# EDGAR Filing Document

**Accession Number:** 0000764719
**File Stem:** 0002071691-25-009756
**Filing Date:** 2025-12
**Character Count:** 442910
**Document Hash:** 275218da61e25dbf47d28f57fd0c8702
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-009756.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0002071691-25-009756

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MFS SERIES TRUST XV
- **CENTRAL INDEX KEY:** 0000764719

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04253
- **FILM NUMBER:** 251597564

**BUSINESS ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 18006372929

**MAIL ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS GOVERNMENT LIMITED MATURITY FUND /MA/
- **DATE OF NAME CHANGE:** 19930623

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS GOVERNMENT PREMIUM FUND
- **DATE OF NAME CHANGE:** 19930408

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS GOVERNMENT PREMIUM ACCOUNT
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### MFS Global Alternative Strategy Fund (Series ID: S000019515)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000054207 | A            | DVRAX           |
| C000054208 | R4           | DVRKX           |
| C000054209 | R6           | DVRLX           |
| C000054210 | B            | DVRBX           |
| C000054211 | C            | DVRCX           |
| C000054212 | I            | DVRIX           |
| C000054214 | R1           | DVRFX           |
| C000054216 | R2           | DVRHX           |
| C000054217 | R3           | DVRJX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MFS Series Trust XV

- **b. Investment Company Act file number:** 811-04253

- **c. CIK number of Registrant:** 0000764719

- **d. LEI of Registrant:** 549300YI4S4U2N712160

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

  - **Street Address 1:** 111 Huntington Avenue

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199

  - **Telephone number:** 617-954-5000

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

- **a. Name of Series:** MFS Global Alternative Strategy Fund

- **b. EDGAR series identifier (if any):** S000019515

- **c. LEI of Series:** ZT4WGKSWKFKB4CI0QU32

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $207773662.92

**Total Liabilities:** $1281328.08

**Net Assets:** $206492334.84

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -84.88467840 | **1-Year:** -1726.66446690 | **5-Year:** -7575.31070330 | **10-Year:** -10763.46828130 | **30-Year:** -6274.72578130

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

- **3-Month:** -4.18882050 | **1-Year:** -62.05113410 | **5-Year:** -157.09691350 | **10-Year:** -186.70818910 | **30-Year:** -23.19476890

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000054207 | 0.64%                | 0.93%                | -0.35%               |
| Class ID C000054209 | 0.71%                | 0.91%                | -0.35%               |
| Class ID C000054216 | 0.65%                | 0.65%                | -0.43%               |
| Class ID C000054214 | 0.60%                | 0.82%                | -0.44%               |
| Class ID C000054212 | 0.71%                | 0.99%                | -0.42%               |
| Class ID C000054208 | 0.71%                | 0.99%                | -0.42%               |
| Class ID C000054210 | 0.59%                | 0.88%                | -0.51%               |
| Class ID C000054217 | 0.64%                | 0.92%                | -0.35%               |
| Class ID C000054211 | 0.59%                | 0.88%                | -0.44%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $251315.37               | $3211036.09                                |
| Month 2  | $-59584.18               | $3032534.64                                |
| Month 3  | $543989.08               | $-698919.81                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                 | Title                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CBRE Group, Inc.                                     | CBRE Group, Inc., Class A                                                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      1857 | NS      | $283062.51    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                             | Group 1 Automotive, Inc.                                                   | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       125 | NS      | $49692.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties LP                                 | Boston Properties LP                                                       | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80834.37     | 0.04%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CTS Eventim AG & Co. KGaA                            | CTS Eventim AG & Co. KGaA                                                  | CUSIP: N/A<br>LEI: 529900FDHSN08UBJII80       | Long             | EC               | CORP              | DE        |      1036 | NS      | $92665.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners, Inc.                                   | PJT Partners, Inc., Class A                                                | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |       431 | NS      | $69438.41     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceTitan, Inc.                                   | ServiceTitan, Inc., Class A                                                | CUSIP: 81764X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       253 | NS      | $23873.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                          | Marsh & McLennan Cos., Inc.                                                | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93521.04     | 0.05%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                           | COPT Defense Properties LP                                                 | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79071.93     | 0.04%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56754.26     | 0.03%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $29869.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                       | Entegris, Inc.                                                             | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |       534 | NS      | $48898.38     | 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      | $1422.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                      | Eaton Corp. plc                                                            | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       759 | NS      | $289604.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                           | Occidental Petroleum Corp.                                                 | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     76000 | PA      | $80048.92     | 0.04%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                   | Columbia Pipelines Holding Co. LLC                                         | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $22247.97     | 0.01%             | 2026-08-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                         | Mizuho Financial Group, Inc.                                               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |      6000 | NS      | $200467.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp.                               | Monster Beverage Corp.                                                     | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      3153 | NS      | $210714.99    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| nCino, Inc.                                          | nCino, Inc.                                                                | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Long             | EC               | CORP              | US        |      1259 | NS      | $33590.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                          | Apple, Inc.                                                                | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    229000 | PA      | $145715.22    | 0.07%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                  | Synchrony Financial                                                        | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     15699 | NS      | $1167691.62   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture Capital, Inc.                              | Accenture Capital, Inc.                                                    | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56201.58     | 0.03%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | CAC 40 10 Euro Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -48 | NC      | $-89653.43    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                         | Cadence Design Systems, Inc.                                               | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      2647 | NS      | $896512.43    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                                   | Lam Research Corp.                                                         | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1989 | NS      | $313187.94    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies, Inc.                            | Mirion Technologies, Inc.                                                  | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |      4161 | NS      | $122208.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co. Ltd.                                    | Mitsui & Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |      4000 | NS      | $98682.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial Capital LLC                           | CNH Industrial Capital LLC                                                 | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98311.42     | 0.05%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                  | Public Service Electric and Gas Co., Series Q                              | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48406.81     | 0.02%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                          | Euronext NV                                                                | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |      1089 | NS      | $155649.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp.                                | Hancock Whitney Corp.                                                      | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      1126 | NS      | $64305.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2783.82     | -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      | $30588.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                       | PSEG Power LLC                                                             | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $71044.06     | 0.03%             | 2035-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Outset Medical, Inc.                                 | Outset Medical, Inc.                                                       | CUSIP: 690145206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1321 | NS      | $17331.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S Foods, Inc.                                        | S Foods, Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4200 | NS      | $68133.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Krone                                      | Norwegian Krone                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |         7 | OU      | $0.68         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                                    | Exxon Mobil Corp.                                                          | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      4713 | NS      | $538978.68    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                                 | Vulcan Materials Co.                                                       | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      1245 | NS      | $360427.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC                 | Charter Communications Operating LLC                                       | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $58179.97     | 0.03%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                       | Alphabet, Inc., Class A                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      6660 | NS      | $1872725.40   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Experian plc                                         | Experian plc                                                               | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |      3907 | NS      | $182054.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                         | Royal Caribbean Cruises Ltd.                                               | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    109000 | PA      | $108877.70    | 0.05%             | 2026-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                          | Ionis Pharmaceuticals, Inc.                                                | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      1569 | NS      | $116576.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.          | Taiwan Semiconductor Manufacturing Co. Ltd.                                | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      4184 | NS      | $1256999.12   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Novonesis Novozymes B                                | Novonesis Novozymes B                                                      | CUSIP: N/A<br>LEI: 529900T6WNZXD2R3JW38       | Long             | EC               | CORP              | DK        |       842 | NS      | $50320.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | DAX Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -2 | NC      | $-7267.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Store Capital LLC                                    | Store Capital LLC                                                          | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    145000 | PA      | $131932.27    | 0.06%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                      | CME Group, Inc.                                                            | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       204 | NS      | $54159.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                                      | Ingredion, Inc.                                                            | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      3686 | NS      | $425401.26    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                                  | Valero Energy Corp.                                                        | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      2085 | NS      | $353532.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH plc                                              | CRH plc                                                                    | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |      4804 | NS      | $572156.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings, Inc.                           | Crowdstrike Holdings, Inc., Class A                                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       768 | NS      | $417031.68    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                   | Energy Transfer LP                                                         | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76682.80     | 0.04%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Esab Corp.                                           | Esab Corp.                                                                 | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |       452 | NS      | $52802.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Mutual Life Insurance Co. (The)         | Northwestern Mutual Life Insurance Co. (The)                               | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    194000 | PA      | $208554.76    | 0.10%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                               | Home Depot, Inc. (The)                                                     | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    212000 | PA      | $170978.33    | 0.08%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PALTAC Corp.                                         | PALTAC Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2600 | NS      | $76729.61     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                                       | Amphenol Corp., Class A                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      2182 | NS      | $304039.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets, Inc.                              | Robinhood Markets, Inc., Class A                                           | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      2246 | NS      | $329667.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group plc                                   | Vodafone Group plc                                                         | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    153000 | PA      | $148855.83    | 0.07%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                    | Xcel Energy, Inc.                                                          | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57982.76     | 0.03%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                         | Avolon Holdings Funding Ltd.                                               | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    197000 | PA      | $194084.20    | 0.09%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Breedon Group plc                                    | Breedon Group plc                                                          | CUSIP: N/A<br>LEI: 213800DQGNQE3X76WS92       | Long             | EC               | CORP              | GB        |     15393 | NS      | $69684.27     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                    | Wells Fargo & Co.                                                          | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61066.44     | 0.03%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                          | Marsh & McLennan Cos., Inc.                                                | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     83000 | PA      | $53665.36     | 0.03%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                      | JH North America Holdings, Inc.                                            | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70766.06     | 0.03%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Chubb Ltd.                                           | Chubb Ltd.                                                                 | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       179 | NS      | $49572.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp.                              | Permian Resources Corp.                                                    | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     10628 | NS      | $133487.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | MSCI Singapore Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |       -41 | NC      | $-821.83      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp.                                  | Regal Rexnord Corp.                                                        | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     91000 | PA      | $94132.31     | 0.05%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ligand Pharmaceuticals, Inc.                         | Ligand Pharmaceuticals, Inc.                                               | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      1047 | NS      | $200301.57    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Virginia Power Fuel Securitization LLC               | Virginia Power Fuel Securitization LLC, Series A-1                         | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |     24071 | PA      | $24311.57     | 0.01%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                            | QIAGEN NV                                                                  | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |      6636 | NS      | $311770.22    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group, Inc.                                   | CoStar Group, Inc.                                                         | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |      1589 | NS      | $109339.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                         | NVIDIA Corp.                                                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     30774 | NS      | $6231427.26   | 3.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex, Inc.                                        | Paychex, Inc.                                                              | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    129000 | PA      | $133780.35    | 0.06%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                           | PG&E Corp.                                                                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     23307 | NS      | $371979.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                     | Amazon.com, Inc.                                                           | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      9929 | NS      | $2424860.38   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Videotron Ltd.                                       | Videotron Ltd.                                                             | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    163000 | PA      | $158006.61    | 0.08%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| China Resources Beer Holdings Co. Ltd.               | China Resources Beer Holdings Co. Ltd.                                     | CUSIP: N/A<br>LEI: 254900OH02Y7OS7RNG48       | Long             | EC               | CORP              | HK        |     33500 | NS      | $114676.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7802.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bloom Energy Corp.                                   | Bloom Energy Corp., Class A                                                | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |       556 | NS      | $73480.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties, Inc.                    | Equity LifeStyle Properties, Inc.                                          | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      1014 | NS      | $61904.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                           | New Jersey Resources Corp.                                                 | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      1087 | NS      | $48154.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTVS SA                                             | TOTVS SA                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     34000 | NS      | $280407.81    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co. (The)                                     | Timken Co. (The)                                                           | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |       754 | NS      | $59196.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                 | Infrastrutture Wireless Italiane SpA                                       | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | EC               | CORP              | IT        |      9728 | NS      | $106803.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Banco Bradesco SA                                    | Banco Bradesco SA                                                          | CUSIP: 059460303<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |     23907 | NS      | $80805.66     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Santos Finance Ltd.                                  | Santos Finance Ltd.                                                        | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    133000 | PA      | $146189.61    | 0.07%             | 2033-09-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                        | Berkshire Hathaway Energy Co.                                              | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18132.57     | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-22042.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Essex Property Trust, Inc.                           | Essex Property Trust, Inc.                                                 | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       213 | NS      | $53627.01     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PSEG Power LLC                                       | PSEG Power LLC                                                             | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $128221.56    | 0.06%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Etihad Etisalat Co.                                  | Etihad Etisalat Co.                                                        | CUSIP: N/A<br>LEI: 2549007BA9ABDE3HVK79       | Long             | EC               | CORP              | SA        |      5851 | NS      | $105699.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                                   | nVent Electric plc                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      2580 | NS      | $295023.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics, Inc.                            | Kymera Therapeutics, Inc.                                                  | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       826 | NS      | $51079.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA Holding Lux SARL                             | JBS USA Holding Lux SARL                                                   | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     56000 | PA      | $58089.36     | 0.03%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Integer Holdings Corp.                               | Integer Holdings Corp.                                                     | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      1168 | NS      | $75417.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CommonSpirit Health                                  | CommonSpirit Health                                                        | CUSIP: 20268JBC6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65714.70     | 0.03%             | 2055-09-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Corp.                      | Brookfield Infrastructure Corp., Class A                                   | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | CA        |      1002 | NS      | $45400.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral, Inc.                                    | RingCentral, Inc., Class A                                                 | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |      5393 | NS      | $162437.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                      | Hilton Worldwide Holdings, Inc.                                            | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       147 | NS      | $37773.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale Overseas Ltd.                                   | Vale Overseas Ltd.                                                         | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     42000 | PA      | $43755.31     | 0.02%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Doximity, Inc.                                       | Doximity, Inc., Class A                                                    | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1722 | NS      | $113652.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Symrise AG                                           | Symrise AG                                                                 | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |      1515 | NS      | $125346.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MidAmerican Energy Co.                               | MidAmerican Energy Co.                                                     | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    131000 | PA      | $138157.93    | 0.07%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                      | Fairfax Financial Holdings Ltd.                                            | CUSIP: 303901BW1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $129992.21    | 0.06%             | 2055-05-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                      | Oncor Electric Delivery Co. LLC                                            | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    112000 | PA      | $116189.75    | 0.06%             | 2035-04-01      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Oddity Tech Ltd.                                     | Oddity Tech Ltd., Class A                                                  | CUSIP: N/A<br>LEI: 254900QH12XZS53G0V57       | Long             | EC               | CORP              | IL        |       553 | NS      | $25023.25     | 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      | $-34.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MFS Institutional Money Market Portfolio             | MFS Institutional Money Market Portfolio, Class A                          | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | STIV             | RF                | US        |  11872357 | NS      | $11874731.39  | 5.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                                 | Curtiss-Wright Corp.                                                       | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       243 | NS      | $144762.39    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $11289.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities, Inc.              | Mid-America Apartment Communities, Inc.                                    | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       384 | NS      | $49240.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health, Inc.                             | Option Care Health, Inc.                                                   | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |      2026 | NS      | $52736.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.                   | BJ's Wholesale Club Holdings, Inc.                                         | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      1596 | NS      | $140862.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank (The)                          | Toronto-Dominion Bank (The)                                                | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      1561 | NS      | $128169.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Azbil Corp.                                          | Azbil Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      9600 | NS      | $94841.35     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp.                                     | Sony Group Corp.                                                           | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |      4900 | NS      | $137737.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                             | Bristol-Myers Squibb Co.                                                   | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     16925 | NS      | $779734.75    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Ltd.                                             | CSL Ltd.                                                                   | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |       713 | NS      | $83273.09     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC plc                                       | TechnipFMC plc                                                             | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |     10396 | NS      | $429874.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp.                                         | Waters Corp.                                                               | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       152 | NS      | $53139.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Resources Ltd.                         | Northern Star Resources Ltd.                                               | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |    182000 | PA      | $193215.65    | 0.09%             | 2033-04-11      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Atlas Copco AB                                       | Atlas Copco AB, Class A                                                    | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |      5834 | NS      | $98346.37     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                    | Galaxy Pipeline Assets Bidco Ltd.                                          | CUSIP: 36321PAA8<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     70248 | PA      | $68404.44     | 0.03%             | 2027-09-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                 | Columbia Pipelines Operating Co. LLC                                       | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $82831.53     | 0.04%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Elastic NV                                           | Elastic NV                                                                 | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Long             | EC               | CORP              | NL        |       360 | NS      | $32119.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Electric Utilities Corp.                         | PPL Electric Utilities Corp.                                               | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    148000 | PA      | $150456.62    | 0.07%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                       | Element Fleet Management Corp.                                             | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    133000 | PA      | $140580.22    | 0.07%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                          | L3Harris Technologies, Inc.                                                | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    211000 | PA      | $220020.31    | 0.11%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                               | Howmet Aerospace, Inc.                                                     | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      2679 | NS      | $551740.05    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                       | Alphabet, Inc., Class C                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      3708 | NS      | $1044988.56   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Weir Group plc (The)                                 | Weir Group plc (The)                                                       | CUSIP: N/A<br>LEI: 549300KDR56WHY9I3D10       | Long             | EC               | CORP              | GB        |      1959 | NS      | $76176.73     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT, Inc.                                       | NNN REIT, Inc.                                                             | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88959.78     | 0.04%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bolsa Mexicana de Valores SAB de CV                  | Bolsa Mexicana de Valores SAB de CV                                        | CUSIP: N/A<br>LEI: 894500CS2D6RLGW61A19       | Long             | EC               | CORP              | MX        |     52000 | NS      | $99250.21     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp.                                       | Repligen Corp.                                                             | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      1079 | NS      | $160835.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT Capital Corp.                                    | BAT Capital Corp.                                                          | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    112000 | PA      | $120696.85    | 0.06%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                | Targa Resources Corp.                                                      | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    219000 | PA      | $187279.32    | 0.09%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                    | Xcel Energy, Inc.                                                          | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    101000 | PA      | $100298.26    | 0.05%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences, Inc.                         | Neurocrine Biosciences, Inc.                                               | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       269 | NS      | $38523.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co.                             | Arthur J Gallagher & Co.                                                   | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $157694.70    | 0.08%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Absci Corp.                                          | Absci Corp.                                                                | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3816 | NS      | $16332.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5742.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                           | L'Oreal SA                                                                 | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $205703.41    | 0.10%             | 2035-05-20      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Nippon Television Holdings, Inc.                     | Nippon Television Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 353800QI43C3H97E4W63       | Long             | EC               | CORP              | JP        |      4200 | NS      | $102008.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp.                              | Boston Scientific Corp.                                                    | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      2335 | NS      | $235181.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries plc                          | James Hardie Industries plc                                                | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |      5315 | NS      | $111242.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                  | Amadeus IT Group SA                                                        | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |     13042 | NS      | $996979.36    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                        | Owens Corning                                                              | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       630 | NS      | $80205.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeronimo Martins SGPS SA                             | Jeronimo Martins SGPS SA                                                   | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               | CORP              | PT        |      6363 | NS      | $163848.53    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                         | Marriott International, Inc., Class A                                      | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      1822 | NS      | $474776.76    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Plains GP Holdings LP                                | Plains GP Holdings LP, Class A                                             | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             |  |  | US        |      6420 | NS      | $110873.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $63611.32     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LSEGA Financing plc                                  | LSEGA Financing plc                                                        | CUSIP: 50220PAC7<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $190355.55    | 0.09%             | 2028-04-06      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                       | Thermo Fisher Scientific, Inc.                                             | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62974.76     | 0.03%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                         | Biogen, Inc.                                                               | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       217 | NS      | $33476.59     | 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      | $-4673.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                          | Phillips 66                                                                | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      2060 | NS      | $280448.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey, Inc.                                       | WP Carey, Inc.                                                             | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      1010 | NS      | $66660.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Life Insurance Co.                           | Pacific Life Insurance Co.                                                 | CUSIP: 69448FAB7<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |    172000 | PA      | $176615.46    | 0.09%             | 2055-09-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Steadfast Group Ltd.                                 | Steadfast Group Ltd.                                                       | CUSIP: N/A<br>LEI: 9845003B6BEAA12DBD91       | Long             | EC               | CORP              | AU        |     22822 | NS      | $83621.63     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| DTE Energy Co.                                       | DTE Energy Co.                                                             | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73882.53     | 0.04%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                            | Sanofi SA                                                                  | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |      1178 | NS      | $118945.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Howden Joinery Group plc                             | Howden Joinery Group plc                                                   | CUSIP: N/A<br>LEI: 213800KC1LJOJTY3JP45       | Long             | EC               | CORP              | GB        |      8155 | NS      | $92508.69     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $172365.60    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Banc of California, Inc.                             | Banc of California, Inc.                                                   | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |      2342 | NS      | $39743.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova, Inc.                                     | GE Vernova, Inc.                                                           | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       668 | NS      | $390873.52    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Next plc                                             | Next plc                                                                   | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |       367 | NS      | $68944.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $51140.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                | Haleon US Capital LLC                                                      | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236714.85    | 0.11%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Everest Group Ltd.                                   | Everest Group Ltd.                                                         | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |       151 | NS      | $47492.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                          | Apple, Inc.                                                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     16225 | NS      | $4386753.25   | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Funding Mortgage Trust                     | Provident Funding Mortgage Trust, Series 2025-3, Class A4                  | CUSIP: 74388PAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124068 | PA      | $124671.13    | 0.06%             | 2055-08-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Moody's Corp.                                        | Moody's Corp.                                                              | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        74 | NS      | $35542.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco plc                         | British American Tobacco plc                                               | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |      2745 | NS      | $140782.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON plc                                             | ICON plc                                                                   | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |       464 | NS      | $79724.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-10029.84    | -0.00%            |  |  |  | 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        |       270 | NS      | $52833.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                           | Tenaris SA                                                                 | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      3572 | NS      | $142165.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Expand Energy Corp.                                  | Expand Energy Corp.                                                        | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       727 | NS      | $75106.37     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                         | UBS Group AG                                                               | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $154097.60    | 0.07%             | 2043-02-11      | Variable      | 3.18%                 | Yes           |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                  | Flowers Foods, Inc.                                                        | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30322.04     | 0.01%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                     | GE HealthCare Technologies, Inc.                                           | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       492 | NS      | $36875.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Carolinas LLC                            | Duke Energy Carolinas LLC                                                  | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     64000 | PA      | $58506.23     | 0.03%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80278.79     | 0.04%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kirin Holdings Co. Ltd.                              | Kirin Holdings Co. Ltd.                                                    | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      3900 | NS      | $54776.13     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Services, Inc.                                  | CBRE Services, Inc.                                                        | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     97000 | PA      | $103724.54    | 0.05%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                     | Boeing Co. (The)                                                           | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      2447 | NS      | $491895.94    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sundrug Co. Ltd.                                     | Sundrug Co. Ltd.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3200 | NS      | $86379.86     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sika AG                                              | Sika AG (Registered)                                                       | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |       269 | NS      | $52546.51     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Entertainment Group Ltd.                      | Galaxy Entertainment Group Ltd.                                            | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |     15000 | NS      | $74743.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                                  | Toll Brothers, Inc.                                                        | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       286 | NS      | $38595.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                                   | Deutsche Boerse AG                                                         | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |      1285 | NS      | $325113.58    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Bank Ltd.                                  | Macquarie Bank Ltd.                                                        | CUSIP: 556079AG6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $203563.20    | 0.10%             | 2036-08-13      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                             | Marathon Petroleum Corp.                                                   | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     61000 | PA      | $63114.34     | 0.03%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                        | Pioneer Natural Resources Co.                                              | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    177000 | PA      | $159419.25    | 0.08%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                    | Enterprise Products Operating LLC                                          | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    164000 | PA      | $166279.96    | 0.08%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Babcock International Group plc                      | Babcock International Group plc                                            | CUSIP: N/A<br>LEI: 213800TSKOLX4EU6L377       | Long             | EC               | CORP              | GB        |      2446 | NS      | $38977.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | U.S. Treasury Long Bond                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         3 | NC      | $5285.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Investment Ltd.                           | CapitaLand Investment Ltd.                                                 | CUSIP: N/A<br>LEI: 254900AT4UQDU7SNXX49       | Long             | EC               | CORP              | SG        |     53500 | NS      | $108512.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble, Inc.                                        | Trimble, Inc.                                                              | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      1793 | NS      | $142991.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy, Inc.                                | Cheniere Energy, Inc.                                                      | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      1550 | NS      | $328600.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVER Corp.                                          | NAVER Corp.                                                                | CUSIP: N/A<br>LEI: 988400ULUQYDB2HQYJ61       | Long             | EC               | CORP              | KR        |      1230 | NS      | $230935.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Constellation Software, Inc.                                               | CUSIP: 21037X134<br>LEI: N/A                  | N/A              | DO               |  | CA        |       149 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JFrog Ltd.                                           | JFrog Ltd.                                                                 | CUSIP: N/A<br>LEI: 2549002N8E00AY49G567       | Long             | EC               | CORP              | IL        |      2223 | NS      | $105548.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                                    | Ross Stores, Inc.                                                          | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       455 | NS      | $72308.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Georgia Power Co.                                    | Georgia Power Co.                                                          | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     86000 | PA      | $82296.27     | 0.04%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                | Albertsons Cos., Inc., Class A                                             | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      2903 | NS      | $51354.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bullish                                              | Bullish                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       936 | NS      | $47333.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| UGI Corp.                                            | UGI Corp.                                                                  | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      1362 | NS      | $45531.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                 | American Express Co.                                                       | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      1694 | NS      | $611076.62    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                      | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    184000 | PA      | $186323.28    | 0.09%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                         | Marriott International, Inc., Series GG                                    | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88328.03     | 0.04%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                  | EssilorLuxottica SA                                                        | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |       893 | NS      | $326602.11    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ARI Fleet Lease Trust                                | ARI Fleet Lease Trust, Series 2023-A, Class A2                             | CUSIP: 00218GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8246 | PA      | $8255.97      | 0.00%             | 2032-02-17      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Spotify Technology SA                                | Spotify Technology SA                                                      | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |      2099 | NS      | $1375516.68   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                | NextEra Energy Capital Holdings, Inc.                                      | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    149000 | PA      | $131873.64    | 0.06%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                         | Avolon Holdings Funding Ltd.                                               | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     83000 | PA      | $81924.83     | 0.04%             | 2032-10-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Franco-Nevada Corp.                                  | Franco-Nevada Corp.                                                        | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |      6794 | NS      | $1269088.49   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                       | Alimentation Couche-Tard, Inc.                                             | CUSIP: 01626PAN6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $68702.83     | 0.03%             | 2050-01-25      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Allstate Corp. (The)                                 | Allstate Corp. (The)                                                       | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       910 | NS      | $174283.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy, Inc.                                   | Viper Energy, Inc.                                                         | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2469 | NS      | $92735.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                 | Edison International                                                       | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      6424 | NS      | $355761.12    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Treasury DAC                                 | Flutter Treasury DAC                                                       | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $202500.00    | 0.10%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-7372.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | TOPIX Index                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |       -26 | NC      | $-338674.66   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Golden State Tobacco Securitization Corp.            | Golden State Tobacco Securitization Corp.                                  | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $54787.36     | 0.03%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                    | Johnson & Johnson                                                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      4559 | NS      | $861058.33    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                    | Merck & Co., Inc.                                                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      3854 | NS      | $331366.92    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                     | Mastercard, Inc., Class A                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      1636 | NS      | $903055.64    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                               | Sempra                                                                     | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48292.96     | 0.02%             | 2056-04-01      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment plc                            | Flutter Entertainment plc                                                  | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |      1499 | NS      | $348652.41    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Fleet Management Corp.                       | Element Fleet Management Corp.                                             | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102140.97    | 0.05%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                         | Barclays plc                                                               | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |     36626 | NS      | $195830.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                                       | DTE Energy Co.                                                             | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      2135 | NS      | $289377.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                         | Royal Caribbean Cruises Ltd.                                               | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    143000 | PA      | $145693.37    | 0.07%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Cranswick plc                                        | Cranswick plc                                                              | CUSIP: N/A<br>LEI: 549300LDZLPU51XOSK43       | Long             | EC               | CORP              | GB        |      1305 | NS      | $84604.58     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| AT&T, Inc.                                           | AT&T, Inc.                                                                 | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      5923 | NS      | $146594.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group plc                            | Bank of Ireland Group plc                                                  | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |     41623 | NS      | $680550.22    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Akzo Nobel NV                                        | Akzo Nobel NV                                                              | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |       755 | NS      | $49987.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                       | Broadcom, Inc.                                                             | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92674.21     | 0.04%             | 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        |     23445 | NS      | $1158183.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | FTSE Taiwan Index                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |       -40 | NC      | $-59385.28    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp.                                           | AGCO Corp.                                                                 | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     71000 | PA      | $73953.74     | 0.04%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                         | Pfizer, Inc.                                                               | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      4943 | NS      | $121844.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                       | BNP Paribas SA                                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      1283 | NS      | $99171.68     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Finance USA plc                            | Rio Tinto Finance USA plc                                                  | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     69000 | PA      | $70826.17     | 0.03%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Uranium Energy Corp.                                 | Uranium Energy Corp.                                                       | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |      2846 | NS      | $43059.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Capital America                              | Hyundai Capital America                                                    | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25946.38     | 0.01%             | 2030-09-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Zscaler, Inc.                                        | Zscaler, Inc.                                                              | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       496 | NS      | $164245.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp.                                     | Bio-Techne Corp.                                                           | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      6421 | NS      | $401761.97    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.          | Taiwan Semiconductor Manufacturing Co. Ltd.                                | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |     26654 | NS      | $1300575.78   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial, Inc.                           | Corebridge Financial, Inc.                                                 | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109388.50    | 0.05%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JGC Holdings Corp.                                   | JGC Holdings Corp.                                                         | CUSIP: N/A<br>LEI: 5493003WMGG79YLARU68       | Long             | EC               | CORP              | JP        |     10400 | NS      | $105444.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair plc                                          | Pentair plc                                                                | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |       962 | NS      | $102308.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                                | United Mexican States                                                      | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $206700.00    | 0.10%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                              | APA Infrastructure Ltd.                                                    | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     81000 | PA      | $81799.83     | 0.04%             | 2044-09-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Teleflex, Inc.                                       | Teleflex, Inc.                                                             | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       217 | NS      | $27009.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | S&P 500 Index                                                              | CUSIP: 00PBZ2N36<br>LEI: N/A                  | N/A              | DE               |  | US        |         4 | NC      | $76488.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AEP Transmission Co. LLC                             | AEP Transmission Co. LLC                                                   | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     62000 | PA      | $64218.77     | 0.03%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $14530.00     | 0.01%             |  |  |  | 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        |      3818 | NS      | $369932.74    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                                          | Tesla, Inc.                                                                | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       272 | NS      | $124184.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                         | Pfizer, Inc.                                                               | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     58000 | PA      | $42789.94     | 0.02%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ZOZO, Inc.                                           | ZOZO, Inc.                                                                 | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |     10900 | NS      | $94316.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | U.S. Treasury Notes                                                        | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    122500 | PA      | $122165.04    | 0.06%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RXO, Inc.                                            | RXO, Inc.                                                                  | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |      1477 | NS      | $26187.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | EURO STOXX 50 Index                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        38 | NC      | $43669.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                   | Atmos Energy Corp.                                                         | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      1364 | NS      | $234226.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp.                              | Regions Financial Corp.                                                    | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      2908 | NS      | $70373.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3001.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimano, Inc.                                        | Shimano, Inc.                                                              | CUSIP: N/A<br>LEI: 529900L32YT3P9DECR10       | Long             | EC               | CORP              | JP        |       700 | NS      | $73606.51     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG               | Chocoladefabriken Lindt & Spruengli AG                                     | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |        23 | NS      | $353538.37    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Euro-Bund                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -69 | NC      | $-62979.40    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BioRobotics Corp.                            | PROCEPT BioRobotics Corp.                                                  | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       592 | NS      | $20145.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Becton Dickinson & Co.                               | Becton Dickinson & Co.                                                     | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      2633 | NS      | $470543.43    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                       | Alimentation Couche-Tard, Inc.                                             | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |       756 | NS      | $38421.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp.                                          | Nucor Corp.                                                                | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       325 | NS      | $48766.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                                | Arista Networks, Inc.                                                      | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       316 | NS      | $49830.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempus AI, Inc.                                      | Tempus AI, Inc.                                                            | CUSIP: 88023B103<br>LEI: 2549009LA0KWRAGQBX50 | Long             | EC               | CORP              | US        |       176 | NS      | $15813.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co.                        | Pioneer Natural Resources Co.                                              | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    112000 | PA      | $101220.04    | 0.05%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $27672.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LKQ Corp.                                            | LKQ Corp.                                                                  | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      2774 | NS      | $88657.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education, Inc.                         | Grand Canyon Education, Inc.                                               | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       196 | NS      | $36906.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Info Service PCL                            | Advanced Info Service PCL                                                  | CUSIP: N/A<br>LEI: 529900DU2YW1NO5RMU78       | Long             | EC               | CORP              | TH        |      6300 | NS      | $58840.27     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales SA                                            | Thales SA                                                                  | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |       387 | NS      | $110136.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | SPI 200 Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |       -39 | NC      | $4887.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                               | Cathay General Bancorp                                                     | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      1434 | NS      | $65175.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | S&P 500 Index                                                              | CUSIP: 00P990LD4<br>LEI: N/A                  | N/A              | DE               |  | US        |         5 | NC      | $1750.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                       | TopBuild Corp.                                                             | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       222 | NS      | $93790.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                         | UBS Group AG (Registered)                                                  | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |      3325 | NS      | $126967.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust, Inc.              | Essential Properties Realty Trust, Inc.                                    | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      2012 | NS      | $60118.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | U.S. Treasury 10 Year Note                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -132 | NC      | $-14840.14    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings, Inc.           | Knight-Swift Transportation Holdings, Inc.                                 | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       943 | NS      | $42548.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.                     | Omega Healthcare Investors, Inc.                                           | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      3676 | NS      | $154502.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks, Inc.                         | United Community Banks, Inc.                                               | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      1912 | NS      | $55830.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial, Inc.                        | Raymond James Financial, Inc.                                              | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       587 | NS      | $93139.29     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                           | Charles Schwab Corp. (The)                                                 | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    106000 | PA      | $109972.36    | 0.05%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| US Foods Holding Corp.                               | US Foods Holding Corp.                                                     | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      2191 | NS      | $159110.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp.                                   | Chord Energy Corp.                                                         | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |       331 | NS      | $30028.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $27798.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                              | Eni SpA                                                                    | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |      5715 | NS      | $105029.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust                             | Angel Oak Mortgage Trust, Series 2024-13, Class A1                         | CUSIP: 03466PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85908 | PA      | $86334.81     | 0.04%             | 2069-12-26      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Aramark                                              | Aramark                                                                    | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     18932 | NS      | $717144.16    | 0.35%             |  |  |  | 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      | $74355.61     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                       | Assurant, Inc.                                                             | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       324 | NS      | $68597.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings, Inc.                                     | DraftKings, Inc., Class A                                                  | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |      2964 | NS      | $90668.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Box, Inc.                                            | Box, Inc., Class A                                                         | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      1638 | NS      | $52563.42     | 0.03%             |  |  |  | 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        |      1120 | NS      | $790201.51    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems, Inc.                                    | Pegasystems, Inc.                                                          | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      2226 | NS      | $141684.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $122.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR & Co., Inc.                                      | KKR & Co., Inc.                                                            | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |      5397 | NS      | $638627.01    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NS Solutions Corp.                                   | NS Solutions Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3000 | NS      | $75725.13     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Mars, Inc.                                           | Mars, Inc.                                                                 | CUSIP: 571676AV7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    184000 | PA      | $185742.01    | 0.09%             | 2033-04-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                 | Hartford Insurance Group, Inc. (The)                                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       805 | NS      | $99964.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                     | Deutsche Bank AG                                                           | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $151409.22    | 0.07%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Concentra Group Holdings Parent, Inc.                | Concentra Group Holdings Parent, Inc.                                      | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2696 | NS      | $53704.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics, Inc.                                   | Cytokinetics, Inc.                                                         | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |       800 | NS      | $50872.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel Finance International NV                        | Enel Finance International NV                                              | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $178976.48    | 0.09%             | 2031-07-12      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Progressive Corp. (The)                              | Progressive Corp. (The)                                                    | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      2694 | NS      | $554964.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| StandardAero, Inc.                                   | StandardAero, Inc.                                                         | CUSIP: 85423L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3239 | NS      | $93574.71     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore plc                                         | Glencore plc                                                               | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |     58212 | NS      | $278706.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group, Inc.                            | Nexstar Media Group, Inc.                                                  | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       454 | NS      | $88861.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightstar Lottery plc                               | Brightstar Lottery plc                                                     | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | GB        |      4612 | NS      | $76835.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp.                                        | Visteon Corp.                                                              | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      1096 | NS      | $117447.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| New Hampshire Business Finance Authority             | New Hampshire Business Finance Authority, Series 2024 A                    | CUSIP: 63610HAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $105894.42    | 0.05%             | 2034-04-01      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.            | Westinghouse Air Brake Technologies Corp.                                  | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      1740 | NS      | $355725.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                   | Koninklijke KPN NV                                                         | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |     14953 | NS      | $69252.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms, Inc.                                 | Riot Platforms, Inc.                                                       | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |      2503 | NS      | $49509.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Croda International plc                              | Croda International plc                                                    | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Long             | EC               | CORP              | GB        |      3529 | NS      | $133842.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Corp.                                   | Talen Energy Corp.                                                         | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        41 | NS      | $16390.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                               | Home Depot, Inc. (The)                                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       122 | NS      | $46309.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                                  | General Mills, Inc.                                                        | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      3051 | NS      | $142207.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex, Inc.                                         | Vertex, Inc., Class A                                                      | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Long             | EC               | CORP              | US        |      3194 | NS      | $73142.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Co.                         | Pacific Gas and Electric Co.                                               | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     93000 | PA      | $83240.10     | 0.04%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle, Inc.                             | Jones Lang LaSalle, Inc.                                                   | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      1640 | NS      | $500347.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Finance SARL                                   | nVent Finance SARL                                                         | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    143000 | PA      | $149596.92    | 0.07%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                              | Daiichi Sankyo Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |     15400 | NS      | $366638.12    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NBN Co. Ltd.                                         | NBN Co. Ltd.                                                               | CUSIP: 62878U2F8<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |    200000 | PA      | $208941.29    | 0.10%             | 2028-10-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                            | OBX Trust, Series 2024-NQM3, Class A1                                      | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |     61616 | PA      | $62247.64     | 0.03%             | 2063-12-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com, Inc.                                     | Amazon.com, Inc.                                                           | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    102000 | PA      | $98520.51     | 0.05%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                | Schneider Electric SE                                                      | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |      6722 | NS      | $1906810.68   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | MEX BOLSA Index                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | MX        |        83 | NC      | $7171.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial, Inc.                           | Corebridge Financial, Inc.                                                 | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |      1981 | NS      | $64501.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                                   | HealthEquity, Inc.                                                         | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |       337 | NS      | $31873.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzano SA                                            | Suzano SA                                                                  | CUSIP: 86959K105<br>LEI: 391200AW174YQSDMGG41 | Long             | EC               | CORP              | BR        |     11407 | NS      | $103005.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Legence Corp.                                        | Legence Corp., Class A                                                     | CUSIP: 52476L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2360 | NS      | $97633.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV Auctions, Inc.                                   | ACV Auctions, Inc., Class A                                                | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5648 | NS      | $51227.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Ltd.                                  | Tokyo Electron Ltd.                                                        | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |       500 | NS      | $110894.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                                        | Popular, Inc.                                                              | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      4982 | NS      | $555343.54    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                       | Coherent Corp.                                                             | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |       209 | NS      | $27579.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                             | Skyworks Solutions, Inc.                                                   | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       450 | NS      | $34974.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nationwide Building Society                          | Nationwide Building Society                                                | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199234.95    | 0.10%             | 2030-09-30      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Trane Technologies plc                               | Trane Technologies plc                                                     | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |        89 | NS      | $39929.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Florida LLC                              | Duke Energy Florida LLC                                                    | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     85000 | PA      | $63271.88     | 0.03%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Globus Medical, Inc.                                 | Globus Medical, Inc., Class A                                              | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      1014 | NS      | $61235.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp.                               | Lincoln National Corp.                                                     | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      2821 | NS      | $118482.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                       | Alimentation Couche-Tard, Inc.                                             | CUSIP: 01626PAX4<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100318.45    | 0.05%             | 2035-09-29      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| AbbVie, Inc.                                         | AbbVie, Inc.                                                               | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150604.90    | 0.07%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Kentucky Higher Education Student Loan Corp.         | Kentucky Higher Education Student Loan Corp., Series 2025A-2               | CUSIP: 49130NHA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $94305.18     | 0.05%             | 2040-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                           | Corebridge Financial, Inc.                                                 | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    240000 | PA      | $207920.97    | 0.10%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)             | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       294 | NS      | $53669.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                           | Occidental Petroleum Corp.                                                 | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     63000 | PA      | $49926.98     | 0.02%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Miami International Holdings, Inc.                   | Miami International Holdings, Inc.                                         | CUSIP: 59356Q108<br>LEI: 254900TREUDBWGLAP788 | Long             | EC               | CORP              | US        |       659 | NS      | $28798.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Resona Holdings, Inc.                                | Resona Holdings, Inc.                                                      | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |     56900 | NS      | $551425.28    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                         | Marriott International, Inc., Series HH                                    | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25791.99     | 0.01%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Insight Enterprises, Inc.                            | Insight Enterprises, Inc.                                                  | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |       457 | NS      | $45700.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon Finance Corp.                                  | Alcon Finance Corp.                                                        | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197713.30    | 0.10%             | 2026-09-23      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Eastern Bankshares, Inc.                             | Eastern Bankshares, Inc.                                                   | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |      3349 | NS      | $58707.97     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics, Inc.                            | Amicus Therapeutics, Inc.                                                  | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |      5793 | NS      | $52310.79     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd.                                         | Hitachi Ltd.                                                               | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |     36600 | NS      | $1262986.18   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger, Inc.                                    | WW Grainger, Inc.                                                          | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        34 | NS      | $33286.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd.                                       | HDFC Bank Ltd.                                                             | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |      9900 | NS      | $110106.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Holdings, Inc.                                   | LPL Holdings, Inc.                                                         | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119613.80    | 0.06%             | 2027-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                        | AIB Group plc                                                              | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $212214.09    | 0.10%             | 2029-09-13      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp.                                 | American Tower Corp.                                                       | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92354.48     | 0.04%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                              | Raizen Fuels Finance SA                                                    | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $170000.00    | 0.08%             | 2032-07-08      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2302.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                  | Regal Rexnord Corp.                                                        | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |       922 | NS      | $129900.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                       | Broadcom, Inc.                                                             | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    118000 | PA      | $121550.14    | 0.06%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Viking Holdings Ltd.                                 | Viking Holdings Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      6565 | NS      | $399480.25    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                          | Adobe, Inc.                                                                | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       799 | NS      | $271907.69    | 0.13%             |  |  |  | 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        |      1616 | NS      | $78805.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WMG Acquisition Corp.                                | WMG Acquisition Corp.                                                      | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    137000 | PA      | $131058.69    | 0.06%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Carvana Co.                                          | Carvana Co.                                                                | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |       358 | NS      | $109741.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group, Inc.                      | Northwestern Energy Group, Inc.                                            | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |      1052 | NS      | $62772.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical, Inc.                      | Ultragenyx Pharmaceutical, Inc.                                            | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |       648 | NS      | $22420.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                   | Altria Group, Inc.                                                         | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     14546 | NS      | $820103.48    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| 3650R Commercial Mortgage Trust                      | 3650R Commercial Mortgage Trust, Series 2021-PF1, Class XA                 | CUSIP: 88581EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    969818 | PA      | $35365.38     | 0.02%             | 2054-11-15      | Variable      | 1.00%                 | 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      | $7562.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Revvity, Inc.                                        | Revvity, Inc.                                                              | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       411 | NS      | $38465.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Corp. Ltd.                                   | Venture Corp. Ltd.                                                         | CUSIP: N/A<br>LEI: 254900B1NLZC3J1MAE72       | Long             | EC               | CORP              | SG        |      7500 | NS      | $85913.49     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Northern Santa Fe LLC                     | Burlington Northern Santa Fe LLC                                           | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $101140.07    | 0.05%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | IRS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  21300000 | PA      | $-75934.92    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania (The)     | Trustees of the University of Pennsylvania (The), Series 2020              | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    234000 | PA      | $140592.38    | 0.07%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Veeva Systems, Inc.                                  | Veeva Systems, Inc., Class A                                               | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       446 | NS      | $129875.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                     | Deutsche Bank AG                                                           | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $153083.73    | 0.07%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                     | Deutsche Bank AG                                                           | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $152520.00    | 0.07%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                             | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     98000 | PA      | $101123.22    | 0.05%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| ROBLOX Corp.                                         | ROBLOX Corp., Class A                                                      | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3021 | NS      | $343548.12    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                          | Intel Corp.                                                                | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     49000 | PA      | $47108.48     | 0.02%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                             | JBS USA Holding Lux SARL                                                   | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     79000 | PA      | $74628.50     | 0.04%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                              | Aristocrat Leisure Ltd.                                                    | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |       963 | NS      | $39916.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187070.48    | 0.09%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                    | Wolters Kluwer NV                                                          | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |       605 | NS      | $74093.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyo Suisan Kaisha Ltd.                              | Toyo Suisan Kaisha Ltd.                                                    | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6500 | NS      | $472178.96    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp.                               | General Dynamics Corp.                                                     | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       125 | NS      | $43112.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp.                                 | Dollar General Corp.                                                       | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       927 | NS      | $91457.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust       | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM3, Class A1 | CUSIP: 61776UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73202 | PA      | $73047.13     | 0.04%             | 2069-07-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                      | Fairfax Financial Holdings Ltd.                                            | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     63000 | PA      | $65770.70     | 0.03%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)             | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     93000 | PA      | $98147.83     | 0.05%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| GEA Group AG                                         | GEA Group AG                                                               | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |     13797 | NS      | $985992.95    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                                       | Autodesk, Inc.                                                             | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      1059 | NS      | $319119.06    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure, Inc.                                       | AtriCure, Inc.                                                             | CUSIP: 04963C209<br>LEI: 254900B2I6GPHK2EXM59 | Long             | EC               | CORP              | US        |       897 | NS      | $30991.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity plc                                  | TE Connectivity plc                                                        | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |       238 | NS      | $58788.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                         | Plexus Corp.                                                               | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       365 | NS      | $51063.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co.                                          | Deere & Co.                                                                | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       445 | NS      | $205425.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                    | FirstEnergy Corp.                                                          | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    125000 | PA      | $115978.55    | 0.06%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                          | Sysco Corp.                                                                | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       765 | NS      | $56824.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern California Edison Co.                       | Southern California Edison Co.                                             | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     39000 | PA      | $34385.18     | 0.02%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                      | Universal Health Services, Inc., Class B                                   | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       273 | NS      | $59243.73     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                           | Builders FirstSource, Inc.                                                 | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       313 | NS      | $36361.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                         | Royal Caribbean Cruises Ltd.                                               | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | LR        |       268 | NS      | $76870.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas, Inc.                                         | Ventas, Inc.                                                               | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       865 | NS      | $63828.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                                  | UMB Financial Corp.                                                        | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |       499 | NS      | $53333.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd.                           | Axis Capital Holdings Ltd.                                                 | CUSIP: N/A<br>LEI: 635400VD2NQBYAHMEM55       | Long             | EC               | CORP              | BM        |       497 | NS      | $46549.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland, Inc.                                        | Ashland, Inc.                                                              | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      1650 | NS      | $80685.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Financiere Richemont SA                          | Cie Financiere Richemont SA (Registered)                                   | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |      2079 | NS      | $409987.33    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                    | Eversource Energy                                                          | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    154000 | PA      | $159532.51    | 0.08%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                  | Newell Brands, Inc.                                                        | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     10855 | NS      | $36907.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Davide Campari-Milano NV                             | Davide Campari-Milano NV                                                   | CUSIP: N/A<br>LEI: 213800ED5AN2J56N6Z02       | Long             | EC               | CORP              | NL        |      9886 | NS      | $68758.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Natera, Inc.                                         | Natera, Inc.                                                               | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1233 | NS      | $245280.69    | 0.12%             |  |  |  | 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        |       577 | NS      | $51254.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Italgas SpA                                          | Italgas SpA                                                                | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |     26374 | NS      | $276335.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co. (The)                                   | Southern Co. (The)                                                         | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      5495 | NS      | $516749.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                               | Sempra                                                                     | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     71000 | PA      | $73468.81     | 0.04%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                           | Sherwin-Williams Co. (The)                                                 | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        89 | NS      | $30699.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                         | Mattel, Inc.                                                               | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |      1958 | NS      | $35988.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN US GOVERNMENT MONEY MKT FD                  | JPMORGAN US GOVERNMENT MONEY MARKET FUND OPEN-END FUND USD                 | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |     50773 | NS      | $50772.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Financial Corp.                               | Beacon Financial Corp.                                                     | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      1702 | NS      | $41426.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                             | Diamondback Energy, Inc.                                                   | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       446 | NS      | $63862.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                      | Citigroup, Inc.                                                            | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     16117 | NS      | $1631523.91   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp.                                      | Brunswick Corp.                                                            | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      2494 | NS      | $164878.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KREF Ltd.                                            | KREF Ltd., Series 2021-FL2, Class A                                        | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |     48743 | PA      | $48708.36     | 0.02%             | 2039-02-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Booz Allen Hamilton, Inc.                            | Booz Allen Hamilton, Inc.                                                  | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     93000 | PA      | $96321.35     | 0.05%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Swiss Franc                                          | Swiss Franc                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |         0 | OU      | $0.06         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties, Inc.                             | Cousins Properties, Inc.                                                   | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      1727 | NS      | $44781.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                                | Axon Enterprise, Inc.                                                      | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       311 | NS      | $227723.53    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ACREC Ltd.                                           | ACREC Ltd., Series 2021-FL1, Class A                                       | CUSIP: 00500RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     36791 | PA      | $36791.37     | 0.02%             | 2036-10-16      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| ASM International NV                                 | ASM International NV                                                       | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |       175 | NS      | $113363.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva, Inc.                                        | Corteva, Inc.                                                              | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      3098 | NS      | $190341.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp.                                 | Exact Sciences Corp.                                                       | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      3852 | NS      | $249185.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hiscox Ltd.                                          | Hiscox Ltd.                                                                | CUSIP: N/A<br>LEI: 5493007JXOLJ0QCY2D70       | Long             | EC               | CORP              | BM        |      4244 | NS      | $76660.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions, Inc.                              | Element Solutions, Inc.                                                    | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      2748 | NS      | $73426.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chiba Bank Ltd. (The)                                | Chiba Bank Ltd. (The)                                                      | CUSIP: N/A<br>LEI: FGJPAKKCTZVSKZXNBS63       | Long             | EC               | CORP              | JP        |     38600 | NS      | $377083.25    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                      | Microsoft Corp.                                                            | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    113000 | PA      | $70586.14     | 0.03%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Adtalem Global Education, Inc.                       | Adtalem Global Education, Inc.                                             | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |       670 | NS      | $65673.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Legrand SA                                           | Legrand SA                                                                 | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |      3854 | NS      | $664125.81    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo SA                                            | Sodexo SA                                                                  | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |      2019 | NS      | $111798.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citadel Securities Global Holdings LLC               | Citadel Securities Global Holdings LLC                                     | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255850.40    | 0.12%             | 2030-06-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MetLife, Inc.                                        | MetLife, Inc.                                                              | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61442.60     | 0.03%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Prosperity Bancshares, Inc.                          | Prosperity Bancshares, Inc.                                                | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1626 | NS      | $107023.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co.                              | Columbia Sportswear Co.                                                    | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |       681 | NS      | $33798.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Japanese Yen                                         | Japanese Yen                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |    187190 | OU      | $1214.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group plc                                   | Intertek Group plc                                                         | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |      2273 | NS      | $151242.93    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                         | Nasdaq, Inc.                                                               | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      8728 | NS      | $746156.72    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                       | AutoZone, Inc.                                                             | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        80 | NS      | $293954.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings, Inc.                             | TKO Group Holdings, Inc.                                                   | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1168 | NS      | $220051.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                                 | Vulcan Materials Co.                                                       | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     94000 | PA      | $82110.02     | 0.04%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                 | Otis Worldwide Corp.                                                       | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       617 | NS      | $57232.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $11519.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                             | Darden Restaurants, Inc.                                                   | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       221 | NS      | $39813.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | S&P/TSX 60 Index                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |         5 | NC      | $36407.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Store Capital LLC                                    | Store Capital LLC                                                          | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    117000 | PA      | $116281.92    | 0.06%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | S&P 500 E-Mini Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -143 | NC      | $-1601445.51  | -0.78%            |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies, Inc.                               | UFP Technologies, Inc.                                                     | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |       338 | NS      | $65112.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                                  | Herc Holdings, Inc.                                                        | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |       299 | NS      | $42472.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pet Valu Holdings Ltd.                               | Pet Valu Holdings Ltd.                                                     | CUSIP: 71584R105<br>LEI: 2549004F77OUH5ES5L44 | Long             | EC               | CORP              | CA        |      1477 | NS      | $36647.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Ltd.                                | Tencent Holdings Ltd.                                                      | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |      8300 | NS      | $671857.20    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Optinose, Inc.                                                             | CUSIP: 68404V118<br>LEI: N/A                  | N/A              | DO               |  | US        |         1 | NS      | $0.21         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA, Inc.                                            | HCA, Inc.                                                                  | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     76000 | PA      | $74127.45     | 0.04%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                      | Live Nation Entertainment, Inc.                                            | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      1468 | NS      | $219510.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                       | Broadcom, Inc.                                                             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      1896 | NS      | $700818.48    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                                       | McKesson Corp.                                                             | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      1952 | NS      | $1583735.68   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog, Inc.                                        | Datadog, Inc., Class A                                                     | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       957 | NS      | $155809.17    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties LP                                   | VICI Properties LP                                                         | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $83801.70     | 0.04%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Tencent Music Entertainment Group                    | Tencent Music Entertainment Group                                          | CUSIP: 88034P109<br>LEI: 213800XTZK2GOHQTYK41 | Long             | EC               | CORP              | KY        |      3859 | NS      | $86132.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marin General Hospital                               | Marin General Hospital, Series 2023                                        | CUSIP: 568039AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $63707.04     | 0.03%             | 2045-08-01      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                   | Credit Agricole SA                                                         | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $248079.04    | 0.12%             | 2027-01-26      | Variable      | 1.25%                 | Yes           |                  2 | On Loan: No      |
| London Stock Exchange Group plc                      | London Stock Exchange Group plc                                            | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |       882 | NS      | $109912.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse, Inc.                                     | Littelfuse, Inc.                                                           | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       307 | NS      | $74696.17     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group, Inc.                               | Alaska Air Group, Inc.                                                     | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      1530 | NS      | $63846.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                  | Abbott Laboratories                                                        | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1167 | NS      | $144264.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Infrastructure Ltd.                              | APA Infrastructure Ltd.                                                    | CUSIP: 00205GAC1<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     43000 | PA      | $43096.04     | 0.02%             | 2035-03-23      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Kao Corp.                                            | Kao Corp.                                                                  | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |      1200 | NS      | $50768.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co.                              | International Paper Co.                                                    | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      1999 | NS      | $77241.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                                 | Meta Platforms, Inc., Class A                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      3839 | NS      | $2489015.65   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                        | Medtronic plc                                                              | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       604 | NS      | $54782.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                            | MDU Resources Group, Inc.                                                  | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1493 | NS      | $28635.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd.                              | Agnico Eagle Mines Ltd.                                                    | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      1606 | NS      | $258260.86    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                           | Charles Schwab Corp. (The)                                                 | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     98000 | PA      | $106764.32    | 0.05%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                               | BWX Technologies, Inc.                                                     | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |       484 | NS      | $103387.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM Holdings Corp.                              | FUJIFILM Holdings Corp.                                                    | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |      1600 | NS      | $37168.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co.                        | Graphic Packaging Holding Co.                                              | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5770 | NS      | $92262.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty, Inc.                                     | elf Beauty, Inc.                                                           | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |       239 | NS      | $29191.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical, Inc.                       | Collegium Pharmaceutical, Inc.                                             | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      1650 | NS      | $59400.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                   | T-Mobile USA, Inc.                                                         | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    184000 | PA      | $187093.34    | 0.09%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | IBEX 35 Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        |        27 | NC      | $146948.99    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                       | Broadcom, Inc.                                                             | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77413.81     | 0.04%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CG oncology, Inc.                                    | CG oncology, Inc.                                                          | CUSIP: 156944100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       546 | NS      | $23625.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings, Inc.                               | Generac Holdings, Inc.                                                     | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       202 | NS      | $33940.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp.                                 | Peabody Energy Corp.                                                       | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      2179 | NS      | $59748.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $9834.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                      | ASML Holding NV                                                            | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       160 | NS      | $169319.67    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                         | Royal Caribbean Cruises Ltd.                                               | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     46000 | PA      | $46311.78     | 0.02%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Annexon, Inc.                                        | Annexon, Inc.                                                              | CUSIP: 03589W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2147 | NS      | $6784.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | iShares MSCI Emerging Markets ETF                                          | CUSIP: 00PBZ42Y7<br>LEI: N/A                  | N/A              | DE               |  | US        |      1000 | NC      | $39000.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Burberry Group plc                                   | Burberry Group plc                                                         | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               | CORP              | GB        |      1518 | NS      | $24678.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon plc                                              | Aon plc, Class A                                                           | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |      1554 | NS      | $529416.72    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                    | Philip Morris International, Inc.                                          | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      2179 | NS      | $314495.07    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson plc                             | Willis Towers Watson plc                                                   | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |      1740 | NS      | $544794.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Seino Holdings Co. Ltd.                              | Seino Holdings Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 3538001D12EPCPYTTF24       | Long             | EC               | CORP              | JP        |      6300 | NS      | $89036.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-16207.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Okta, Inc.                                           | Okta, Inc.                                                                 | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      4713 | NS      | $431380.89    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Global Funding                            | Corebridge Global Funding                                                  | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     83000 | PA      | $83499.08     | 0.04%             | 2032-08-21      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Four Corners Property Trust, Inc.                    | Four Corners Property Trust, Inc.                                          | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |      1716 | NS      | $40566.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd.                              | DBS Group Holdings Ltd.                                                    | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |     10040 | NS      | $415993.55    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                       | M&T Bank Corp.                                                             | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    129000 | PA      | $129343.14    | 0.06%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                    | Georgia Power Co.                                                          | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    128000 | PA      | $129762.06    | 0.06%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Smartstop Self Storage REIT, Inc.                    | Smartstop Self Storage REIT, Inc.                                          | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Long             | EC               | CORP              | US        |      1338 | NS      | $45960.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                                | Walt Disney Co. (The)                                                      | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    190000 | PA      | $159754.20    | 0.08%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                    | Wells Fargo & Co.                                                          | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62098.91     | 0.03%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                                  | Ascendis Pharma A/S                                                        | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |      1205 | NS      | $242928.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    295000 | PA      | $265173.32    | 0.13%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| M3, Inc.                                             | M3, Inc.                                                                   | CUSIP: N/A<br>LEI: 3538001UOKRWIODYM055       | Long             | EC               | CORP              | JP        |     15800 | NS      | $222426.19    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Fortinet, Inc.                                       | Fortinet, Inc.                                                             | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      1549 | NS      | $133880.07    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings, Inc.                | Ollie's Bargain Outlet Holdings, Inc.                                      | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |       246 | NS      | $29719.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asante, Inc.                                         | Asante, Inc.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      9000 | NS      | $94432.55     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Morinaga & Co. Ltd.                                  | Morinaga & Co. Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6300 | NS      | $108556.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises, Inc.                           | Ferguson Enterprises, Inc.                                                 | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    221000 | PA      | $222712.77    | 0.11%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                      | AEP Texas, Inc.                                                            | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146086.95    | 0.07%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                    | NTT Finance Corp.                                                          | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208479.73    | 0.10%             | 2035-07-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | FTSE 100 Index                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -19 | NC      | $-97954.09    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                      | Nordea Bank Abp                                                            | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    263000 | PA      | $257096.48    | 0.12%             | 2026-09-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Cooper Cos., Inc. (The)                              | Cooper Cos., Inc. (The)                                                    | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       497 | NS      | $34745.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceribell, Inc.                                       | Ceribell, Inc.                                                             | CUSIP: 15678C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1145 | NS      | $13053.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corp.                                    | Knife River Corp.                                                          | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $48368.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bermuda                                              | Bermuda Government Bond                                                    | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $203400.00    | 0.10%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                 | Charter Communications Operating LLC                                       | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $93329.66     | 0.05%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| James Hardie Industries plc                          | James Hardie Industries plc                                                | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |      3025 | NS      | $63751.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jersey Central Power & Light Co.                     | Jersey Central Power & Light Co.                                           | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    187000 | PA      | $167733.71    | 0.08%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149521.37    | 0.07%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                  | Intesa Sanpaolo SpA                                                        | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $227851.46    | 0.11%             | 2033-11-28      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                | Public Service Enterprise Group, Inc.                                      | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      1042 | NS      | $83943.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp.                               | Antero Resources Corp.                                                     | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      2963 | NS      | $91586.33     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global, Inc.                                      | RB Global, Inc.                                                            | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |       240 | NS      | $23812.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                               | SAP SE                                                                     | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |      4024 | NS      | $1041058.27   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp.                                          | Sysco Corp.                                                                | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    179000 | PA      | $152808.79    | 0.07%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                        | Netflix, Inc.                                                              | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       496 | NS      | $554954.56    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Dollar                                     | Hong Kong Dollar                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |     13200 | OU      | $1698.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdee International Software Group Co. Ltd.        | Kingdee International Software Group Co. Ltd.                              | CUSIP: N/A<br>LEI: 529900SWRZN94C5SZO63       | Long             | EC               | CORP              | KY        |     41000 | NS      | $77351.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Israeli Shekel                                       | Israeli Shekel                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IL        |       461 | OU      | $141.33       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                      | Microsoft Corp.                                                            | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    180000 | PA      | $113003.60    | 0.05%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| PPL Corp.                                            | PPL Corp.                                                                  | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       722 | NS      | $26367.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Systemes SE                                 | Dassault Systemes SE                                                       | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |     11973 | NS      | $339910.71    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp.                            | Blueprint Medicines Corp., CVR                                             | CUSIP: 096CVR048<br>LEI: 5299004CC60O9T5HVM83 | Long             |  | CORP              | US        |       101 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                  | IFSC NIFTY 50 Index                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IN        |       -35 | NC      | $8139.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                 | Anheuser-Busch InBev Worldwide, Inc.                                       | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    297000 | PA      | $301272.63    | 0.15%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Onestream, Inc.                                      | Onestream, Inc.                                                            | CUSIP: 68278B107<br>LEI: 254900CRBCHIYDC37W82 | Long             | EC               | CORP              | US        |      2929 | NS      | $55328.81     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands, Inc.                                     | Utz Brands, Inc.                                                           | CUSIP: 918090101<br>LEI: 5299009BHBU2NH5HRN16 | Long             | EC               | CORP              | US        |      2414 | NS      | $25419.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New Taiwan Dollar                                    | New Taiwan Dollar                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TW        |         0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Australia Bank Ltd.                         | National Australia Bank Ltd.                                               | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $228184.76    | 0.11%             | 2037-01-12      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Urban Edge Properties                                | Urban Edge Properties                                                      | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2082 | NS      | $40036.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                               | Home Depot, Inc. (The)                                                     | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27895.53     | 0.01%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                      | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107194.71    | 0.05%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Taisei Corp.                                         | Taisei Corp.                                                               | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |      6000 | NS      | $437414.83    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Bacardi Ltd.                                         | Bacardi Ltd.                                                               | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    414000 | PA      | $391373.50    | 0.19%             | 2038-05-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                  | Cisco Systems, Inc.                                                        | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      2045 | NS      | $149509.95    | 0.07%             |  |  |  | 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        |      2700 | NS      | $40821.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GeneDx Holdings Corp.                                | GeneDx Holdings Corp.                                                      | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       364 | NS      | $49835.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BP Capital Markets America, Inc.                     | BP Capital Markets America, Inc.                                           | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    155000 | PA      | $102124.10    | 0.05%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sankyu, Inc.                                         | Sankyu, Inc.                                                               | CUSIP: N/A<br>LEI: 529900QWTXZZEM1T5G75       | Long             | EC               | CORP              | JP        |      2100 | NS      | $107227.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                                | Matador Resources Co.                                                      | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      2132 | NS      | $84128.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp.                                      | Starbucks Corp.                                                            | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      1524 | NS      | $123245.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp.                   | Stewart Information Services Corp.                                         | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |       581 | NS      | $39664.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                    | SMBC Aviation Capital Finance DAC                                          | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $205492.72    | 0.10%             | 2029-04-03      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Niterra Co. Ltd.                                     | Niterra Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 549300RG3XQGTFM4HH31       | Long             | EC               | CORP              | JP        |      2800 | NS      | $115226.79    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                     | Goodyear Tire & Rubber Co. (The)                                           | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |      3616 | NS      | $24914.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                         | UBS Group AG                                                               | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $209040.37    | 0.10%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82151.27     | 0.04%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                        | PepsiCo, Inc.                                                              | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      1553 | NS      | $226877.77    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust | Ontario Teachers' Cadillac Fairview Properties Trust                       | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $178765.83    | 0.09%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                   | T-Mobile USA, Inc.                                                         | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59725.78     | 0.03%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    118000 | PA      | $122506.04    | 0.06%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                        | Corning, Inc.                                                              | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      1302 | NS      | $115982.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Property Mexico SA de CV                    | Prologis Property Mexico SA de CV                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |     27224 | NS      | $108714.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                            | KBR, Inc.                                                                  | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |      1904 | NS      | $81567.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                  | Fifth Third Bancorp                                                        | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      1107 | NS      | $46073.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                         | Humana, Inc.                                                               | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     78000 | PA      | $79760.13     | 0.04%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AptarGroup, Inc.                                     | AptarGroup, Inc.                                                           | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       362 | NS      | $41995.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.                 | Cognizant Technology Solutions Corp., Class A                              | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       893 | NS      | $65081.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      2588 | NS      | $805178.56    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| China Resources Gas Group Ltd.                       | China Resources Gas Group Ltd.                                             | CUSIP: N/A<br>LEI: 529900A0E1J5JSOKEK83       | Long             | EC               | CORP              | BM        |      9500 | NS      | $26113.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                 | Mitsubishi UFJ Financial Group, Inc.                                       | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $357660.18    | 0.17%             | 2032-10-13      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)             | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53703.23     | 0.03%             | 2028-01-21      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| StepStone Group, Inc.                                | StepStone Group, Inc., Class A                                             | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1638 | NS      | $99721.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                  | Erste Group Bank AG                                                        | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |       660 | NS      | $68277.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank (The)                          | Toronto-Dominion Bank (The)                                                | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     82000 | PA      | $82047.15     | 0.04%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                  | Hanover Insurance Group, Inc. (The)                                        | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       691 | NS      | $118078.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC                 | Charter Communications Operating LLC                                       | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89000 | PA      | $88759.45     | 0.04%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services, Inc.                     | JB Hunt Transport Services, Inc.                                           | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       250 | NS      | $42215.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                  | Acadia Realty Trust                                                        | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               | CORP              | US        |      2790 | NS      | $53205.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Fire & Marine Insurance Co. Ltd.             | Samsung Fire & Marine Insurance Co. Ltd.                                   | CUSIP: N/A<br>LEI: 988400JMBDK47EW0Z936       | Long             | EC               | CORP              | KR        |       129 | NS      | $39974.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon plc                                           | Haleon plc                                                                 | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |    105741 | NS      | $491887.22    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                             | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      3420 | NS      | $560880.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                         | Oracle Corp.                                                               | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70269.01     | 0.03%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                            | Ford Motor Credit Co. LLC                                                  | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202558.65    | 0.10%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co.                                       | Boston Gas Co.                                                             | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    127000 | PA      | $134838.94    | 0.07%             | 2035-01-10      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Quanta Services, Inc.                                | Quanta Services, Inc.                                                      | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       456 | NS      | $204803.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                                | Las Vegas Sands Corp.                                                      | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31583.69     | 0.02%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Greggs plc                                           | Greggs plc                                                                 | CUSIP: N/A<br>LEI: 213800I71QMUFJ64IW20       | Long             | EC               | CORP              | GB        |      4110 | NS      | $87090.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO, Inc.                                            | QXO, Inc.                                                                  | CUSIP: 82846H405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4534 | NS      | $80115.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals, Inc.                         | ACADIA Pharmaceuticals, Inc.                                               | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |      1684 | NS      | $38226.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                         | UBS Group AG                                                               | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    365000 | PA      | $380915.53    | 0.18%             | 2036-05-09      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Kadant, Inc.                                         | Kadant, Inc.                                                               | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |       110 | NS      | $30432.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara, Inc.                                        | Certara, Inc.                                                              | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1919 | NS      | $22317.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                   | Macquarie Airfinance Holdings Ltd.                                         | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    186000 | PA      | $188205.07    | 0.09%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| AGCO Corp.                                           | AGCO Corp.                                                                 | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      8013 | NS      | $826621.08    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                         | Vertex Pharmaceuticals, Inc.                                               | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        18 | NS      | $7660.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                                    | Lowe's Cos., Inc.                                                          | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1907 | NS      | $454113.91    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                 | Analog Devices, Inc.                                                       | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      2199 | NS      | $514851.87    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                       | M&T Bank Corp.                                                             | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     87000 | PA      | $94183.37     | 0.05%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                    | LEG Immobilien SE                                                          | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | EC               | CORP              | DE        |       373 | NS      | $28397.43     | 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      | $-89.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                   | Chemours Co. (The)                                                         | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      2031 | NS      | $27195.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                                | Colgate-Palmolive Co.                                                      | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      5374 | NS      | $414066.70    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                              | Applied Materials, Inc.                                                    | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      2616 | NS      | $609789.60    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliance Laundry Holdings, Inc.                      | Alliance Laundry Holdings, Inc.                                            | CUSIP: 01862Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       989 | NS      | $26208.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid plc                                    | National Grid plc                                                          | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |      8711 | NS      | $130457.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd.                                         | Wix.com Ltd.                                                               | CUSIP: N/A<br>LEI: 5493008P6N29Q1AG9464       | Long             | EC               | CORP              | IL        |       186 | NS      | $27070.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | EURO STOXX 50 Index                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        42 | NC      | $16847.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | FTSE/MIB Index                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |        16 | NC      | $40077.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                     | Roche Holding AG                                                           | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      2411 | NS      | $775654.43    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Japan 10 Year Bond                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |        13 | NC      | $2578.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Industries Ltd.                             | Reliance Industries Ltd.                                                   | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | EC               | CORP              | IN        |     28648 | NS      | $479686.69    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker BP ASA                                          | Aker BP ASA                                                                | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |      6952 | NS      | $180435.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications, Inc.                          | Rogers Communications, Inc.                                                | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $130596.84    | 0.06%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty, Inc.                      | Rexford Industrial Realty, Inc.                                            | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      2310 | NS      | $95449.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | U.S. Treasury 2 Year Note                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        10 | NC      | $-510.08      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software, Inc.                  | Take-Two Interactive Software, Inc.                                        | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      1218 | NS      | $312258.66    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                            | EQT Corp.                                                                  | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       200 | NS      | $10716.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AEP Transmission Co. LLC                             | AEP Transmission Co. LLC                                                   | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    133000 | PA      | $132127.02    | 0.06%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp.                                   | Brown-Forman Corp., Class B                                                | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       879 | NS      | $23935.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI Corp.                                           | KDDI Corp.                                                                 | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |      6300 | NS      | $100625.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $94526.66     | 0.05%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.             | International Flavors & Fragrances, Inc.                                   | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       676 | NS      | $42567.72     | 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      | $-77926.95    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TPG, Inc.                                            | TPG, Inc.                                                                  | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |       877 | NS      | $48270.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Services, Inc.                                  | CBRE Services, Inc.                                                        | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51586.67     | 0.02%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                        | Cummins, Inc.                                                              | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49864.68     | 0.02%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                    | Cigna Group (The)                                                          | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      3926 | NS      | $959553.66    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                     | Boeing Co. (The)                                                           | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61718.23     | 0.03%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Legend Biotech Corp.                                 | Legend Biotech Corp.                                                       | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               | CORP              | KY        |      1089 | NS      | $35283.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                              | Mohawk Industries, Inc.                                                    | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       399 | NS      | $45342.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust, Inc.                      | Independence Realty Trust, Inc.                                            | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |      6831 | NS      | $108817.83    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp.                                      | Atlassian Corp., Class A                                                   | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |       152 | NS      | $25751.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Assa Abloy AB                                        | Assa Abloy AB, Class B                                                     | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |     24857 | NS      | $938523.29    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                             | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    169000 | PA      | $164132.55    | 0.08%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Canada 10 Year Bond                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        66 | NC      | $51580.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings plc                      | Seagate Technology Holdings plc                                            | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |       144 | NS      | $36846.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop, Inc.                                       | Wingstop, Inc.                                                             | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       804 | NS      | $174170.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                    | Eversource Energy                                                          | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56802.70     | 0.03%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Patrick Industries, Inc.                             | Patrick Industries, Inc.                                                   | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      1102 | NS      | $115015.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                   | Energy Transfer LP                                                         | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    121000 | PA      | $116796.04    | 0.06%             | 2054-05-15      | Fixed         | 5.95%                 | 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      | $256.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Target Corp.                                         | Target Corp.                                                               | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      1879 | NS      | $174220.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                         | Stanley Black & Decker, Inc.                                               | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       638 | NS      | $43205.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell's Co. (The)                                 | Campbell's Co. (The)                                                       | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       890 | NS      | $26815.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Australian Dollar                                    | Australian Dollar                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |         0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                                | Delta Air Lines, Inc.                                                      | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      1172 | NS      | $67249.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                       | ConocoPhillips                                                             | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      4360 | NS      | $387429.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp.                                        | Vontier Corp.                                                              | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      1668 | NS      | $64218.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                                | Walt Disney Co. (The)                                                      | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    150000 | PA      | $112920.26    | 0.05%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                            | Flex Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |      1819 | NS      | $113723.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                              | E.ON SE                                                                    | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |      3740 | NS      | $69578.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions, Inc.                              | BioLife Solutions, Inc.                                                    | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |      2167 | NS      | $60394.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Rupee                                         | Indian Rupee                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IN        |       391 | OU      | $4.41         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jersey Central Power & Light Co.                     | Jersey Central Power & Light Co., Series WI*                               | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68963.11     | 0.03%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                           | COPT Defense Properties LP                                                 | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45732.86     | 0.02%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                | Kraft Heinz Foods Co.                                                      | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     76000 | PA      | $66687.62     | 0.03%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DigitalBridge Group, Inc.                            | DigitalBridge Group, Inc.                                                  | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |      4649 | NS      | $54997.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                           | Charles Schwab Corp. (The)                                                 | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       623 | NS      | $58885.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Accor SA                                             | Accor SA                                                                   | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EC               | CORP              | FR        |       537 | NS      | $27327.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications, Inc.                          | Rogers Communications, Inc.                                                | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $16397.71     | 0.01%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $35790.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| M/I Homes, Inc.                                      | M/I Homes, Inc.                                                            | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       428 | NS      | $53581.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group plc                                        | AIB Group plc                                                              | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |     62510 | NS      | $575336.43    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Research Institute Ltd.                       | Nomura Research Institute Ltd.                                             | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |      7000 | NS      | $273895.27    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group, Inc.                                      | MYR Group, Inc.                                                            | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |       147 | NS      | $32001.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp.                                 | Avery Dennison Corp.                                                       | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       297 | NS      | $51942.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuken Co. Ltd.                                     | Suzuken Co. Ltd.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2600 | NS      | $98780.09     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern States Power Co.                            | Northern States Power Co.                                                  | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     99000 | PA      | $101495.93    | 0.05%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                         | Vistra Corp.                                                               | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      1238 | NS      | $233115.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp.                                         | Masimo Corp.                                                               | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      1425 | NS      | $200426.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings, Inc.                               | Hayward Holdings, Inc.                                                     | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3741 | NS      | $63484.77     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASMPT Ltd.                                           | ASMPT Ltd.                                                                 | CUSIP: N/A<br>LEI: 529900PYFA1HFYKPT360       | Long             | EC               | CORP              | KY        |     10400 | NS      | $109747.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp.                              | Primoris Services Corp.                                                    | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |       516 | NS      | $73024.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger, Inc.                                    | Schrodinger, Inc.                                                          | CUSIP: 80810D103<br>LEI: 984500044BAE4791E559 | Long             | EC               | CORP              | US        |      3471 | NS      | $73029.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                     | ABN AMRO Bank NV                                                           | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |      5048 | NS      | $150759.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Hang Seng Index                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |        37 | NC      | $-60811.04    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                      | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    286000 | PA      | $261361.30    | 0.13%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                               | Verisk Analytics, Inc.                                                     | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       996 | NS      | $217884.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan Pacific International Holdings Corp.             | Pan Pacific International Holdings Corp.                                   | CUSIP: N/A<br>LEI: 529900QLHJM2E18A5763       | Long             | EC               | CORP              | JP        |     14300 | NS      | $85163.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DCC plc                                              | DCC plc                                                                    | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |      1945 | NS      | $128012.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co.                                        | Organon & Co.                                                              | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      3652 | NS      | $24651.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                         | Allegion plc                                                               | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |       527 | NS      | $87360.79     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties LP                                 | Boston Properties LP                                                       | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    127000 | PA      | $125292.61    | 0.06%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Guidewire Software, Inc.                             | Guidewire Software, Inc.                                                   | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |      2061 | NS      | $481532.04    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | U.S. Treasury 5 Year Note                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -3 | NC      | $-174.71      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming, Inc.                                 | Corsair Gaming, Inc.                                                       | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |      4137 | NS      | $33716.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiken Chemical Co. Ltd.                              | Eiken Chemical Co. Ltd.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6900 | NS      | $105396.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| VTech Holdings Ltd.                                  | VTech Holdings Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     16200 | NS      | $132280.21    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd.                                       | HDFC Bank Ltd.                                                             | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     11574 | NS      | $419210.28    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA Holding Lux SARL                             | JBS USA Holding Lux SARL                                                   | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     35000 | PA      | $32682.89     | 0.02%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Accenture Capital, Inc.                              | Accenture Capital, Inc.                                                    | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109805.56    | 0.05%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                    | Caterpillar, Inc.                                                          | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       117 | NS      | $67539.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp.                                     | CMS Energy Corp.                                                           | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      1113 | NS      | $81861.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Holdings, Inc.                                   | LPL Holdings, Inc.                                                         | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    161000 | PA      | $164324.79    | 0.08%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield plc                              | Cushman & Wakefield plc                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      2952 | NS      | $46346.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp.                             | Zebra Technologies Corp., Class A                                          | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       172 | NS      | $46311.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.            | MACOM Technology Solutions Holdings, Inc.                                  | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       627 | NS      | $92877.51     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA, Inc.                                            | HCA, Inc.                                                                  | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    113000 | PA      | $111657.13    | 0.05%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                      | Eli Lilly & Co.                                                            | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24461.45     | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                          | L3Harris Technologies, Inc.                                                | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       250 | NS      | $72275.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                          | Marsh & McLennan Cos., Inc.                                                | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      2683 | NS      | $477976.45    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Terumo Corp.                                         | Terumo Corp.                                                               | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |      2600 | NS      | $42034.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos., Inc. (The)                                 | TJX Cos., Inc. (The)                                                       | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       277 | NS      | $38818.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp.                                       | AppLovin Corp., Class A                                                    | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       512 | NS      | $326312.96    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WiseTech Global Ltd.                                 | WiseTech Global Ltd.                                                       | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Long             | EC               | CORP              | AU        |      2254 | NS      | $101937.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Videotron Ltd.                                       | Videotron Ltd.                                                             | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $194345.75    | 0.09%             | 2035-01-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co. (The)                                     | Kroger Co. (The)                                                           | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     78000 | PA      | $75842.66     | 0.04%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                            | XPO, Inc.                                                                  | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |       441 | NS      | $63446.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                          | Spire, Inc.                                                                | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |       666 | NS      | $57542.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp.                                        | Danaher Corp.                                                              | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    107000 | PA      | $66771.67     | 0.03%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.            | Westinghouse Air Brake Technologies Corp.                                  | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52521.80     | 0.03%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                           | Ameriprise Financial, Inc.                                                 | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      2043 | NS      | $925009.11    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     96000 | PA      | $97713.18     | 0.05%             | 2027-10-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Wheaton Precious Metals Corp.                        | Wheaton Precious Metals Corp.                                              | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      5144 | NS      | $496777.16    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | IRS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  26100000 | PA      | $-230097.23   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                              | GFL Environmental, Inc.                                                    | CUSIP: 36168Q104<br>LEI: 894500E7NLBY9VZRT696 | Long             | EC               | CORP              | CA        |      2255 | NS      | $98520.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-51746.95    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties, Inc.                                | VICI Properties, Inc.                                                      | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      2284 | NS      | $68497.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Electric Co. Ltd.                            | Stanley Electric Co. Ltd.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2700 | NS      | $53173.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                       | Thermo Fisher Scientific, Inc.                                             | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144932.35    | 0.07%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Convatec Group plc                                   | Convatec Group plc                                                         | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               | CORP              | GB        |     21810 | NS      | $69967.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue, Inc.                                         | Kenvue, Inc.                                                               | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      5373 | NS      | $77210.01     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies, Inc.                           | Agilent Technologies, Inc.                                                 | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      3886 | NS      | $568754.96    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Education Partners, Inc.                     | Phoenix Education Partners, Inc.                                           | CUSIP: 718968100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       795 | NS      | $29375.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Co.                         | Canadian Pacific Railway Co.                                               | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    237000 | PA      | $160482.11    | 0.08%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                         | Oracle Corp.                                                               | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58389.01     | 0.03%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                    | PennyMac Financial Services, Inc.                                          | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |       460 | NS      | $57872.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT Finance Corp.                                    | NTT Finance Corp.                                                          | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205508.37    | 0.10%             | 2032-07-16      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Amcor plc                                            | Amcor plc                                                                  | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |      5458 | NS      | $43118.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                                  | ACI Worldwide, Inc.                                                        | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      1177 | NS      | $56060.51     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | U.S. Treasury Notes                                                        | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     79000 | PA      | $79277.73     | 0.04%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARDN Mortgage Trust                                  | ARDN Mortgage Trust, Series 2025-ARCP, Class A                             | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $115215.63    | 0.06%             | 2035-06-15      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-169.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp.                                        | Stryker Corp.                                                              | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170215.33    | 0.08%             | 2034-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                     | Boeing Co. (The)                                                           | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74598.45     | 0.04%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                 | American Tower Corp.                                                       | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119279.52    | 0.06%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                         | UBS Group AG                                                               | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $202021.60    | 0.10%             | 2035-02-05      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                                | Global Payments, Inc.                                                      | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       735 | NS      | $57153.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Florida LLC                              | Duke Energy Florida LLC                                                    | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    104000 | PA      | $114404.26    | 0.06%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MEITEC Group Holdings, Inc.                          | MEITEC Group Holdings, Inc.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4300 | NS      | $88198.69     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                        | Comcast Corp.                                                              | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    192000 | PA      | $178191.37    | 0.09%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SentinelOne, Inc.                                    | SentinelOne, Inc., Class A                                                 | CUSIP: 81730H109<br>LEI: 984500DCD44DBF954221 | Long             | EC               | CORP              | US        |      1812 | NS      | $32344.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama, Inc.                                      | Dollarama, Inc.                                                            | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |      2059 | NS      | $267638.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings, Inc.                         | LPL Financial Holdings, Inc.                                               | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       600 | NS      | $226386.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                                    | CNH Industrial NV                                                          | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |     29010 | NS      | $304314.90    | 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      | $-15330.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Energy Industries, Inc.                     | Advanced Energy Industries, Inc.                                           | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      1033 | NS      | $209420.09    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell, Inc.                                        | Hubbell, Inc.                                                              | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       115 | NS      | $54050.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capcom Co. Ltd.                                      | Capcom Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Long             | EC               | CORP              | JP        |       800 | NS      | $20940.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp.                                        | Nordson Corp.                                                              | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       384 | NS      | $89068.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $74.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Bonds                                                        | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    426000 | PA      | $438780.00    | 0.21%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                           | Mars, Inc.                                                                 | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40478.44     | 0.02%             | 2028-04-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                        | Estee Lauder Cos., Inc. (The)                                              | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       167 | NS      | $16147.23     | 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      | $22253.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                     | ArcelorMittal SA                                                           | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |      9930 | NS      | $379543.21    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                             | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81468.99     | 0.04%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1647.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                         | Fiserv, Inc.                                                               | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    145000 | PA      | $116189.35    | 0.06%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                        | Enel Finance International NV                                              | CUSIP: 29278GAY4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $383238.56    | 0.19%             | 2052-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6449.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                         | AbbVie, Inc.                                                               | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66648.20     | 0.03%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Terreno Realty Corp.                                 | Terreno Realty Corp.                                                       | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1340 | NS      | $76554.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group, Inc.                                   | TriNet Group, Inc.                                                         | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |       582 | NS      | $34920.00     | 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      | $3449.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA         | Cie Generale des Etablissements Michelin SCA                               | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |      1564 | NS      | $49918.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | U.S. Treasury Bonds                                                        | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    403000 | PA      | $421764.69    | 0.20%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)             | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146305.06    | 0.07%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                            | QIAGEN NV                                                                  | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |         1 | NS      | $49.26        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca plc                                      | AstraZeneca plc                                                            | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |      2738 | NS      | $448534.75    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                          | Marsh & McLennan Cos., Inc.                                                | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32251.89     | 0.02%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                         | Humana, Inc.                                                               | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      1979 | NS      | $550538.01    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp.                       | Adaptive Biotechnologies Corp.                                             | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |      2273 | NS      | $39459.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours, Inc.                              | DuPont de Nemours, Inc.                                                    | CUSIP: 26614N110<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       929 | NS      | $31762.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                 | American Tower Corp.                                                       | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    101000 | PA      | $75965.65     | 0.04%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                     | Sands China Ltd.                                                           | CUSIP: N/A<br>LEI: 549300EVO6UZDGY05787       | Long             | EC               | CORP              | KY        |     38000 | NS      | $98978.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals International plc            | Kiniksa Pharmaceuticals International plc                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |       809 | NS      | $29941.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.              | Pfizer Investment Enterprises Pte. Ltd.                                    | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    123000 | PA      | $118977.60    | 0.06%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    283000 | PA      | $295331.22    | 0.14%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                      | Microsoft Corp.                                                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      8257 | NS      | $4275557.17   | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA Holding Lux SARL                             | JBS USA Holding Lux SARL                                                   | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     68000 | PA      | $65170.87     | 0.03%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                            | Florida Power & Light Co.                                                  | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    204000 | PA      | $166201.77    | 0.08%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                        | Textron, Inc.                                                              | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      5030 | NS      | $406474.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Beiersdorf AG                                        | Beiersdorf AG                                                              | CUSIP: N/A<br>LEI: L47NHHI0Z9X22DV46U41       | Long             | EC               | CORP              | DE        |       119 | NS      | $12580.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System, Inc.                        | Columbia Banking System, Inc.                                              | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |      5005 | NS      | $134134.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp.                                | Ares Management Corp.                                                      | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      1849 | NS      | $274964.79    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight, Inc.                                         | nLight, Inc.                                                               | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1757 | NS      | $57998.57     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse, Inc.                                       | Bel Fuse, Inc., Class B                                                    | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |       395 | NS      | $60826.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co.                             | Modine Manufacturing Co.                                                   | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |       639 | NS      | $97901.19     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-16587.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sportradar Group AG                                  | Sportradar Group AG, Class A                                               | CUSIP: N/A<br>LEI: 549300H1P33YOAT7Z533       | Long             | EC               | CORP              | CH        |      5096 | NS      | $130508.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co.                                       | Ford Motor Co.                                                             | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     39000 | PA      | $34010.34     | 0.02%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                     | NCR Atleos Corp.                                                           | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               | CORP              | US        |      2139 | NS      | $78929.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                      | Fairfax Financial Holdings Ltd.                                            | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    134000 | PA      | $125931.25    | 0.06%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                      | Plains All American Pipeline LP                                            | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $64660.74     | 0.03%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                 | Galp Energia SGPS SA                                                       | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |      5260 | NS      | $105464.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy, Inc.                                         | Evergy, Inc.                                                               | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       579 | NS      | $44472.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix, Inc.                                        | Nutanix, Inc., Class A                                                     | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      2344 | NS      | $166986.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                               | Truist Financial Corp.                                                     | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     76000 | PA      | $82145.41     | 0.04%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Prologis, Inc.                                       | Prologis, Inc.                                                             | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      3764 | NS      | $467074.76    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto plc                                        | Rio Tinto plc                                                              | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |       631 | NS      | $45475.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp.                                 | Kimberly-Clark Corp.                                                       | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      2699 | NS      | $323097.29    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group, Inc.                      | Selective Insurance Group, Inc.                                            | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |       555 | NS      | $41813.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                         | Humana, Inc.                                                               | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     83000 | PA      | $85727.17     | 0.04%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Labcorp Holdings, Inc.                               | Labcorp Holdings, Inc.                                                     | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       227 | NS      | $57648.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor, Inc.                                        | Avantor, Inc.                                                              | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2687 | NS      | $31760.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                         | Mattel, Inc.                                                               | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63064.34     | 0.03%             | 2029-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                      | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    168000 | PA      | $165402.38    | 0.08%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| TransUnion                                           | TransUnion                                                                 | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      1244 | NS      | $100987.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $13963.54     | 0.01%             |  |  |  | No            |                  2 | 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        |      4698 | NS      | $507055.14    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | FTSE/JSE Top 40 Index                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZA        |         2 | NC      | $-416.43      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp.                                            | CDW Corp.                                                                  | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       357 | NS      | $56895.09     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp.                                         | Hexcel Corp.                                                               | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |       706 | NS      | $50408.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics, Inc.                              | Qnity Electronics, Inc.                                                    | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |       464 | NS      | $44127.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                 | Emerson Electric Co.                                                       | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       405 | NS      | $56525.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-28252.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co. Ltd.                       | Techtronic Industries Co. Ltd.                                             | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |     16500 | NS      | $192804.89    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Netskope, Inc.                                       | Netskope, Inc., Class A                                                    | CUSIP: 64119N608<br>LEI: 254900CS525VJG6KO570 | Long             | EC               | CORP              | US        |      2559 | NS      | $60494.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor, Inc.                                     | FormFactor, Inc.                                                           | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      3279 | NS      | $180181.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare, Inc.                   | Prestige Consumer Healthcare, Inc.                                         | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       880 | NS      | $53328.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises, Inc.                           | Ferguson Enterprises, Inc.                                                 | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |       329 | NS      | $81756.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OR Royalties, Inc.                                   | OR Royalties, Inc.                                                         | CUSIP: 68390D106<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |      1671 | NS      | $53438.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.                   | American International Group, Inc.                                         | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    146000 | PA      | $149956.71    | 0.07%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nitori Holdings Co. Ltd.                             | Nitori Holdings Co. Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1500 | NS      | $24333.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd.                                       | AIA Group Ltd.                                                             | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |     65200 | NS      | $633074.88    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlsberg A/S                                        | Carlsberg A/S, Class B                                                     | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |       578 | NS      | $67943.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gerresheimer AG                                      | Gerresheimer AG                                                            | CUSIP: N/A<br>LEI: 5299006GD4UWSYZOKC28       | Long             | EC               | CORP              | DE        |      1576 | NS      | $50137.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT, Inc.                                            | ITT, Inc.                                                                  | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       339 | NS      | $62738.73     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.                       | Texas Capital Bancshares, Inc.                                             | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |       646 | NS      | $54160.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                          | Dick's Sporting Goods, Inc.                                                | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    130000 | PA      | $96987.58     | 0.05%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                     | TotalEnergies SE                                                           | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     11038 | NS      | $686403.19    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                                  | Flowers Foods, Inc.                                                        | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106152.70    | 0.05%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                      | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86269.80     | 0.04%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Shizuoka Financial Group, Inc.                       | Shizuoka Financial Group, Inc.                                             | CUSIP: N/A<br>LEI: 353800MNO5C8V2SHGA81       | Long             | EC               | CORP              | JP        |      7700 | NS      | $103675.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex, Inc.                                        | Paychex, Inc.                                                              | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34957.84     | 0.02%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| iRhythm Technologies, Inc.                           | iRhythm Technologies, Inc.                                                 | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |       303 | NS      | $56751.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                           | Albany International Corp., Class A                                        | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |       788 | NS      | $44585.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp.                                         | TriMas Corp.                                                               | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      1441 | NS      | $51198.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupang, Inc.                                        | Coupang, Inc.                                                              | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |      4628 | NS      | $147957.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Neptune Insurance Holdings, Inc.                     | Neptune Insurance Holdings, Inc., Class A                                  | CUSIP: 64073B103<br>LEI: 529900I3QTHC0Q1C2D65 | Long             | EC               | CORP              | US        |      1850 | NS      | $47508.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                            | Nestle SA (Registered)                                                     | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |      9125 | NS      | $871736.56    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                         | Hasbro, Inc.                                                               | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       563 | NS      | $42962.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank & Trust Co.                        | Metropolitan Bank & Trust Co.                                              | CUSIP: N/A<br>LEI: 549300SQYI82RVWFN715       | Long             | EC               | CORP              | PH        |    111477 | NS      | $130703.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WMG Acquisition Corp.                                | WMG Acquisition Corp.                                                      | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     79000 | PA      | $75355.16     | 0.04%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                  | Huntington Ingalls Industries, Inc.                                        | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     41000 | PA      | $43239.14     | 0.02%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                         | Humana, Inc.                                                               | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     46000 | PA      | $40955.28     | 0.02%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                       | M&T Bank Corp.                                                             | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64233.88     | 0.03%             | 2028-08-16      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                     | Boeing Co. (The)                                                           | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       483 | NS      | $31259.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Finance USA plc                            | Rio Tinto Finance USA plc                                                  | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     54000 | PA      | $55839.87     | 0.03%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                          | Pinnacle West Capital Corp.                                                | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       700 | NS      | $61964.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                     | Mastercard, Inc.                                                           | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     93000 | PA      | $93502.18     | 0.05%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Yamaha Corp.                                         | Yamaha Corp.                                                               | CUSIP: N/A<br>LEI: 529900S5TENP3IJS7S02       | Long             | EC               | CORP              | JP        |       900 | NS      | $5693.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                            | RTX Corp.                                                                  | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       486 | NS      | $86751.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS plc                                           | STERIS plc                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       379 | NS      | $89330.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Treasury DAC                                 | Flutter Treasury DAC                                                       | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $207216.60    | 0.10%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                             | Unipol Assicurazioni SpA                                                   | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |      7122 | NS      | $155686.97    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.                   | American International Group, Inc.                                         | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    108000 | PA      | $110479.93    | 0.05%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                      | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196322.36    | 0.10%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                 | Alliant Energy Corp.                                                       | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      1641 | NS      | $109651.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT Mortgage Loan Trust                             | COLT Mortgage Loan Trust, Series 2024-6, Class A1                          | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |     83491 | PA      | $83812.47     | 0.04%             | 2069-11-25      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Obic Co. Ltd.                                        | Obic Co. Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5300 | NS      | $164629.81    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp.                                          | Masco Corp.                                                                | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      2730 | NS      | $176794.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Nephew plc                                   | Smith & Nephew plc                                                         | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               | CORP              | GB        |      8415 | NS      | $155319.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | KOSPI 200 Index                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KR        |        28 | NC      | $721607.97    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                         | Mondelez International, Inc., Class A                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       397 | NS      | $22811.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp, Inc.                              | East West Bancorp, Inc.                                                    | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |      1198 | NS      | $121716.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp.                                 | Northern Trust Corp.                                                       | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      4631 | NS      | $595870.77    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                         | AbbVie, Inc.                                                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1486 | NS      | $324007.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                                  | Omnicom Group, Inc.                                                        | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      1196 | NS      | $89723.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Mortgage Trust                             | Benchmark Mortgage Trust, Series 2021-B27, Class XA                        | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1181223 | PA      | $58348.52     | 0.03%             | 2054-07-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                    | Algonquin Power & Utilities Corp.                                          | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $35166.57     | 0.02%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | BIST 30 Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | TR        |      1198 | NC      | $9193.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp.                                  | Union Pacific Corp.                                                        | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      1135 | NS      | $250119.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Northern Santa Fe LLC                     | Burlington Northern Santa Fe LLC                                           | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $111028.70    | 0.05%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CLP Holdings Ltd.                                    | CLP Holdings Ltd.                                                          | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |      3500 | NS      | $29862.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $54745.47     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Douglas Emmett, Inc.                                 | Douglas Emmett, Inc.                                                       | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2426 | NS      | $31392.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimadzu Corp.                                       | Shimadzu Corp.                                                             | CUSIP: N/A<br>LEI: 353800Y64Z08WEH8PH97       | Long             | EC               | CORP              | JP        |      9700 | NS      | $261209.53    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                             | Marathon Petroleum Corp.                                                   | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       787 | NS      | $153394.17    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis LP                                          | Prologis LP                                                                | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     99000 | PA      | $101697.77    | 0.05%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Shopify, Inc.                                        | Shopify, Inc., Class A                                                     | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |       152 | NS      | $26426.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Capital, Inc.                                | Ashtead Capital, Inc.                                                      | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206000.99    | 0.10%             | 2033-05-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Bunzl plc                                            | Bunzl plc                                                                  | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |      1945 | NS      | $59074.99     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR, Inc.                                         | PACCAR, Inc.                                                               | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      4014 | NS      | $394977.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                | NXP Semiconductors NV                                                      | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       229 | NS      | $47888.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Daikin Industries Ltd.                               | Daikin Industries Ltd.                                                     | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |       500 | NS      | $58318.73     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GCM Grosvenor, Inc.                                  | GCM Grosvenor, Inc., Class A                                               | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4208 | NS      | $48434.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                                     | Baker Hughes Co.                                                           | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       561 | NS      | $27158.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryanair Holdings plc                                 | Ryanair Holdings plc                                                       | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |      1135 | NS      | $70914.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                               | Booking Holdings, Inc.                                                     | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       114 | NS      | $578862.36    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                     | Mastercard, Inc.                                                           | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    102000 | PA      | $81563.66     | 0.04%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Alcon AG                                             | Alcon AG                                                                   | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |       419 | NS      | $31135.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom SA                                   | Cellnex Telecom SA                                                         | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |      4658 | NS      | $145125.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | IRS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   4800000 | PA      | $66776.78     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Holdings Co. Ltd.                                 | SG Holdings Co. Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      7800 | NS      | $71693.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                               | Sempra                                                                     | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       737 | NS      | $67759.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp.                                  | Regal Rexnord Corp.                                                        | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    208000 | PA      | $220154.67    | 0.11%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                 | Mitsubishi UFJ Financial Group, Inc.                                       | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $195226.84    | 0.09%             | 2027-10-13      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | IRS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   6700000 | PA      | $147427.01    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken NV                                          | Heineken NV                                                                | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |      6695 | NS      | $517347.13    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Rentokil Terminix Funding LLC                        | Rentokil Terminix Funding LLC                                              | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203681.80    | 0.10%             | 2030-04-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-14865.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Karman Holdings, Inc.                                | Karman Holdings, Inc.                                                      | CUSIP: 485924104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       650 | NS      | $54756.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co. (The)                                    | Hershey Co. (The)                                                          | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       266 | NS      | $45121.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                                     | WisdomTree, Inc.                                                           | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      5392 | NS      | $64488.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                                    | CNH Industrial NV                                                          | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    147000 | PA      | $146300.73    | 0.07%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fujitsu Ltd.                                         | Fujitsu Ltd.                                                               | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |      3200 | NS      | $83701.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies, Inc.                             | Tyler Technologies, Inc.                                                   | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       403 | NS      | $191932.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA Holdings, Inc.                                  | MARA Holdings, Inc.                                                        | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |      1917 | NS      | $35023.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Silicon Motion Technology Corp.                      | Silicon Motion Technology Corp.                                            | CUSIP: 82706C108<br>LEI: 5299005RBVBZQJTYFC89 | Long             | EC               | CORP              | KY        |      1722 | NS      | $168945.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.                   | American International Group, Inc.                                         | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      1202 | NS      | $94909.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                                  | EOG Resources, Inc.                                                        | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      3589 | NS      | $379859.76    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                                | Gilead Sciences, Inc.                                                      | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      6180 | NS      | $740302.20    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| KREF Ltd.                                            | KREF Ltd., Series 2021-FL2, Class AS                                       | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $99421.90     | 0.05%             | 2039-02-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp.                                    | Duke Energy Corp.                                                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      4043 | NS      | $502544.90    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.            | Westinghouse Air Brake Technologies Corp.                                  | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    186000 | PA      | $188264.37    | 0.09%             | 2028-09-15      | 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      | $718.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jacobs Solutions, Inc.                               | Jacobs Solutions, Inc.                                                     | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |       706 | NS      | $110001.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith Douglas Homes Corp.                            | Smith Douglas Homes Corp.                                                  | CUSIP: 83207R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       827 | NS      | $14447.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Thermo Fisher Scientific, Inc.                       | Thermo Fisher Scientific, Inc.                                             | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       450 | NS      | $255325.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                      | Eli Lilly & Co.                                                            | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    196000 | PA      | $198300.43    | 0.10%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                              | Hyundai Capital America                                                    | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    155000 | PA      | $165608.02    | 0.08%             | 2030-04-08      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                      | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    210000 | PA      | $219174.38    | 0.11%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                             | CACI International, Inc., Class A                                          | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       119 | NS      | $66907.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Finance Co. SA                               | Cellnex Finance Co. SA                                                     | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $160534.06    | 0.08%             | 2041-07-07      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Guardant Health, Inc.                                | Guardant Health, Inc.                                                      | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |       638 | NS      | $59346.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| P10, Inc.                                            | P10, Inc., Class A                                                         | CUSIP: 69376K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8781 | NS      | $89214.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-34878.96    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                              | Kingdom of Saudi Arabia                                                    | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $204195.22    | 0.10%             | 2028-01-13      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                         | CaixaBank SA                                                               | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |     60997 | NS      | $644163.65    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $182421.63    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| First Interstate BancSystem, Inc.                    | First Interstate BancSystem, Inc., Class A                                 | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |      2205 | NS      | $68906.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp.                                          | FedEx Corp.                                                                | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       178 | NS      | $45179.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Credicorp Ltd.                                       | Credicorp Ltd.                                                             | CUSIP: N/A<br>LEI: 529900UYAEYQCQ2BKB17       | Long             | EC               | CORP              | BM        |      1655 | NS      | $431955.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                         | Oracle Corp.                                                               | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    174000 | PA      | $130407.51    | 0.06%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wayfair, Inc.                                        | Wayfair, Inc., Class A                                                     | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |       249 | NS      | $25773.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                | Sumitomo Mitsui Financial Group, Inc.                                      | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $175109.28    | 0.08%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| South Korea Won                                      | South Korea Won                                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | KR        |       -10 | OU      | $-0.01        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                            | O'Reilly Automotive, Inc.                                                  | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     11790 | NS      | $1113447.60   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Sompo Holdings, Inc.                                 | Sompo Holdings, Inc.                                                       | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |      1900 | NS      | $58044.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                                  | CVB Financial Corp.                                                        | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2753 | NS      | $50572.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                                 | Voya Financial, Inc.                                                       | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |       843 | NS      | $62769.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $36015.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp.                                         | Incyte Corp.                                                               | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      6959 | NS      | $650527.32    | 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      | $35328.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Russell 2000 E-Mini Index                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -165 | NC      | $-400950.82   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings, Inc.                                    | Q2 Holdings, Inc.                                                          | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |       926 | NS      | $57189.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works, Inc.                            | Illinois Tool Works, Inc.                                                  | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      1112 | NS      | $271239.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyence Corp.                                        | Keyence Corp.                                                              | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |       100 | NS      | $37226.66     | 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      | $13890.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Long Gilt                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        83 | NC      | $220287.37    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Verallia SA                                          | Verallia SA                                                                | CUSIP: N/A<br>LEI: 5299007YZU978DE0ZY32       | Long             | EC               | CORP              | FR        |      2489 | NS      | $64895.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                         | CaixaBank SA                                                               | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $223034.86    | 0.11%             | 2034-09-13      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC              | Volkswagen Group of America Finance LLC                                    | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200404.91    | 0.10%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Constellation Software, Inc.                         | Constellation Software, Inc.                                               | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |       111 | NS      | $292117.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Aerospace                                         | GE Aerospace                                                               | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      1299 | NS      | $401326.05    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolon Holdings Funding Ltd.                         | Avolon Holdings Funding Ltd.                                               | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    115000 | PA      | $110586.44    | 0.05%             | 2028-02-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd.              | Singapore Technologies Engineering Ltd.                                    | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |     19700 | NS      | $128498.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent LP                             | American Homes 4 Rent LP                                                   | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    244000 | PA      | $247634.65    | 0.12%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Simmons First National Corp.                         | Simmons First National Corp., Class A                                      | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |      1518 | NS      | $26382.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse, Inc. (The)                         | Chefs' Warehouse, Inc. (The)                                               | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      1735 | NS      | $102365.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings, Inc.                                | Leidos Holdings, Inc.                                                      | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       431 | NS      | $82092.57     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mars, Inc.                                           | Mars, Inc.                                                                 | CUSIP: 571676AF2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     59000 | PA      | $47353.66     | 0.02%             | 2049-04-01      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Portland General Electric Co.                        | Portland General Electric Co.                                              | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      1573 | NS      | $71854.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp.                                | Quaker Chemical Corp.                                                      | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       386 | NS      | $53611.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                                        | ONE Gas, Inc.                                                              | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |       690 | NS      | $55331.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $43816.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Immunocore Holdings plc                              | Immunocore Holdings plc                                                    | CUSIP: 45258D105<br>LEI: 213800IUE3DFS84BVN18 | Long             | EC               | CORP              | GB        |       977 | NS      | $32328.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies, Inc.                               | TTM Technologies, Inc.                                                     | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      2196 | NS      | $147571.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Foods Co.                                | Kraft Heinz Foods Co.                                                      | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     77000 | PA      | $73035.59     | 0.04%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Accenture plc                                        | Accenture plc, Class A                                                     | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |      1723 | NS      | $430922.30    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                          | B3 SA - Brasil Bolsa Balcao                                                | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |    145100 | NS      | $341446.67    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Plains All American Pipeline LP                      | Plains All American Pipeline LP                                            | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    197000 | PA      | $205710.88    | 0.10%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                | Targa Resources Corp.                                                      | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       505 | NS      | $77790.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co.                                            | Crane Co.                                                                  | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |       434 | NS      | $82460.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp.                      | Atlantic Union Bankshares Corp.                                            | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1237 | NS      | $40227.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv plc                                            | Aptiv plc                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |      2382 | NS      | $193180.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank (The)                          | Toronto-Dominion Bank (The)                                                | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     94000 | PA      | $95068.38     | 0.05%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                                     | PulteGroup, Inc.                                                           | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       896 | NS      | $107403.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                | Dominion Energy, Inc.                                                      | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      7652 | NS      | $449095.88    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Finance USA plc                            | Rio Tinto Finance USA plc                                                  | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $46402.25     | 0.02%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Disco Corp.                                          | Disco Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       100 | NS      | $33489.07     | 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      | $73797.69     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Silgan Holdings, Inc.                                | Silgan Holdings, Inc.                                                      | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      1484 | NS      | $57312.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp.                                   | Hyatt Hotels Corp., Class A                                                | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |      1278 | NS      | $175609.98    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group, Inc. (The)                            | Carlyle Group, Inc. (The)                                                  | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      3154 | NS      | $168171.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4203.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                          | Cheniere Energy Partners LP                                                | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    153000 | PA      | $156573.18    | 0.08%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                              | Arrow Electronics, Inc.                                                    | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    149000 | PA      | $155732.69    | 0.08%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                   | LPL Holdings, Inc.                                                         | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    141000 | PA      | $136616.03    | 0.07%             | 2031-05-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                          | L3Harris Technologies, Inc.                                                | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39575.05     | 0.02%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MF1                                                  | MF1, Series 2024-FL15, Class A                                             | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $100284.60    | 0.05%             | 2041-08-18      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Suzuki Motor Corp.                                   | Suzuki Motor Corp.                                                         | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |      7000 | NS      | $104834.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                                       | QUALCOMM, Inc.                                                             | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      5150 | NS      | $931635.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Co.                         | Pacific Gas and Electric Co.                                               | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $56705.31     | 0.03%             | 2046-12-01      | 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      | $454414.29    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Caris Life Sciences, Inc.                            | Caris Life Sciences, Inc.                                                  | CUSIP: 142152107<br>LEI: 549300LX5LO78M5VPY43 | Long             | EC               | CORP              | US        |       817 | NS      | $24575.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Crown Castle, Inc.                                   | Crown Castle, Inc.                                                         | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99557.70     | 0.05%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Harmony Biosciences Holdings, Inc.                   | Harmony Biosciences Holdings, Inc.                                         | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1203 | NS      | $34369.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fractyl Health, Inc.                                 | Fractyl Health, Inc.                                                       | CUSIP: 35168W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2054 | NS      | $2526.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group, Inc. (The)                            | Carlyle Group, Inc. (The)                                                  | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237880.35    | 0.12%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Atmus Filtration Technologies, Inc.                  | Atmus Filtration Technologies, Inc.                                        | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1180 | NS      | $53666.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirax Group plc                                     | Spirax Group plc                                                           | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Long             | EC               | CORP              | GB        |      2294 | NS      | $213816.89    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Bank of Australia                       | Commonwealth Bank of Australia                                             | CUSIP: 202712BQ7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $154897.77    | 0.08%             | 2041-03-11      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                          | Shin-Etsu Chemical Co. Ltd.                                                | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |      2600 | NS      | $78534.81     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian, Inc.                                 | First Hawaiian, Inc.                                                       | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      2891 | NS      | $70916.23     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | U.S. Treasury 10 Year Ultra Note                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -7 | NC      | $5145.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp. (The)                                      | AES Corp. (The)                                                            | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      5504 | NS      | $76340.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6526.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                     | NRG Energy, Inc.                                                           | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      3689 | NS      | $633991.54    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources, Inc.                         | Core Natural Resources, Inc.                                               | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |       435 | NS      | $34365.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| British Pound                                        | British Pound                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |         0 | OU      | $0.14         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomad Foods Ltd.                                     | Nomad Foods Ltd.                                                           | CUSIP: N/A<br>LEI: 5493000ZZ1837DS2SI43       | Long             | EC               | CORP              | VG        |      3644 | NS      | $41177.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                 | American Tower Corp.                                                       | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       254 | NS      | $45460.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Modelling Group Ltd.                        | Computer Modelling Group Ltd.                                              | CUSIP: 205249105<br>LEI: 254900W17JFUVTM20222 | Long             | EC               | CORP              | CA        |     27637 | NS      | $104829.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                  | S&P 500 Index                                                              | CUSIP: 00PB8WB33<br>LEI: N/A                  | N/A              | DE               |  | US        |         3 | NC      | $525.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX Group Ltd.                                       | TMX Group Ltd.                                                             | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |      4256 | NS      | $156973.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                       | M&T Bank Corp.                                                             | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       355 | NS      | $65273.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JH North America Holdings, Inc.                      | JH North America Holdings, Inc.                                            | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178240.13    | 0.09%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Expro Group Holdings NV                              | Expro Group Holdings NV                                                    | CUSIP: N/A<br>LEI: 724500LJYA8QIT73H017       | Long             | EC               | CORP              | NL        |      4112 | NS      | $55840.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd.                              | Agnico Eagle Mines Ltd.                                                    | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      2008 | NS      | $322957.93    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora, Inc.                                        | Cencora, Inc.                                                              | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       242 | NS      | $81750.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                                    | HSBC Holdings plc                                                          | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204647.48    | 0.10%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                         | Scotts Miracle-Gro Co. (The)                                               | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      1840 | NS      | $98476.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                    | Wells Fargo & Co.                                                          | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166172.30    | 0.08%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                         | Avient Corp.                                                               | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      1637 | NS      | $52498.59     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Sports Ltd.                                   | Genius Sports Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |      8021 | NS      | $90316.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hellenic Telecommunications Organization SA          | Hellenic Telecommunications Organization SA                                | CUSIP: N/A<br>LEI: ELPUFM0XZRZO4LFXW404       | Long             | EC               | CORP              | GR        |       835 | NS      | $15697.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                     | Boeing Co. (The)                                                           | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    267000 | PA      | $265186.20    | 0.13%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                             | CenterPoint Energy, Inc.                                                   | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      1832 | NS      | $70055.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                       | Thermo Fisher Scientific, Inc.                                             | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     57000 | PA      | $42337.80     | 0.02%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Flowserve Corp.                                      | Flowserve Corp.                                                            | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      3331 | NS      | $227340.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinaxis, Inc.                                        | Kinaxis, Inc.                                                              | CUSIP: 49448Q109<br>LEI: 5299009VAZ14K7PFUQ15 | Long             | EC               | CORP              | CA        |      1537 | NS      | $186121.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holdings, Inc.                                 | Roche Holdings, Inc.                                                       | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    140000 | PA      | $148440.20    | 0.07%             | 2030-11-13      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                      | Eastern Energy Gas Holdings LLC                                            | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    153000 | PA      | $150479.33    | 0.07%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                 | Eastman Chemical Co.                                                       | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       821 | NS      | $48865.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group, Inc.                         | Brixmor Property Group, Inc.                                               | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     11171 | NS      | $292233.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                            | Nestle SA                                                                  | CUSIP: 641069406<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |       693 | NS      | $66195.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Icon Investments Six DAC                             | Icon Investments Six DAC                                                   | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $204138.49    | 0.10%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                             | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    196000 | PA      | $204484.05    | 0.10%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                  | Brown & Brown, Inc.                                                        | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27342.98     | 0.01%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                    | NatWest Group plc                                                          | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |    121080 | NS      | $928926.73    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores, Inc.                              | Burlington Stores, Inc.                                                    | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       405 | NS      | $110803.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IMI plc                                              | IMI plc                                                                    | CUSIP: N/A<br>LEI: 2138002W9Q21PF751R30       | Long             | EC               | CORP              | GB        |      9321 | NS      | $292410.54    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology, Inc.                              | Alkami Technology, Inc.                                                    | CUSIP: 01644J108<br>LEI: 254900FCNYU4HNEV9L47 | Long             | EC               | CORP              | US        |      3053 | NS      | $61945.37     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                                    | EMCOR Group, Inc.                                                          | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       375 | NS      | $253417.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen, Inc.                                         | Biogen, Inc.                                                               | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     78000 | PA      | $80332.89     | 0.04%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                        | Berkshire Hathaway Energy Co.                                              | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63071.80     | 0.03%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Thryv Holdings, Inc.                                 | Thryv Holdings, Inc.                                                       | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4328 | NS      | $33368.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                                  | Realty Income Corp.                                                        | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    132000 | PA      | $129718.99    | 0.06%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                        | Sammons Financial Group, Inc.                                              | CUSIP: 79588TAE0<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    136000 | PA      | $132999.59    | 0.06%             | 2032-04-08      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Salesforce, Inc.                                     | Salesforce, Inc.                                                           | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      1584 | NS      | $412489.44    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp.                                            | SLM Corp.                                                                  | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3484 | NS      | $93545.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services, Inc.         | Fidelity National Information Services, Inc.                               | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      1024 | NS      | $64020.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp.                            | Mitsubishi Electric Corp.                                                  | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |     23900 | NS      | $669497.76    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage, Inc.                            | Extra Space Storage, Inc.                                                  | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       521 | NS      | $69574.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties LP                           | COPT Defense Properties LP                                                 | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58958.09     | 0.03%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | S&P MidCap 400 E-Mini Index                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -51 | NC      | $430005.51    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Australia 10 Year Bond                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       -68 | NC      | $18727.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                                       | Enbridge, Inc.                                                             | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     72000 | PA      | $73909.93     | 0.04%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BIM Birlesik Magazalar A/S                           | BIM Birlesik Magazalar A/S                                                 | CUSIP: N/A<br>LEI: 7890001GCDJQD8DJKE29       | Long             | EC               | CORP              | TR        |      3948 | NS      | $50600.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology, Inc.                               | Align Technology, Inc.                                                     | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       423 | NS      | $58323.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC Intelligent Solutions Holdings, Inc.             | CCC Intelligent Solutions Holdings, Inc.                                   | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8075 | NS      | $70414.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Transmission Systems, Inc.                  | American Transmission Systems, Inc.                                        | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $85664.45     | 0.04%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| RB Global, Inc.                                      | RB Global, Inc.                                                            | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |      6579 | NS      | $652763.64    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp.                               | Envista Holdings Corp.                                                     | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      2503 | NS      | $50936.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU Aero Engines AG                                  | MTU Aero Engines AG                                                        | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |       658 | NS      | $286767.56    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62498.76     | 0.03%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                  | Japan Tobacco, Inc.                                                        | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $155670.09    | 0.08%             | 2030-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | OMXS30 Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -26 | NC      | $-18006.23    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA                                     | Pernod Ricard SA                                                           | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |      6420 | NS      | $628705.10    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                                | Las Vegas Sands Corp.                                                      | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     91000 | PA      | $95554.82     | 0.05%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Black Rock Coffee Bar, Inc.                          | Black Rock Coffee Bar, Inc., Class A                                       | CUSIP: 092244102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2181 | NS      | $55964.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co.                             | Arthur J Gallagher & Co.                                                   | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    115000 | PA      | $127325.58    | 0.06%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GMO Payment Gateway, Inc.                            | GMO Payment Gateway, Inc.                                                  | CUSIP: N/A<br>LEI: 353800Q6U21E2PM83F86       | Long             | EC               | CORP              | JP        |      1000 | NS      | $54681.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co. Ltd.                         | Samsung Electronics Co. Ltd.                                               | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      1251 | NS      | $94390.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JM Holdings Co. Ltd.                                 | JM Holdings Co. Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     10200 | NS      | $99809.23     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck KGaA                                           | Merck KGaA                                                                 | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |       653 | NS      | $85391.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazley plc                                          | Beazley plc                                                                | CUSIP: N/A<br>LEI: 213800VTOMUWD41GIT12       | Long             | EC               | CORP              | GB        |     40163 | NS      | $490951.65    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Group                                            | APA Group                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     19127 | NS      | $114885.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems, Inc.                       | Monolithic Power Systems, Inc.                                             | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       292 | NS      | $293460.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                                 | Vulcan Materials Co.                                                       | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     93000 | PA      | $95156.16     | 0.05%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                 | Columbia Pipelines Operating Co. LLC                                       | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $115400.24    | 0.06%             | 2043-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                 | Charter Communications Operating LLC                                       | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131000 | PA      | $136943.28    | 0.07%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                          | Marsh & McLennan Cos., Inc.                                                | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163531.81    | 0.08%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                               | Lincoln National Corp.                                                     | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    107000 | PA      | $112235.26    | 0.05%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Mini Bovespa Index                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | BR        |      -457 | NC      | $-53937.19    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                                | Elevance Health, Inc.                                                      | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65006.58     | 0.03%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Linde plc                                            | Linde plc                                                                  | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |      2399 | NS      | $1003501.70   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                                 | Vulcan Materials Co.                                                       | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40600.57     | 0.02%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Industries Corp.                              | Toyota Industries Corp.                                                    | CUSIP: N/A<br>LEI: 35380000WKGEAHEMW830       | Long             | EC               | CORP              | JP        |       500 | NS      | $54587.63     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mars, Inc.                                           | Mars, Inc.                                                                 | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    207000 | PA      | $210622.33    | 0.10%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-01

**Name of Applicant:** MFS Series Trust XV

**Signature:** James Byrne

**Name of Signer:** James Byrne

**Title:** Assistant Treasurer