelorMittal SA                                                                      | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |      2034 | NS      | $64588.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA                                                                                  | CUSIP: 3140NUCB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147000 | PA      | $151632.58    | 0.03%             | 2028-12-01      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-20183.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                                  | Bulgaria Government Bond                                                              | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |     60000 | PA      | $73347.70     | 0.01%             | 2032-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                             | Standard Industries, Inc.                                                             | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35900.44     | 0.01%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                                 | Clydesdale Acquisition Holdings, Inc.                                                 | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92420.45     | 0.02%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                             | ATI, Inc.                                                                             | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78655.73     | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Adeia, Inc.                                                                           | Adeia, Inc.                                                                           | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       816 | NS      | $11538.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                                                            | Siemens AG                                                                            | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |       959 | NS      | $246327.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NuScale Power Corp.                                                                   | NuScale Power Corp., Class A                                                          | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       531 | NS      | $21006.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AEGON Funding Co. LLC                                                                 | AEGON Funding Co. LLC                                                                 | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212636.45    | 0.04%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2019-HRP1, Class M2                  | CUSIP: 20754PAC4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | CORP              | US        |      6459 | PA      | $6459.39      | 0.00%             | 2039-11-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                          | Verizon Communications, Inc.                                                          | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      2966 | NS      | $128338.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp. (The)                                                                       | AES Corp. (The)                                                                       | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    158000 | PA      | $155013.60    | 0.03%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                                                    | Poste Italiane SpA                                                                    | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |      1746 | NS      | $37514.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                       | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      4540 | NS      | $3213185.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global, Inc.                                                                 | Payoneer Global, Inc.                                                                 | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |      1450 | NS      | $9932.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Capital, Inc.                                                                 | Ashtead Capital, Inc.                                                                 | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    205000 | PA      | $177015.91    | 0.03%             | 2031-08-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                                         | Ovintiv, Inc.                                                                         | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    149000 | PA      | $153218.44    | 0.03%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                                                               | Kite Realty Group Trust                                                               | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1347 | NS      | $30509.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                                                                        | Preferred Bank                                                                        | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |       366 | NS      | $31675.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                                                         | SM Energy Co.                                                                         | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60076.92     | 0.01%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Univest Financial Corp.                                                               | Univest Financial Corp.                                                               | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |       501 | NS      | $15050.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp.                                                                         | Moody's Corp.                                                                         | CUSIP: 615369BA2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65763.98     | 0.01%             | 2034-08-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                                   | Nexstar Media, Inc.                                                                   | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48737.30     | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                    | Venture Global Plaquemines LNG LLC                                                    | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21665.84     | 0.00%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2124.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Neuberger Berman Group LLC / Neuberger Berman Finance Corp.                           | Neuberger Berman Group LLC / Neuberger Berman Finance Corp.                           | CUSIP: 64128XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    186000 | PA      | $159252.64    | 0.03%             | 2045-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                                                                    | Elmwood CLO I Ltd., Series 2019-1A, Class A1RR                                        | CUSIP: 290015AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $201284.81    | 0.04%             | 2037-04-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                 | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    572000 | PA      | $522571.40    | 0.09%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA                                        | ACS Actividades de Construccion y Servicios SA                                        | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |       494 | NS      | $34336.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                        | Carnival Corp.                                                                        | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     40000 | PA      | $40951.08     | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OFG Bancorp                                                                           | OFG Bancorp                                                                           | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |       925 | NS      | $39590.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca plc                                                                       | AstraZeneca plc                                                                       | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |      3138 | NS      | $436712.85    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                           | Marsh & McLennan Cos., Inc.                                                           | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    236000 | PA      | $213450.83    | 0.04%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                          | Humana, Inc.                                                                          | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       513 | NS      | $125418.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Hynix, Inc.                                                                        | SK Hynix, Inc.                                                                        | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |      1300 | NS      | $280126.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25801.60     | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Hamilton Insurance Group Ltd.                                                         | Hamilton Insurance Group Ltd., Class B                                                | CUSIP: N/A<br>LEI: 549300W92BN1FIEXG871       | Long             | EC               | CORP              | BM        |      2566 | NS      | $55476.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Lab Corp.                                                                      | Rocket Lab Corp.                                                                      | CUSIP: 773121108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       577 | NS      | $20639.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co., Inc.                                                           | Franklin Electric Co., Inc.                                                           | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |       124 | NS      | $11127.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections, Inc.                                                               | Waste Connections, Inc.                                                               | CUSIP: 941053AJ9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    306000 | PA      | $299515.20    | 0.05%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                           | Amgen, Inc.                                                                           | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       476 | NS      | $132903.96    | 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      | $-5831.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Transocean Aquila Ltd.                                                                | Transocean Aquila Ltd.                                                                | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     16308 | PA      | $16480.09     | 0.00%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Smiths Group plc                                                                      | Smiths Group plc                                                                      | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               | CORP              | GB        |      3693 | NS      | $113908.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4594.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kiniksa Pharmaceuticals International plc                                             | Kiniksa Pharmaceuticals International plc, Class A                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      1982 | NS      | $54841.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co. Ltd.                                                              | Otsuka Holdings Co. Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3200 | NS      | $158653.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                               | Pfizer Investment Enterprises Pte. Ltd.                                               | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $94475.45     | 0.02%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                       | Microsoft Corp.                                                                       | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     35547 | NS      | $17681433.27  | 3.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 5134, Class IB                                                          | CUSIP: 3137H1X50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2385960 | PA      | $491475.24    | 0.09%             | 2051-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                        | Carnival Corp.                                                                        | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     85000 | PA      | $86646.88     | 0.02%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    324000 | PA      | $329538.35    | 0.06%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                         | Magnera Corp.                                                                         | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26539.21     | 0.00%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2349.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                        | JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                        | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     82000 | PA      | $77954.72     | 0.01%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2015-LC19, Class C                                        | CUSIP: 200474BH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $358321.36    | 0.06%             | 2048-02-10      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                                         | Textron, Inc.                                                                         | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      1725 | NS      | $138500.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash, Inc.                                                                       | FirstCash, Inc.                                                                       | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186487.74    | 0.03%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                                 | Rocket Software, Inc.                                                                 | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67989.01     | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                                | Alternative Loan Trust, Series 2005-65CB, Class 2A1                                   | CUSIP: 12668AY90<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273721 | PA      | $170674.23    | 0.03%             | 2035-12-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| nLight, Inc.                                                                          | nLight, Inc.                                                                          | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       797 | NS      | $15684.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179UZS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    172490 | PA      | $153323.88    | 0.03%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                              | Celanese US Holdings LLC                                                              | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    184000 | PA      | $177488.74    | 0.03%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| O-I Glass, Inc.                                                                       | O-I Glass, Inc.                                                                       | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       945 | NS      | $13929.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson, Inc.                                                                          | Matson, Inc.                                                                          | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |       536 | NS      | $59683.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Athene Global Funding                                                                 | Athene Global Funding                                                                 | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107344.08    | 0.02%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Nexon Co. Ltd.                                                                        | Nexon Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |      6100 | NS      | $122863.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                             | HCA, Inc.                                                                             | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    280000 | PA      | $288809.29    | 0.05%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   5885000 | PA      | $45725.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                       | Madison IAQ LLC                                                                       | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38888.06     | 0.01%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury 10 Year Ultra Notes                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -23 | NC      | $-44421.22    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                 | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     38686 | NS      | $1830621.52   | 0.32%             |  |  |  | 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      | $-2090.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Benchmark Electronics, Inc.                                                           | Benchmark Electronics, Inc.                                                           | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |       300 | NS      | $11649.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                                                          | CF Industries Holdings, Inc.                                                          | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      1615 | NS      | $148580.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group, Inc.                                                                   | Upbound Group, Inc.                                                                   | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |       449 | NS      | $11269.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                                        | Public Storage                                                                        | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |       457 | NS      | $134092.94    | 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      | $-926.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp.                                                                           | Inpex Corp.                                                                           | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |     24500 | NS      | $343910.63    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                            | AT&T, Inc.                                                                            | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1258000 | PA      | $849510.53    | 0.15%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                        | Morgan Stanley Capital I Trust, Series 2016-UB12, Class AS                            | CUSIP: 61691EBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193000 | PA      | $182569.70    | 0.03%             | 2049-12-15      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                                                      | Transocean, Inc.                                                                      | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     32000 | PA      | $32933.09     | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Prologis, Inc.                                                                        | Prologis, Inc.                                                                        | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      5304 | NS      | $557556.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto plc                                                                         | Rio Tinto plc                                                                         | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |      4162 | NS      | $242245.53    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreCivic, Inc.                                                                       | CoreCivic, Inc.                                                                       | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |       968 | NS      | $20395.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M1                  | CUSIP: 20754BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65753 | PA      | $65758.73     | 0.01%             | 2042-01-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $27415.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                                  | Kimberly-Clark Corp.                                                                  | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      3259 | NS      | $420150.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties, Inc.                                                    | Ryman Hospitality Properties, Inc.                                                    | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |       614 | NS      | $60583.38     | 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      | $-3064.88     | -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      | $8.39         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Otter Tail Corp.                                                                      | Otter Tail Corp.                                                                      | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       136 | NS      | $10484.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco, Inc.                                                                           | Graco, Inc.                                                                           | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      1566 | NS      | $134629.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Danby Park CLO Ltd.                                                                   | Danby Park CLO Ltd., Series 2022-1A, Class AR                                         | CUSIP: 236057AN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250487.98    | 0.04%             | 2037-10-21      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Atlantic Asset Securitization LLC                                                     | Atlantic Asset Securitization LLC                                                     | CUSIP: 04821TU29<br>LEI: 549300BUNY5BIX4CVW20 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2999276.40   | 0.52%             | 2025-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2014-UBS4, Class XA                                       | CUSIP: 12591QAS1<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    591884 | PA      | $2206.72      | 0.00%             | 2047-08-10      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                           | Equinor ASA                                                                           | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |     15615 | NS      | $394342.06    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co., Inc.                                              | VICI Properties LP / VICI Note Co., Inc.                                              | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    149000 | PA      | $146770.88    | 0.03%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                           | Evergy Kansas Central, Inc.                                                           | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128454.75    | 0.02%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cimpress plc                                                                          | Cimpress plc                                                                          | CUSIP: N/A<br>LEI: 549300X1IFD75XISOR81       | Long             | EC               | CORP              | IE        |       240 | NS      | $11280.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd. (The)                                               | Bank of NT Butterfield & Son Ltd. (The)                                               | CUSIP: N/A<br>LEI: 549300V8RVM0EMTDPF28       | Long             | EC               | CORP              | BM        |       651 | NS      | $28826.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     41000 | PA      | $38027.37     | 0.01%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Empire State Realty Trust, Inc.                                                       | Empire State Realty Trust, Inc., Class A                                              | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |      1363 | NS      | $11026.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Capital Corp.                                                                    | Ares Capital Corp.                                                                    | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    270000 | PA      | $261055.38    | 0.05%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nice Ltd.                                                                             | Nice Ltd.                                                                             | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |       260 | NS      | $44073.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PROS Holdings, Inc.                                                                   | PROS Holdings, Inc.                                                                   | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |       857 | NS      | $13420.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                   | Bank of New York Mellon Corp. (The)                                                   | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      1456 | NS      | $132656.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BDS Ltd.                                                                              | BDS Ltd., Series 2021-FL10, Class A                                                   | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    195871 | PA      | $196135.97    | 0.03%             | 2036-12-16      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Rational AG                                                                           | Rational AG                                                                           | CUSIP: N/A<br>LEI: 529900K139N6UFJ1A758       | Long             | EC               | CORP              | DE        |        59 | NS      | $49577.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                                 | DIRECTV Financing LLC, First Lien, 2024 Refinancing CME Term Loan, B                  | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     87450 | PA      | $86933.10     | 0.02%             | 2029-08-02      | Variable      | 9.79%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                             | Kellanova                                                                             | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11144.46     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                               | Hyundai Capital America                                                               | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54523.26     | 0.01%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     10000 | PA      | $-229.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                                      | American Builders & Contractors Supply Co., Inc.                                      | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29362.98     | 0.01%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies, Inc.                                                           | Minerals Technologies, Inc.                                                           | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |       843 | NS      | $46424.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore Funding LLC                                                                  | Glencore Funding LLC                                                                  | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    188000 | PA      | $186534.67    | 0.03%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Heidrick & Struggles International, Inc.                                              | Heidrick & Struggles International, Inc.                                              | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |       354 | NS      | $16199.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections, Inc.                                                               | Waste Connections, Inc.                                                               | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |      2707 | NS      | $505451.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp.                                                               | Heritage Commerce Corp.                                                               | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      1202 | NS      | $11935.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp.                                                                   | First Horizon Corp.                                                                   | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      6425 | NS      | $136210.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JSE28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12005 | PA      | $12406.10     | 0.00%             | 2049-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                                    | Light & Wonder International, Inc.                                                    | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15705.56     | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                                    | Panama Government Bond                                                                | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    220000 | PA      | $234638.80    | 0.04%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                        | US Foods, Inc.                                                                        | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60087.02     | 0.01%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BCPE Ulysses Intermediate, Inc.                                                       | BCPE Ulysses Intermediate, Inc.                                                       | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $43526.00     | 0.01%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Select Medical Holdings Corp.                                                         | Select Medical Holdings Corp.                                                         | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1839 | NS      | $27916.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita, Inc.                                                                          | DaVita, Inc.                                                                          | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191808.93    | 0.03%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp.                                                                       | Atlassian Corp.                                                                       | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    161000 | PA      | $165364.62    | 0.03%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                           | RHP Hotel Properties LP / RHP Finance Corp.                                           | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20715.84     | 0.00%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                                           | Apollo Commercial Real Estate Finance, Inc., First Lien, Initial CME Term Loan        | CUSIP: 03768DAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9000 | PA      | $9033.75      | 0.00%             | 2030-06-13      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                                               | Fresenius SE & Co. KGaA                                                               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |       613 | NS      | $30847.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                        | AIA Group Ltd.                                                                        | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |     41800 | NS      | $378642.94    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Financial Services Corp.                                                   | Enterprise Financial Services Corp.                                                   | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |       670 | NS      | $36917.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                                                            | PG&E Corp.                                                                            | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47476.01     | 0.01%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                                | 3M Co.                                                                                | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       865 | NS      | $131687.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Truck Leasing Co. LP / PTL Finance Corp.                                       | Penske Truck Leasing Co. LP / PTL Finance Corp.                                       | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $132849.23    | 0.02%             | 2027-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3136.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg A/S                                                                         | Carlsberg A/S, Class B                                                                | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |       415 | NS      | $58798.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                         | Honeywell International, Inc.                                                         | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      4194 | NS      | $976698.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                 | Wells Fargo Commercial Mortgage Trust, Series 2019-C52, Class XA                      | CUSIP: 95002MAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3299830 | PA      | $165571.27    | 0.03%             | 2052-08-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                              | Motorola Solutions, Inc.                                                              | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92006.55     | 0.02%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Auto1 Group SE                                                                        | Auto1 Group SE                                                                        | CUSIP: N/A<br>LEI: 391200S2LPXG5ZD5G304       | Long             | EC               | CORP              | DE        |      4223 | NS      | $136721.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                                    | Nationstar Mortgage Holdings, Inc.                                                    | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $77953.88     | 0.01%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                      | TotalEnergies SE                                                                      | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |      9537 | NS      | $582926.80    | 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      | $-477.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                                 | Jane Street Group / JSG Finance, Inc.                                                 | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $196983.38    | 0.03%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                        | Hewlett Packard Enterprise Co.                                                        | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52405.33     | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                      | Comision Federal de Electricidad                                                      | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $212762.18    | 0.04%             | 2033-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                             | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64963.35     | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                              | Engie SA                                                                              | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |     19347 | NS      | $454708.75    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                                        | Lonza Group AG                                                                        | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |       705 | NS      | $504190.25    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Albany International Corp.                                                            | Albany International Corp., Class A                                                   | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |       164 | NS      | $11501.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                                                      | ArcelorMittal SA                                                                      | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    120000 | PA      | $133043.97    | 0.02%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                             | Outfront Media Capital LLC / Outfront Media Capital Corp.                             | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24890.72     | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                      | WestRock MWV LLC                                                                      | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |     99000 | PA      | $114815.64    | 0.02%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                               | Daimler Truck Finance North America LLC                                               | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248567.26    | 0.04%             | 2027-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TGNR Intermediate Holdings LLC                                                        | TGNR Intermediate Holdings LLC                                                        | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101826.36    | 0.02%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Maximus, Inc.                                                                         | Maximus, Inc.                                                                         | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       164 | NS      | $11512.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                                             | Nestle SA                                                                             | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |      1615 | NS      | $160573.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                            | Fertitta Entertainment LLC, First Lien, Initial CME Term Loan, B                      | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89159 | PA      | $89162.21     | 0.02%             | 2029-01-29      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| ScanSource, Inc.                                                                      | ScanSource, Inc.                                                                      | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |       295 | NS      | $12333.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                             | Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                             | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $82102.67     | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                              | Venture Global LNG, Inc.                                                              | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     75000 | PA      | $81750.23     | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Coles Group Ltd.                                                                      | Coles Group Ltd.                                                                      | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |      1424 | NS      | $19526.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Powell Industries, Inc.                                                               | Powell Industries, Inc.                                                               | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |       137 | NS      | $28831.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                                                          | Hasbro, Inc.                                                                          | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      1919 | NS      | $141660.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems, Inc.                                                                | NetScout Systems, Inc.                                                                | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |       545 | NS      | $13521.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp.                                                                         | Glaukos Corp.                                                                         | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |       177 | NS      | $18282.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of the Philippines                                                           | Philippines Government Bond                                                           | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    210000 | PA      | $217826.08    | 0.04%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                          | Royal Caribbean Cruises Ltd.                                                          | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     15000 | PA      | $15427.58     | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                                  | BBCMS Mortgage Trust, Series 2024-5C29, Class XA                                      | CUSIP: 05555PAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4760420 | PA      | $277651.50    | 0.05%             | 2057-09-15      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                         | Comcast Corp.                                                                         | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    123000 | PA      | $84411.31     | 0.01%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-20706.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Graham Packaging Co., Inc.                                                            | Graham Packaging Co., Inc.                                                            | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79905.46     | 0.01%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      1724 | NS      | $117232.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140KLMT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3136034 | PA      | $2631965.80   | 0.46%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Golden Entertainment, Inc.                                                            | Golden Entertainment, Inc.                                                            | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |       371 | NS      | $10918.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                                                            | Occidental Petroleum Corp.                                                            | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    253000 | PA      | $278640.29    | 0.05%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2017-C06, Class 2M2C                 | CUSIP: 30711XSV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     47411 | PA      | $48300.95     | 0.01%             | 2030-02-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                                                      | Coca-Cola HBC AG                                                                      | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |      4366 | NS      | $228091.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                           | Bank Gospodarstwa Krajowego                                                           | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $202157.78    | 0.04%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Flash Charm, Inc.                                                                     | Flash Charm, Inc., First Lien, CME Term Loan, B2                                      | CUSIP: 45168RAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59399 | PA      | $55866.00     | 0.01%             | 2028-03-02      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                                   | LBM Acquisition LLC, First Lien, Amendment No. 3 Incremental CME Term Loan            | CUSIP: 50179JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34561 | PA      | $32401.00     | 0.01%             | 2031-06-06      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                    | Energy Transfer LP, Series B                                                          | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    810000 | PA      | $809265.82    | 0.14%             | 2028-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                             | RTX Corp.                                                                             | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     14231 | NS      | $2078010.62   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                                                     | Duke Energy Corp.                                                                     | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    446000 | PA      | $348310.76    | 0.06%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                                              | Unipol Assicurazioni SpA                                                              | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |      1437 | NS      | $28459.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                      | Peru Government Bond                                                                  | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    330000 | PA      | $296389.50    | 0.05%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Waystar Holding Corp.                                                                 | Waystar Holding Corp.                                                                 | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       785 | NS      | $32082.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial, Inc.                                                              | Genworth Financial, Inc., Class A                                                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |      8766 | NS      | $68199.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EquipmentShare.com, Inc.                                                              | EquipmentShare.com, Inc.                                                              | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53196.99     | 0.01%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                           | Dick's Sporting Goods, Inc.                                                           | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    215000 | PA      | $192823.10    | 0.03%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                            | Unum Group                                                                            | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      1598 | NS      | $129054.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab, Inc.                                                                          | Ecolab, Inc.                                                                          | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       491 | NS      | $132295.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                                                          | Verizon Communications, Inc.                                                          | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    181000 | PA      | $171533.62    | 0.03%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC / SBP Finance Corp.                          | Specialty Building Products Holdings LLC / SBP Finance Corp.                          | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39345.26     | 0.01%             | 2029-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Alarm.com Holdings, Inc.                                                              | Alarm.com Holdings, Inc.                                                              | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |       215 | NS      | $12162.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Aviation SA                                                                  | Dassault Aviation SA                                                                  | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |       171 | NS      | $60460.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Equity Residential                                                                    | Equity Residential                                                                    | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      1843 | NS      | $124384.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133A8F85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    286023 | PA      | $243173.87    | 0.04%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                                 | Elevance Health, Inc.                                                                 | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       317 | NS      | $123300.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                                                              | Intuitive Surgical, Inc.                                                              | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1653 | NS      | $898256.73    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                                                    | State Street Corp.                                                                    | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     16451 | NS      | $1749399.34   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    547000 | PA      | $541538.16    | 0.09%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC / Cogent Finance, Inc.                                | Cogent Communications Group LLC / Cogent Finance, Inc.                                | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $162683.30    | 0.03%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                          | Cadence Design Systems, Inc.                                                          | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260106.74    | 0.05%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                            | JPMBB Commercial Mortgage Securities Trust, Series 2014-C25, Class XA                 | CUSIP: 46643PBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    598310 | PA      | $7.24         | 0.00%             | 2047-11-15      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                          | Mondelez International, Inc., Class A                                                 | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      1990 | NS      | $134205.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp.                                                                  | Northern Trust Corp.                                                                  | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      1222 | NS      | $154937.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                                                          | AbbVie, Inc.                                                                          | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      9031 | NS      | $1676334.22   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2025-R02, Class 1M1                  | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    316707 | PA      | $317103.71    | 0.06%             | 2045-02-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                | Truist Financial Corp.                                                                | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    390000 | PA      | $389849.15    | 0.07%             | 2026-07-28      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                                | Home Depot, Inc. (The)                                                                | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115302.07    | 0.02%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Vornado Realty Trust                                                                  | Vornado Realty Trust                                                                  | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14182 | NS      | $542319.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                                                         | Netflix, Inc.                                                                         | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    440000 | PA      | $459788.52    | 0.08%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd.                                                           | BOC Hong Kong Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |     10000 | NS      | $43532.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                     | Taylor Morrison Communities, Inc.                                                     | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35549.64     | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Etsy, Inc.                                                                            | Etsy, Inc.                                                                            | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      2748 | NS      | $137839.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL Corp. Ltd.                                                                        | NCL Corp. Ltd.                                                                        | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     30000 | PA      | $30667.60     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2017-C06, Class 1M2B                 | CUSIP: 30711XQU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      2000 | PA      | $2003.56      | 0.00%             | 2030-02-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Oceaneering International, Inc.                                                       | Oceaneering International, Inc.                                                       | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      2321 | NS      | $48091.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison IAQ LLC                                                                       | Madison IAQ LLC                                                                       | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142737.87    | 0.02%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                                      | Sealed Air Corp.                                                                      | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      4058 | NS      | $125919.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings, Inc.                                                               | LiveRamp Holdings, Inc.                                                               | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |      1758 | NS      | $58084.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp.                                                                   | Union Pacific Corp.                                                                   | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      4015 | NS      | $923771.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EXOR NV                                                                               | EXOR NV                                                                               | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | EC               | CORP              | NL        |      2586 | NS      | $261050.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Argan, Inc.                                                                           | Argan, Inc.                                                                           | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |       311 | NS      | $68569.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics, Inc.                                                         | Monte Rosa Therapeutics, Inc.                                                         | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2489 | NS      | $11225.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                                      | NRG Energy, Inc.                                                                      | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     70000 | PA      | $77775.02     | 0.01%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                                   | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  29173000 | PA      | $-186916.13   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Sterling Infrastructure, Inc.                                                         | Sterling Infrastructure, Inc.                                                         | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |       405 | NS      | $93445.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Inc.                                                    | Reinsurance Group of America, Inc.                                                    | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       741 | NS      | $146984.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                                                              | Marathon Petroleum Corp.                                                              | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       812 | NS      | $134881.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR, Inc.                                                                         | NETGEAR, Inc.                                                                         | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      1617 | NS      | $47006.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify, Inc.                                                                         | Shopify, Inc., Class A                                                                | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      3336 | NS      | $384807.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WaMu Mortgage-Backed Pass-Through Certificates Trust                                  | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR9, Class A1C3            | CUSIP: 92922FU89<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79691 | PA      | $80102.87     | 0.01%             | 2045-07-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Relay Therapeutics, Inc.                                                              | Relay Therapeutics, Inc.                                                              | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9164 | NS      | $31707.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl plc                                                                             | Bunzl plc                                                                             | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |      1280 | NS      | $40789.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                        | Broadcom, Inc.                                                                        | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     66000 | PA      | $54740.75     | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                       | CSAIL Commercial Mortgage Trust, Series 2020-C19, Class XA                            | CUSIP: 12597NAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5624555 | PA      | $214935.06    | 0.04%             | 2053-03-15      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Donaldson Co., Inc.                                                                   | Donaldson Co., Inc.                                                                   | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      1845 | NS      | $127950.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                                                                       | Air Lease Corp.                                                                       | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    736000 | PA      | $701555.21    | 0.12%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                               | Nabors Industries, Inc.                                                               | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    120000 | PA      | $89231.75     | 0.02%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Ingevity Corp.                                                                        | Ingevity Corp.                                                                        | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |       237 | NS      | $10212.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                       | Regeneron Pharmaceuticals, Inc.                                                       | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1853 | NS      | $972825.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryanair Holdings plc                                                                  | Ryanair Holdings plc                                                                  | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |      7536 | NS      | $434601.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury Ultra Bonds                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        90 | NC      | $346476.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140NKNK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54484 | PA      | $56599.64     | 0.01%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                                | Booking Holdings, Inc.                                                                | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        16 | NS      | $92627.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                              | International Flavors & Fragrances, Inc.                                              | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    308000 | PA      | $308009.60    | 0.05%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2119.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Pacific Financial Corp.                                                       | Central Pacific Financial Corp.                                                       | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |       767 | NS      | $21499.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp, Inc.                                                                          | NetApp, Inc.                                                                          | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      1343 | NS      | $143096.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                                | Cleveland-Cliffs, Inc.                                                                | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56634.68     | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                           | Caesars Entertainment, Inc.                                                           | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39253.48     | 0.01%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                         | Equinix, Inc.                                                                         | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    986000 | PA      | $966629.50    | 0.17%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United Rentals, Inc.                                                                  | United Rentals, Inc.                                                                  | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       826 | NS      | $622308.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | ETRSI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |  12473945 | PA      | $108730.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4063437 | PA      | $3608201.84   | 0.63%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mr. Cooper Group, Inc.                                                                | Mr. Cooper Group, Inc.                                                                | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |       666 | NS      | $99373.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings, Inc.                                                   | Allison Transmission Holdings, Inc.                                                   | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      1234 | NS      | $117217.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp. plc                                                                    | Prothena Corp. plc                                                                    | CUSIP: N/A<br>LEI: 5299009ZXQ8NIIJ8OL30       | Long             | EC               | CORP              | IE        |       627 | NS      | $3805.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis, Inc.                                                                          | Zoetis, Inc.                                                                          | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127032.78    | 0.02%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VN30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     94476 | PA      | $83911.66     | 0.01%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Astera Labs, Inc.                                                                     | Astera Labs, Inc.                                                                     | CUSIP: 04626A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1388 | NS      | $125502.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CinCor Pharma, Inc.                                                                   | CinCor Pharma, Inc., CVR                                                              | CUSIP: 172CVR011<br>LEI: N/A                  | Long             |  | CORP              | US        |       440 | NS      | $1346.40      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Aircastle Ltd.                                                                        | Aircastle Ltd.                                                                        | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    305000 | PA      | $304985.77    | 0.05%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                                  | Columbia Pipelines Operating Co. LLC                                                  | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $105621.14    | 0.02%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | SPDR S&P 500 ETF Trust                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |   9127790 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadstone Net Lease, Inc.                                                            | Broadstone Net Lease, Inc.                                                            | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |       763 | NS      | $12246.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Camelot Return Merger Sub, Inc.                                                       | Camelot Return Merger Sub, Inc.                                                       | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $69223.50     | 0.01%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Sylvamo Corp.                                                                         | Sylvamo Corp.                                                                         | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |       790 | NS      | $39579.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitsu Ltd.                                                                          | Fujitsu Ltd.                                                                          | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |      1900 | NS      | $46092.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133AAZB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    161469 | PA      | $137347.79    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Copart, Inc.                                                                          | Copart, Inc.                                                                          | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      9978 | NS      | $489620.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton, Inc.                                                                       | DR Horton, Inc.                                                                       | CUSIP: 23331ABQ1<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    650000 | PA      | $625136.30    | 0.11%             | 2026-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                                    | American International Group, Inc.                                                    | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     10344 | NS      | $885342.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidelberg Materials AG                                                               | Heidelberg Materials AG                                                               | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |       657 | NS      | $154721.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CommScope LLC                                                                         | CommScope LLC                                                                         | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59012.67     | 0.01%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, Series 2024-89, Class FA                                                        | CUSIP: 3136BTGT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    351124 | PA      | $352020.58    | 0.06%             | 2054-12-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                     | Duke Energy Corp.                                                                     | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      1117 | NS      | $131806.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Poseidon Ltd.                                                              | Transocean Poseidon Ltd.                                                              | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     39375 | PA      | $39465.29     | 0.01%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                           | McGraw-Hill Education, Inc.                                                           | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106981.56    | 0.02%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                             | HCA, Inc.                                                                             | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84035.10     | 0.01%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zoom Communications, Inc.                                                             | Zoom Communications, Inc., Class A                                                    | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      1683 | NS      | $131240.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign, Inc.                                                                        | DocuSign, Inc., Class A                                                               | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      1447 | NS      | $112706.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                                               | EnerSys                                                                               | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       671 | NS      | $57551.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC ULC / New Red Finance, Inc.                                                | 1011778 BC ULC / New Red Finance, Inc.                                                | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     80000 | PA      | $74633.49     | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blend Labs, Inc.                                                                      | Blend Labs, Inc., Class A                                                             | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14800 | NS      | $48840.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares, Inc.                                                           | Huntington Bancshares, Inc.                                                           | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    490000 | PA      | $411802.93    | 0.07%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                  | Clear Channel Outdoor Holdings, Inc.                                                  | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28373.25     | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                              | UnitedHealth Group, Inc.                                                              | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      3181 | NS      | $992376.57    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                                                | Tenet Healthcare Corp.                                                                | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122236.10    | 0.02%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                                    | General Motors Co.                                                                    | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     21119 | NS      | $1039265.99   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                      | Berkshire Hathaway Finance Corp.                                                      | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $322954.01    | 0.06%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp.                                                            | Carpenter Technology Corp.                                                            | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       128 | NS      | $35376.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust, Inc.                                                            | TPG RE Finance Trust, Inc.                                                            | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2526 | NS      | $19500.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                                                              | Pathward Financial, Inc.                                                              | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |       722 | NS      | $57124.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                        | Thermo Fisher Scientific, Inc.                                                        | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      2484 | NS      | $1007162.64   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Covivio SA                                                                            | Covivio SA                                                                            | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | EC               | CORP              | FR        |       339 | NS      | $21493.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                                          | Jones Deslauriers Insurance Management, Inc.                                          | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $79997.09     | 0.01%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                               | Hyundai Capital America                                                               | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     17000 | PA      | $18067.62     | 0.00%             | 2030-04-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                        | Carnival Corp.                                                                        | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    116000 | PA      | $118037.54    | 0.02%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                    | Dominican Republic Government Bond                                                    | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $152730.00    | 0.03%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Guardant Health, Inc.                                                                 | Guardant Health, Inc.                                                                 | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |      1888 | NS      | $98251.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                            | Warnermedia Holdings, Inc.                                                            | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41994.48     | 0.01%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                       | Air Lease Corp.                                                                       | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46562.42     | 0.01%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Beacon Mobility Corp.                                                                 | Beacon Mobility Corp.                                                                 | CUSIP: 073644AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56200.19     | 0.01%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                                   | Deutsche Telekom AG                                                                   | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |      6698 | NS      | $245170.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                               | Hyundai Capital America                                                               | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     98000 | PA      | $99896.88     | 0.02%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                           | FedEx Corp.                                                                           | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      4189 | NS      | $952201.59    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International, Inc.                                                             | Enova International, Inc.                                                             | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |       601 | NS      | $67023.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp.                                                                       | Atlassian Corp.                                                                       | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34930.77     | 0.01%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133A8Q59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79459 | PA      | $67609.64     | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals, Inc.                                                                 | Hudbay Minerals, Inc.                                                                 | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $71142.54     | 0.01%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                      | Bombardier, Inc.                                                                      | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20852.70     | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corp.                                                                 | Hexion Holdings Corp., Second Lien, Initial CME Term Loan                             | CUSIP: 42829JAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     60000 | PA      | $58875.00     | 0.01%             | 2030-03-15      | Variable      | 11.86%                | No            |                  2 | On Loan: No      |
| Commvault Systems, Inc.                                                               | Commvault Systems, Inc.                                                               | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |       469 | NS      | $81760.77     | 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      | $-2487.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3124890 | PA      | $2774804.05   | 0.49%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                                 | Indonesia Government Bond                                                             | CUSIP: 455780BX3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    250000 | PA      | $250983.44    | 0.04%             | 2027-01-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                                           | Novartis AG                                                                           | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |      9742 | NS      | $1182455.79   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                                             | Prosus NV                                                                             | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |      8897 | NS      | $499179.58    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DNOW, Inc.                                                                            | DNOW, Inc.                                                                            | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      2899 | NS      | $42992.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2022-HQA3, Class M1A                                  | CUSIP: 35564KE39<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | CORP              | US        |     30299 | PA      | $30867.94     | 0.01%             | 2042-08-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                                 | OneMain Finance Corp.                                                                 | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108278.02    | 0.02%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                                | Home Depot, Inc. (The)                                                                | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121512.07    | 0.02%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                                           | Brighthouse Financial, Inc.                                                           | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      2137 | NS      | $114906.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp.                                                                          | Incyte Corp.                                                                          | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      8007 | NS      | $545276.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp.                                                                           | Vicor Corp.                                                                           | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |       246 | NS      | $11158.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amrize Ltd.                                                                           | Amrize Ltd.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |      3781 | NS      | $188609.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                                                                    | AerCap Holdings NV                                                                    | CUSIP: N/A<br>LEI: 549300SZYINBBLJQU475       | Long             | EC               | CORP              | NL        |      1000 | NS      | $117000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                              | Spirit AeroSystems, Inc.                                                              | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    110000 | PA      | $121451.11    | 0.02%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                            | Visa, Inc., Class A                                                                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      4596 | NS      | $1631809.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2022-DNA2, Class M1A                                  | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |     52157 | PA      | $52199.21     | 0.01%             | 2042-02-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                                 | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                                 | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $154727.47    | 0.03%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                                 | Parker-Hannifin Corp.                                                                 | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       206 | NS      | $143884.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueScope Steel Ltd.                                                                  | BlueScope Steel Ltd.                                                                  | CUSIP: N/A<br>LEI: 529900H6UQI16XACWC95       | Long             | EC               | CORP              | AU        |      5503 | NS      | $83857.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2021-R03, Class 1M2                  | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102000 | PA      | $102665.46    | 0.02%             | 2041-12-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                                   | Public Service Electric and Gas Co.                                                   | CUSIP: 74456QAV8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    178000 | PA      | $180984.60    | 0.03%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Crown Holdings, Inc.                                                                  | Crown Holdings, Inc.                                                                  | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      1356 | NS      | $139640.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Station Place Securitization Trust                                                    | Station Place Securitization Trust, Series 2025-1, Class A                            | CUSIP: 85772UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    423000 | PA      | $427629.74    | 0.07%             | 2026-07-23      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Note                                                                    | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    114000 | PA      | $111199.02    | 0.02%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Q2 Holdings, Inc.                                                                     | Q2 Holdings, Inc.                                                                     | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |       312 | NS      | $29200.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group, Inc.                                                                     | Alamo Group, Inc.                                                                     | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |        69 | NS      | $15068.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings, Inc.                                                        | Bread Financial Holdings, Inc.                                                        | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      1201 | NS      | $68601.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                               | Pfizer Investment Enterprises Pte. Ltd.                                               | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     76000 | PA      | $76623.99     | 0.01%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc.                                                             | BrightSpire Capital, Inc., Class A                                                    | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |      3558 | NS      | $17967.90     | 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      | $187.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpha Metallurgical Resources, Inc.                                                   | Alpha Metallurgical Resources, Inc.                                                   | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       253 | NS      | $28457.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                       | WFRBS Commercial Mortgage Trust, Series 2013-C15, Class D                             | CUSIP: 92938CAL1<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-MBS          | CORP              | US        |    134334 | PA      | $69181.97     | 0.01%             | 2046-08-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140X7Y29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2068809 | PA      | $1737031.51   | 0.30%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                                          | Samsung Electronics Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EP               | CORP              | KR        |      6360 | NS      | $233316.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140EXBB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446214 | PA      | $396871.79    | 0.07%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                        | NCL Corp. Ltd.                                                                        | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     45000 | PA      | $47875.86     | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                                                          | GE Aerospace                                                                          | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      2819 | NS      | $725582.41    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                                                                    | Cirrus Logic, Inc.                                                                    | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      1336 | NS      | $139284.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                                                                  | Kontoor Brands, Inc.                                                                  | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |       144 | NS      | $9499.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.                 | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.                 | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $101596.72    | 0.02%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| American Healthcare REIT, Inc.                                                        | American Healthcare REIT, Inc.                                                        | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |       430 | NS      | $15798.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac, Inc.                                                                           | Aflac, Inc.                                                                           | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      1241 | NS      | $130875.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp.                                                          | Simmons First National Corp., Class A                                                 | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |      1611 | NS      | $30544.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd.                                                              | G-III Apparel Group Ltd.                                                              | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |       424 | NS      | $9497.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos., Inc.                                                                     | Rocket Cos., Inc.                                                                     | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $92200.55     | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hecla Mining Co.                                                                      | Hecla Mining Co.                                                                      | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |      2183 | NS      | $13076.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                                                           | Apple, Inc.                                                                           | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    739000 | PA      | $653364.01    | 0.11%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                                                                 | Leidos Holdings, Inc.                                                                 | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       819 | NS      | $129205.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International plc                                                         | Weatherford International plc                                                         | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |      2815 | NS      | $141622.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OHA Loan Funding Ltd.                                                                 | OHA Loan Funding Ltd., Series 2016-1A, Class A1R2                                     | CUSIP: 67110UAW9<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251189.72    | 0.04%             | 2037-07-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2022-DNA6, Class M1A                                  | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |      6062 | PA      | $6109.20      | 0.00%             | 2042-09-25      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Portland General Electric Co.                                                         | Portland General Electric Co.                                                         | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |       425 | NS      | $17267.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd.                                                                         | Biohaven Ltd.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |       716 | NS      | $10102.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC          | Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC          | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $68471.13     | 0.01%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 5079, Class BI                                                          | CUSIP: 3137F9DD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1542670 | PA      | $271846.31    | 0.05%             | 2051-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                          | Hess Midstream Operations LP                                                          | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36017.77     | 0.01%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1935.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                                                    | Aretec Group, Inc.                                                                    | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27504.23     | 0.00%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, Series 2021-45, Class MI                                                        | CUSIP: 3136BHW70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3424102 | PA      | $438275.16    | 0.08%             | 2049-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rigetti Computing, Inc.                                                               | Rigetti Computing, Inc.                                                               | CUSIP: 76655K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       747 | NS      | $8859.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies, Inc.                                                                | TTM Technologies, Inc.                                                                | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      1718 | NS      | $70128.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8, Inc.                                                                             | 8x8, Inc.                                                                             | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |      4614 | NS      | $9043.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                                                          | Charter Communications, Inc., Class A                                                 | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      1329 | NS      | $543308.49    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters, Inc.                                                       | American Eagle Outfitters, Inc.                                                       | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |       917 | NS      | $8821.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                                                         | Accenture plc, Class A                                                                | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |      4395 | NS      | $1313621.55   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Zegona Finance plc                                                                    | Zegona Finance plc                                                                    | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $213899.00    | 0.04%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                   | Starwood Mortgage Residential Trust, Series 2020-2, Class M1E                         | CUSIP: 85573DCA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    493000 | PA      | $482328.92    | 0.08%             | 2060-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| PubMatic, Inc.                                                                        | PubMatic, Inc., Class A                                                               | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1006 | NS      | $12514.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novelis Corp.                                                                         | Novelis Corp.                                                                         | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17987.00     | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                                       | Transocean Titan Financing Ltd.                                                       | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     40714 | PA      | $41386.37     | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2906.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd.                                                             | Asahi Group Holdings Ltd.                                                             | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |     24200 | NS      | $323484.77    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sprouts Farmers Market, Inc.                                                          | Sprouts Farmers Market, Inc.                                                          | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |       735 | NS      | $121010.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                                          | Oracle Corp.                                                                          | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    137000 | PA      | $125001.42    | 0.02%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| 7-Eleven, Inc.                                                                        | 7-Eleven, Inc.                                                                        | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    329000 | PA      | $303516.15    | 0.05%             | 2028-02-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                            | Encore Capital Group, Inc.                                                            | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64405.20     | 0.01%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                                   | Newell Brands, Inc.                                                                   | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43040.60     | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                        | NCL Corp. Ltd.                                                                        | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     30000 | PA      | $31644.18     | 0.01%             | 2029-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd.                                                                  | Elmwood CLO III Ltd., Series 2019-3A, Class A1RR                                      | CUSIP: 29002HAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250762.15    | 0.04%             | 2037-07-18      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    810000 | PA      | $702597.44    | 0.12%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                                                                      | PulteGroup, Inc.                                                                      | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11572 | NS      | $1220383.12   | 0.21%             |  |  |  | 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      | $-1026.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                 | Dominion Energy, Inc.                                                                 | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      2389 | NS      | $135026.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinitas CLO XVIII Ltd.                                                               | Trinitas CLO XVIII Ltd., Series 2021-18A, Class A1                                    | CUSIP: 89640LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250562.26    | 0.04%             | 2035-01-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | CDI                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  42357000 | PA      | $270450.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                      | Berkshire Hathaway Finance Corp.                                                      | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    117000 | PA      | $103129.04    | 0.02%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Teekay Corp. Ltd.                                                                     | Teekay Corp. Ltd.                                                                     | CUSIP: N/A<br>LEI: YHKQM2RIPKZYOZ6RVZ46       | Long             | EC               | CORP              | BM        |      5238 | NS      | $43213.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos., Inc. (The)                                                             | Williams Cos., Inc. (The)                                                             | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169695.69    | 0.03%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                                 | Acrisure LLC / Acrisure Finance, Inc.                                                 | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $93031.56     | 0.02%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                              | South Africa Government Bond                                                          | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    300000 | PA      | $299652.53    | 0.05%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                            | Sensata Technologies, Inc.                                                            | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    155000 | PA      | $141435.47    | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Tutor Perini Corp.                                                                    | Tutor Perini Corp.                                                                    | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |      1644 | NS      | $76906.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd.                                                                          | Nutrien Ltd.                                                                          | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $87808.95     | 0.02%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    155000 | PA      | $149247.55    | 0.03%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     79000 | PA      | $81308.93     | 0.01%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                  | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1887000 | PA      | $1861992.82   | 0.33%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                            | MSCI, Inc.                                                                            | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    133000 | PA      | $124844.33    | 0.02%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| New York Times Co. (The)                                                              | New York Times Co. (The), Class A                                                     | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |      2552 | NS      | $142860.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                       | WFRBS Commercial Mortgage Trust, Series 2013-C11, Class C                             | CUSIP: 92937EAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    628000 | PA      | $601124.74    | 0.11%             | 2045-03-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Vibrantz Technologies, Inc.                                                           | Vibrantz Technologies, Inc.                                                           | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |    105000 | PA      | $70826.45     | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                              | AthenaHealth Group, Inc.                                                              | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137930.17    | 0.02%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                                    | Crown Castle, Inc.                                                                    | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    219000 | PA      | $210976.11    | 0.04%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                        | Teva Pharmaceutical Finance Netherlands III BV                                        | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    215000 | PA      | $216399.87    | 0.04%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                              | Electricite de France SA                                                              | CUSIP: 268317AY0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    420000 | PA      | $435906.31    | 0.08%             | 2029-04-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3140.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Webster Financial Corp.                                                               | Webster Financial Corp.                                                               | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      2401 | NS      | $131094.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verde Purchaser LLC                                                                   | Verde Purchaser LLC, First Lien, Second Refinancing CME Term Loan                     | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |     23907 | PA      | $24021.02     | 0.00%             | 2030-11-30      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                        | QUALCOMM, Inc.                                                                        | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     17523 | NS      | $2790712.98   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock MWV LLC                                                                      | WestRock MWV LLC                                                                      | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    427000 | PA      | $489541.39    | 0.09%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co. Ltd.                                                              | SCREEN Holdings Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Long             | EC               | CORP              | JP        |      2300 | NS      | $187016.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                    | Southern Co. (The)                                                                    | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    195000 | PA      | $203075.94    | 0.04%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    759000 | PA      | $688072.19    | 0.12%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | ETRSI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |  11937712 | PA      | $-58375.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                                    | Crown Castle, Inc.                                                                    | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    128000 | PA      | $126918.46    | 0.02%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                     | HSBC Holdings plc                                                                     | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |     60855 | NS      | $736113.73    | 0.13%             |  |  |  | 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      | $5928.34      | 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      | $-12.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                     | American Electric Power Co., Inc.                                                     | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145610.18    | 0.03%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Atmus Filtration Technologies, Inc.                                                   | Atmus Filtration Technologies, Inc.                                                   | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       731 | NS      | $26623.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NANO Nuclear Energy, Inc.                                                             | NANO Nuclear Energy, Inc.                                                             | CUSIP: 63010H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1166 | NS      | $40215.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                                       | TransDigm, Inc.                                                                       | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62298.17     | 0.01%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2015-LC21, Class B                                        | CUSIP: 12593FBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    229282 | PA      | $227574.98    | 0.04%             | 2048-07-10      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                                                           | Shin-Etsu Chemical Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |     12300 | NS      | $406170.38    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $870.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MakeMyTrip Ltd.                                                                       | MakeMyTrip Ltd.                                                                       | CUSIP: N/A<br>LEI: 529900DNT8HNJ7RYUO60       | Long             | EC               | CORP              | MU        |      1192 | NS      | $116839.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-337.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rambus, Inc.                                                                          | Rambus, Inc.                                                                          | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      1347 | NS      | $86234.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies, Inc.                                                               | FARO Technologies, Inc.                                                               | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |       122 | NS      | $5358.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International, Inc.                                                              | CACI International, Inc.                                                              | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108485.79    | 0.02%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Phreesia, Inc.                                                                        | Phreesia, Inc.                                                                        | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |      1614 | NS      | $45934.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                                      | NRG Energy, Inc.                                                                      | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      6516 | NS      | $1046339.28   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources, Inc.                                                          | Core Natural Resources, Inc.                                                          | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |       552 | NS      | $38496.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Watco Cos. LLC / Watco Finance Corp.                                                  | Watco Cos. LLC / Watco Finance Corp.                                                  | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $109835.88    | 0.02%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Auto Trader Group plc                                                                 | Auto Trader Group plc                                                                 | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |     13851 | NS      | $156887.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                      | Mosaic Co. (The)                                                                      | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      3691 | NS      | $134647.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                                                          | Mattel, Inc.                                                                          | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19754.70     | 0.00%             | 2026-04-01      | Fixed         | 3.38%                 | 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      | $-6575.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                          | UBS Group AG                                                                          | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $245309.49    | 0.04%             | 2027-02-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                                  | American Tower Corp.                                                                  | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      4967 | NS      | $1097806.34   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| American Home Mortgage Investment Trust                                               | American Home Mortgage Investment Trust, Series 2007-1, Class GA1C                    | CUSIP: 026932AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    402625 | PA      | $236771.22    | 0.04%             | 2047-05-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                                       | JH North America Holdings, Inc.                                                       | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10093.57     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                        | Morgan Stanley                                                                        | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1758000 | PA      | $1733154.29   | 0.30%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                         | Cencora, Inc.                                                                         | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       447 | NS      | $134032.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J Jill, Inc.                                                                          | J Jill, Inc.                                                                          | CUSIP: 46620W201<br>LEI: 529900I19PJIF8MIDL12 | Long             | EC               | CORP              | US        |       670 | NS      | $9808.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H042679<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6000000 | PA      | $5744222.88   | 1.01%             | 2055-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                          | Avient Corp.                                                                          | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |       536 | NS      | $17318.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International, Inc.                                                        | Oil States International, Inc.                                                        | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |      2761 | NS      | $14798.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                                       | TransDigm, Inc.                                                                       | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90547.09     | 0.02%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                         | UBS Commercial Mortgage Trust, Series 2018-C8, Class XA                               | CUSIP: 90276VAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5379725 | PA      | $97228.31     | 0.02%             | 2051-02-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Dorian LPG Ltd.                                                                       | Dorian LPG Ltd.                                                                       | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |       516 | NS      | $12580.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings, Inc.                                                     | Heritage Insurance Holdings, Inc.                                                     | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |       582 | NS      | $14515.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                                                                 | Lockheed Martin Corp.                                                                 | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      3940 | NS      | $1824771.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries, Inc.                                                            | Gibraltar Industries, Inc.                                                            | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       199 | NS      | $11741.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co. LLC                                                             | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52306.60     | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MaxLinear, Inc.                                                                       | MaxLinear, Inc., Class A                                                              | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |       922 | NS      | $13101.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle, Inc. (The)                                                                    | Buckle, Inc. (The)                                                                    | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |       283 | NS      | $12834.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.                                                        | Citizens Financial Group, Inc.                                                        | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      3220 | NS      | $144095.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                                                                   | Medline Borrower LP                                                                   | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44682.07     | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Flowserve Corp.                                                                       | Flowserve Corp.                                                                       | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      2580 | NS      | $135063.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vibrantz Technologies, Inc.                                                           | Vibrantz Technologies, Inc., First Lien, Initial CME Term Loan                        | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |     44302 | PA      | $38804.40     | 0.01%             | 2029-04-23      | Variable      | 8.64%                 | 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      | $-2606.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                                          | Kohl's Corp.                                                                          | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88200.18     | 0.02%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                             | ATI, Inc.                                                                             | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14673.24     | 0.00%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                          | Oracle Corp.                                                                          | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    398000 | PA      | $313990.21    | 0.05%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M1                  | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14957 | PA      | $14962.60     | 0.00%             | 2044-03-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                                                 | Veritiv Operating Co.                                                                 | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32512.35     | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | 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      | $188.96       | 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      | $-267.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    153000 | PA      | $148761.00    | 0.03%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                                                  | Eastman Chemical Co.                                                                  | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      4075 | NS      | $304239.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust                                           | Arbor Multifamily Mortgage Securities Trust, Series 2020-MF1, Class XA                | CUSIP: 03881BAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3081635 | PA      | $110645.17    | 0.02%             | 2053-05-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Brixmor Property Group, Inc.                                                          | Brixmor Property Group, Inc.                                                          | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      5128 | NS      | $133533.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group, Inc.                                                                    | StoneX Group, Inc.                                                                    | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |       758 | NS      | $69084.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140EVH91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243679 | PA      | $217966.26    | 0.04%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126897.10    | 0.02%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                              | Icon Investments Six DAC                                                              | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $204256.98    | 0.04%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                                                            | Packaging Corp. of America                                                            | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       677 | NS      | $127580.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                                                            | Boliden AB                                                                            | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |      1027 | NS      | $32093.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                  | American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69982.34     | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                              | EquipmentShare.com, Inc.                                                              | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74037.60     | 0.01%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                             | Hilcorp Energy I LP / Hilcorp Finance Co.                                             | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41534.48     | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization Trust                                                    | Station Place Securitization Trust, Series 2024-10, Class A                           | CUSIP: 85779PAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $427257.98    | 0.07%             | 2025-10-27      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                                                                    | Pinewood Finco plc                                                                    | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $136038.47    | 0.02%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                                         | Calpine Corp.                                                                         | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59396.34     | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                     | NatWest Group plc                                                                     | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |    118416 | NS      | $831630.13    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F062671<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5163164.30   | 0.90%             | 2055-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Repsol SA                                                                             | Repsol SA                                                                             | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |      5159 | NS      | $75457.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                   | Station Casinos LLC                                                                   | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56272.54     | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2023-HQA3, Class A1                                   | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |     30831 | PA      | $31213.14     | 0.01%             | 2043-11-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Metropolitan Bank Holding Corp.                                                       | Metropolitan Bank Holding Corp.                                                       | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       183 | NS      | $12810.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes, Inc.                                                                | Tri Pointe Homes, Inc.                                                                | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2103 | NS      | $67190.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.                                                     | Booz Allen Hamilton Holding Corp., Class A                                            | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |       505 | NS      | $52585.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X, Inc.                                                                             | V2X, Inc.                                                                             | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       469 | NS      | $22769.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                                                              | Energizer Holdings, Inc.                                                              | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |       435 | NS      | $8769.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $134.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ4C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25097 | PA      | $26125.42     | 0.00%             | 2049-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KREF Ltd.                                                                             | KREF Ltd., Series 2022-FL3, Class A                                                   | CUSIP: 48275EAA4<br>LEI: 549300DG0FGL1EU1CT79 | Long             | ABS-CBDO         | CORP              | KY        |    131352 | PA      | $131594.26    | 0.02%             | 2039-02-17      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                                 | Ashtead Capital, Inc.                                                                 | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    685000 | PA      | $682499.87    | 0.12%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                         | Netflix, Inc.                                                                         | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47447.64     | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                      | Salesforce, Inc.                                                                      | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      4059 | NS      | $1106848.71   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group plc                                                     | InterContinental Hotels Group plc                                                     | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |       810 | NS      | $92611.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-46.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SLM Corp.                                                                             | SLM Corp.                                                                             | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3903 | NS      | $127979.37    | 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      | $-14291.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                                    | Crown Castle, Inc.                                                                    | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    281000 | PA      | $276126.41    | 0.05%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp.                                                             | Mitsubishi Electric Corp.                                                             | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |     20600 | NS      | $443084.89    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd.                                                                           | Garmin Ltd.                                                                           | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |       643 | NS      | $134206.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                                                               | Customers Bancorp, Inc.                                                               | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      1025 | NS      | $60208.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                                                                 | Churchill Downs, Inc.                                                                 | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85332.26     | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXIII Ltd.                                                               | Symphony CLO XXIII Ltd., Series 2020-23A, Class AR2                                   | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |    266949 | PA      | $266247.76    | 0.05%             | 2034-01-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                       | Jefferies Financial Group, Inc.                                                       | CUSIP: 47233WJG5<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185349.80    | 0.03%             | 2026-03-16      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                                       | DR Horton, Inc.                                                                       | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      1068 | NS      | $137686.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                                                            | AT&T, Inc.                                                                            | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    440000 | PA      | $384507.09    | 0.07%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                                         | Workday, Inc., Class A                                                                | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       479 | NS      | $114960.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Transmission Systems, Inc.                                                   | American Transmission Systems, Inc.                                                   | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $96855.51     | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Alkermes plc                                                                          | Alkermes plc                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       365 | NS      | $10442.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co.                                                               | Victoria's Secret & Co.                                                               | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      1830 | NS      | $33891.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DH Europe Finance II Sarl                                                             | DH Europe Finance II SARL                                                             | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    208000 | PA      | $148062.83    | 0.03%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp.                                                           | CDW LLC / CDW Finance Corp.                                                           | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14220.63     | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AngioDynamics, Inc.                                                                   | AngioDynamics, Inc.                                                                   | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      1346 | NS      | $13352.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ3Z7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33448 | PA      | $35277.95     | 0.01%             | 2049-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                                                 | National Fuel Gas Co.                                                                 | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      1612 | NS      | $136552.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                                       | TransDigm, Inc.                                                                       | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5183.22      | 0.00%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                               | GFL Environmental, Inc.                                                               | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $26191.83     | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                              | Spirit AeroSystems, Inc.                                                              | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113127.83    | 0.02%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                                   | Bausch + Lomb Corp., First Lien, Initial CME Term Loan                                | CUSIP: C0787FAB8<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     64225 | PA      | $64192.64     | 0.01%             | 2027-05-10      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5566.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Makita Corp.                                                                          | Makita Corp.                                                                          | CUSIP: N/A<br>LEI: 529900CDR9E94BCM6294       | Long             | EC               | CORP              | JP        |      1100 | NS      | $33877.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 3408, Class EK                                                          | CUSIP: 31397PUB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21326 | PA      | $24825.35     | 0.00%             | 2037-04-15      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                           | Beach Acquisition Bidco LLC, First Lien, CME Term Loan, B                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3791 | PA      | $3814.76      | 0.00%             | 2032-06-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                             | CSX Corp.                                                                             | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      4260 | NS      | $139003.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                                                          | Verizon Communications, Inc.                                                          | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284841.83    | 0.05%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                      | Bombardier, Inc.                                                                      | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51872.55     | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                            | Occidental Petroleum Corp.                                                            | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     97000 | PA      | $102673.78    | 0.02%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                           | Caesars Entertainment, Inc.                                                           | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113982.77    | 0.02%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                                  | Ally Financial, Inc.                                                                  | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    172000 | PA      | $158679.06    | 0.03%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SunCoke Energy, Inc.                                                                  | SunCoke Energy, Inc.                                                                  | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      1716 | NS      | $14740.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                                                  | American Tower Corp.                                                                  | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    263000 | PA      | $245183.39    | 0.04%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                            | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class B                  | CUSIP: 46643ABK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143000 | PA      | $133699.87    | 0.02%             | 2047-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Upwork, Inc.                                                                          | Upwork, Inc.                                                                          | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |      3630 | NS      | $48787.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3138WH6L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184096 | PA      | $163338.83    | 0.03%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Merck KGaA                                                                            | Merck KGaA                                                                            | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |       124 | NS      | $16077.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                             | UKG, Inc., First Lien, Initial CME Term Loan                                          | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |      9900 | PA      | $9948.56      | 0.00%             | 2031-02-10      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2022-DNA3, Class M1B                                  | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |     12000 | PA      | $12369.07     | 0.00%             | 2042-04-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| CareTrust REIT, Inc.                                                                  | CareTrust REIT, Inc.                                                                  | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      2630 | NS      | $80478.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp.                                                                           | Cabot Corp.                                                                           | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |       137 | NS      | $10275.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA                                                                                  | CUSIP: 3140FXFJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    944551 | PA      | $849955.58    | 0.15%             | 2057-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-114.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pagseguro Digital Ltd.                                                                | Pagseguro Digital Ltd., Class A                                                       | CUSIP: N/A<br>LEI: 391200VY4YW47I4HGH62       | Long             | EC               | CORP              | KY        |      6615 | NS      | $63768.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Pro USA, Inc.                                                                   | Waste Pro USA, Inc.                                                                   | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78046.35     | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2025-DNA1, Class A1                                   | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |    444075 | PA      | $443631.01    | 0.08%             | 2045-01-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| PotlatchDeltic Corp.                                                                  | PotlatchDeltic Corp.                                                                  | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |       279 | NS      | $10705.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings, Inc.                                                             | BrightView Holdings, Inc.                                                             | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |      1152 | NS      | $19180.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies, Inc.                                                 | Applied Industrial Technologies, Inc.                                                 | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |       201 | NS      | $46722.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Co.                                                          | Pacific Gas and Electric Co.                                                          | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     61000 | PA      | $57791.05     | 0.01%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Ltd.                                                     | Canadian Pacific Kansas City Ltd.                                                     | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      7648 | NS      | $606256.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman International LLC                                                            | Huntsman International LLC                                                            | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    156000 | PA      | $131389.83    | 0.02%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                            | eBay, Inc.                                                                            | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      1884 | NS      | $140282.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial, Inc.                                                                 | Virtu Financial, Inc., Class A                                                        | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      3864 | NS      | $173068.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179UXS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89827 | PA      | $79874.51     | 0.01%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                 | Westpac Banking Corp.                                                                 | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    147000 | PA      | $108919.27    | 0.02%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 5138, Class YI                                                          | CUSIP: 3137H2MF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3017421 | PA      | $778406.62    | 0.14%             | 2049-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Linde plc                                                                             | Linde plc                                                                             | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |      1392 | NS      | $653098.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Capital Corp.                                                                    | Ares Capital Corp.                                                                    | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    253000 | PA      | $246596.42    | 0.04%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                          | Royal Caribbean Cruises Ltd.                                                          | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    130000 | PA      | $132587.26    | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                            | Australia & New Zealand Banking Group Ltd.                                            | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $202640.60    | 0.04%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                                   | Iron Mountain, Inc.                                                                   | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159480.43    | 0.03%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                           | Match Group Holdings II LLC                                                           | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    189000 | PA      | $184563.19    | 0.03%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                            | Mars, Inc.                                                                            | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39930.81     | 0.01%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Best Buy Co., Inc.                                                                    | Best Buy Co., Inc.                                                                    | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      1842 | NS      | $123653.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TICP CLO XII Ltd.                                                                     | TICP CLO XII Ltd., Series 2018-12A, Class BR                                          | CUSIP: 87250FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250518.32    | 0.04%             | 2034-07-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer