# EDGAR Filing Document

**Accession Number:** 0000319108
**File Stem:** 0001752724-23-039090
**Filing Date:** 2023-2
**Character Count:** 677017
**Document Hash:** 0fadd741a1725295b26cfbffd06d0c05
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-039090.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-039090

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Series Fund, Inc.
- **CENTRAL INDEX KEY:** 0000319108
- **IRS NUMBER:** 133051800
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03091
- **FILM NUMBER:** 23665050

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FAM Series Fund, Inc.
- **DATE OF NAME CHANGE:** 20050720

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MERRILL LYNCH SERIES FUNDS INC
- **DATE OF NAME CHANGE:** 20000229

## Series and Classes Contracts Data

### BlackRock Sustainable Balanced Portfolio (Series ID: S000003863)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000010829 | BlackRock Sustainable Balanced Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-03091

- **c. CIK number of Registrant:** 0000319108

- **d. LEI of Registrant:** 5493003PV3Y6OZI6HR61

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock Sustainable Balanced Portfolio

- **b. EDGAR series identifier (if any):** S000003863

- **c. LEI of Series:** BXX3XUTYG1XCPQ0XZO75

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

- **a. Date of fiscal year-end:** 2022-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $440592138.30

**Total Liabilities:** $18063669.05

**Net Assets:** $422528469.25

**Cash Not Reported:** $3800926.16

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 101.97000000 | **1-Year:** 804.35000000 | **5-Year:** 39112.35000000 | **10-Year:** 22301.88000000 | **30-Year:** 6013.48000000

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

- **3-Month:** 553.26000000 | **1-Year:** 12.66000000 | **5-Year:** -182.55000000 | **10-Year:** 111.20000000 | **30-Year:** 26.45000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010829 | 3.71%                | 6.93%                | -3.17%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3059607.36             | $14777792.94                               |
| Month 2  | $-492303.32              | $26387684.26                               |
| Month 3  | $-487895.91              | $-13023865.94                              |

**Designated Index Information**

- **Index Name:** 60% MSCI All Country World Index/40% Bloomberg U.S. Aggregate Bond Index

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                       | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    650000 | PA      | $634434.74    | 0.15%             | 2033-09-14      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| Radian Group, Inc.                                                        | Radian Group, Inc.                                                                         | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |       652 | NS      | $12433.64     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Koh Young Technology, Inc.                                                | Koh Young Technology, Inc.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       432 | NS      | $4382.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132M55C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5984 | PA      | $5772.04      | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                            | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14722.64     | 0.00%             | 2029-04-23      | Variable      | 4.08%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140X4WD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       846 | PA      | $784.12       | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WJEP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2903 | PA      | $2714.80      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WJQF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21854 | PA      | $20273.12     | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-OA3, Class 2A2                                         | CUSIP: 02150TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1456 | PA      | $82.57        | 0.00%             | 2047-04-25      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84988 | PA      | $73695.15     | 0.02%             | 2052-07-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140J7MC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23079 | PA      | $20990.87     | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                       | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    127000 | PA      | $118655.49    | 0.03%             | 2028-02-01      | Variable      | 3.78%                 | No            | 2                  | On Loan: No      |
| Mastercard, Inc.                                                          | Mastercard, Inc.                                                                           | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    390000 | PA      | $313099.11    | 0.07%             | 2031-11-18      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| TOTO Ltd.                                                                 | TOTO Ltd.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       800 | NS      | $27135.58     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138EQU26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       680 | PA      | $637.98       | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31410K3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2710 | PA      | $2796.40      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Weyerhaeuser Co.                                                          | Weyerhaeuser Co.                                                                           | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16714.49     | 0.00%             | 2033-03-09      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WFG26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21916 | PA      | $20549.64     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Eaton Corp. plc                                                           | Eaton Corp. plc                                                                            | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |      1460 | NS      | $229147.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | S&P 500 E-Mini Index                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -38 | NC      | $250039.09    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3132DM2T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71958 | PA      | $59235.31     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 21H032613<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    711000 | PA      | $653135.42    | 0.15%             | 2053-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                                        | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     14914 | NS      | $490074.04    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WJC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7369 | PA      | $6890.79      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                              | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    160000 | PA      | $140661.57    | 0.03%             | 2026-05-15      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| Arcadyan Technology Corp.                                                 | Arcadyan Technology Corp.                                                                  | CUSIP: N/A<br>LEI: 254900R5W61G3GO1Q067       | Long             | EC               | CORP              | TW        |      7000 | NS      | $21731.84     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CGG SA                                                                    | CGG SA                                                                                     | CUSIP: 12531TAF6<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $159879.12    | 0.04%             | 2027-04-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140X83B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37362 | PA      | $34706.75     | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Cadence Design Systems, Inc.                                              | Cadence Design Systems, Inc.                                                               | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      1514 | NS      | $243208.96    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5 Year Note                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -21 | NC      | $1935.78      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ARC Resources Ltd.                                                        | ARC Resources Ltd.                                                                         | CUSIP: 00208D408<br>LEI: FIR47I6FEYKYNJBYW622 | Long             | EC               | CORP              | CA        |     22065 | NS      | $297404.91    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Yaskawa Electric Corp.                                                    | Yaskawa Electric Corp.                                                                     | CUSIP: N/A<br>LEI: 3538003K39GR98R0CK58       | Long             | EC               | CORP              | JP        |      7500 | NS      | $239290.65    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WHFL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32108 | PA      | $28790.84     | 0.01%             | 2046-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25309.34     | 0.01%             | 2026-11-16      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Joyy, Inc.                                                                | Joyy, Inc.                                                                                 | CUSIP: 46591M109<br>LEI: 549300N6CHVU5CQZPW24 | Long             | EC               | CORP              | KY        |      1094 | NS      | $34559.46     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                        | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -40000 | PA      | $-32556.25    | -0.01%            | 2031-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140XFA43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50952 | PA      | $43898.57     | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140XFFP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82402 | PA      | $67806.86     | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corp.                                                         | Exxon Mobil Corp.                                                                          | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     20281 | NS      | $2236994.30   | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| CGI, Inc.                                                                 | CGI, Inc.                                                                                  | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $394832.56    | 0.09%             | 2031-09-14      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                  | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    430000 | PA      | $445961.60    | 0.11%             | 2030-02-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc., Class A                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     31962 | NS      | $2820007.26   | 0.67%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31410G4B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8226 | PA      | $8533.41      | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Experian plc                                                              | Experian plc                                                                               | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |     32533 | NS      | $1101838.54   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                         | CUSIP: 37045XBK1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15920.81     | 0.00%             | 2023-05-09      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Novozymes A/S                                                             | Novozymes A/S, Class B                                                                     | CUSIP: N/A<br>LEI: 529900T6WNZXD2R3JW38       | Long             | EC               | CORP              | DK        |     14421 | NS      | $731630.82    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Expeditors International of Washington, Inc.                              | Expeditors International of Washington, Inc.                                               | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       701 | NS      | $72847.92     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Walmart, Inc.                                                             | Walmart, Inc.                                                                              | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      2612 | NS      | $370355.48    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140QNFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20818 | PA      | $17861.62     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CME Group, Inc.                                                           | CME Group, Inc.                                                                            | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      1992 | NS      | $334974.72    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| VMware, Inc.                                                              | VMware, Inc.                                                                               | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     72000 | PA      | $66975.49     | 0.02%             | 2030-05-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Ganfeng Lithium Group Co. Ltd.                                            | Ganfeng Lithium Group Co. Ltd., Class A                                                    | CUSIP: N/A<br>LEI: 3003006BE6UOHWEOOR42       | Long             | EC               | CORP              | CN        |     28600 | NS      | $286466.12    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Evonik Industries AG                                                      | Evonik Industries AG                                                                       | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |       347 | NS      | $6618.62      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Novartis Capital Corp.                                                    | Novartis Capital Corp.                                                                     | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    855000 | PA      | $727208.23    | 0.17%             | 2030-08-14      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Valero Energy Corp.                                                       | Valero Energy Corp.                                                                        | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      1703 | NS      | $216042.58    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| PayPal Holdings, Inc.                                                     | PayPal Holdings, Inc.                                                                      | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      5455 | NS      | $388505.10    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                          | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    490000 | PA      | $422483.62    | 0.10%             | 2027-05-24      | Variable      | 1.59%                 | No            | 2                  | On Loan: No      |
| BYD Electronic International Co. Ltd.                                     | BYD Electronic International Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 5299001O3LAFGRPZ3Y63       | Long             | EC               | CORP              | HK        |      5000 | NS      | $15978.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3132ADQE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38175 | PA      | $35385.08     | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                       | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |      5100 | NS      | $215694.12    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Grupo Aeroportuario del Pacifico SAB de CV                                | Grupo Aeroportuario del Pacifico SAB de CV, Class B                                        | CUSIP: N/A<br>LEI: 4469000001BZ368XFI90       | Long             | EC               | CORP              | MX        |      3415 | NS      | $48964.72     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cummins, Inc.                                                             | Cummins, Inc.                                                                              | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    420000 | PA      | $329382.16    | 0.08%             | 2030-09-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WFG91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18143 | PA      | $17355.36     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Anadolu Efes Biracilik ve Malt Sanayii A/S                                | Anadolu Efes Biracilik ve Malt Sanayii A/S                                                 | CUSIP: N/A<br>LEI: 7890006LGARYVIPOJX03       | Long             | EC               | CORP              | TR        |     13472 | NS      | $48803.11     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NuVista Energy Ltd.                                                       | NuVista Energy Ltd.                                                                        | CUSIP: 67072Q104<br>LEI: 549300MG32TDSM60SX75 | Long             | EC               | CORP              | CA        |       754 | NS      | $6949.72      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| T&D Holdings, Inc.                                                        | T&D Holdings, Inc.                                                                         | CUSIP: N/A<br>LEI: 3538008ARJ1MACEWA242       | Long             | EC               | CORP              | JP        |       600 | NS      | $8588.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch First Franklin Mortgage Loan Trust                          | Merrill Lynch First Franklin Mortgage Loan Trust, Series 2007-2, Class A2C                 | CUSIP: 59024QAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17980 | PA      | $13519.25     | 0.00%             | 2037-05-25      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| Tourmaline Oil Corp.                                                      | Tourmaline Oil Corp.                                                                       | CUSIP: 89156V106<br>LEI: 549300LCHLN94A7Y1572 | Long             | EC               | CORP              | CA        |      9050 | NS      | $456644.02    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10 Year Note                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -35 | NC      | $16253.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36180DSX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8332 | PA      | $7835.56      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Arthur J Gallagher & Co.                                                  | Arthur J Gallagher & Co.                                                                   | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    330000 | PA      | $230246.04    | 0.05%             | 2051-05-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36202FM78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40534 | PA      | $39164.71     | 0.01%             | 2040-12-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3132D9B86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120263 | PA      | $116458.22    | 0.03%             | 2035-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Tsingtao Brewery Co. Ltd.                                                 | Tsingtao Brewery Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 300300OJ7D0Q1ESE8L15       | Long             | EC               | CORP              | CN        |      2000 | NS      | $19694.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Daewoo Engineering & Construction Co. Ltd.                                | Daewoo Engineering & Construction Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 988400P76EU13V47BI82       | Long             | EC               | CORP              | KR        |     10563 | NS      | $35013.15     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Belimo Holding AG                                                         | Belimo Holding AG (Registered)                                                             | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |       264 | NS      | $125948.59    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3133KJVE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49071 | PA      | $43505.16     | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                        | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    332000 | PA      | $270982.03    | 0.06%             | 2043-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Holdings, Inc.                                            | Lehman Brothers Holdings, Inc., Term Loan                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    249531 | PA      | $0.02         | 0.00%             | 2023-12-31      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36202FLN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15548 | PA      | $15022.43     | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      4814 | NS      | $703517.96    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                               | CUSIP: 444859BM3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15805.29     | 0.00%             | 2025-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                              | CUSIP: 29444UBK1<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    151000 | PA      | $135034.84    | 0.03%             | 2025-09-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11894.93     | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                           | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     35954 | NS      | $3020136.00   | 0.71%             |  |  |  | No            | 1                  | On Loan: No      |
| Daiwa House Industry Co. Ltd.                                             | Daiwa House Industry Co. Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     11900 | NS      | $274131.48    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| China Resources Beer Holdings Co. Ltd.                                    | China Resources Beer Holdings Co. Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |      6000 | NS      | $41733.49     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36181D7A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32066 | PA      | $30164.19     | 0.01%             | 2043-05-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ServiceNow, Inc.                                                          | ServiceNow, Inc.                                                                           | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    850000 | PA      | $650264.09    | 0.15%             | 2030-09-01      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                                             | BioMarin Pharmaceutical, Inc.                                                              | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      1427 | NS      | $147680.23    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                        | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     63000 | PA      | $58225.78     | 0.01%             | 2029-02-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179V4W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    584980 | PA      | $523116.66    | 0.12%             | 2051-01-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| General Mills, Inc.                                                       | General Mills, Inc.                                                                        | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $884614.93    | 0.21%             | 2031-10-14      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 31335B2J4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54221 | PA      | $53685.39     | 0.01%             | 2047-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                         | CUSIP: 01F040412<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $24366.15     | 0.01%             | 2038-01-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140HHWE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27291 | PA      | $26150.51     | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                      | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    379000 | PA      | $336622.93    | 0.08%             | 2028-02-04      | Variable      | 2.55%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3132DMRM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39589 | PA      | $38046.30     | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1260313 | PA      | $1056134.35   | 0.25%             | 2052-01-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust          | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-4, Class 3A5 | CUSIP: 939344AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41834 | PA      | $36048.18     | 0.01%             | 2036-05-25      | Variable      | 6.35%                 | No            | 2                  | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                                     | Interpublic Group of Cos., Inc. (The)                                                      | CUSIP: 460690BP4<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    170000 | PA      | $162654.77    | 0.04%             | 2028-10-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37102 | PA      | $30638.14     | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Xylem, Inc.                                                               | Xylem, Inc.                                                                                | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      4789 | NS      | $529519.73    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| VMware, Inc.                                                              | VMware, Inc.                                                                               | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1154000 | PA      | $942334.23    | 0.22%             | 2028-08-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| J Front Retailing Co. Ltd.                                                | J Front Retailing Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       900 | NS      | $8167.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Anglo American plc                                                        | Anglo American plc                                                                         | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |     14618 | NS      | $572439.25    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| AECOM                                                                     | AECOM                                                                                      | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     18801 | NS      | $1596768.93   | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| YDUQS Participacoes SA                                                    | YDUQS Participacoes SA                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      4422 | NS      | $8530.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                      | Mitsubishi UFJ Financial Group, Inc.                                                       | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    380000 | PA      | $334469.86    | 0.08%             | 2028-01-19      | Variable      | 2.34%                 | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2006-3A, Class A2                                   | CUSIP: 07324NAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8547 | PA      | $7984.18      | 0.00%             | 2036-10-25      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| United Parcel Service, Inc.                                               | United Parcel Service, Inc.                                                                | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    390000 | PA      | $383877.58    | 0.09%             | 2030-04-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                         | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72558.63     | 0.02%             | 2062-09-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36202E7F0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6550 | PA      | $6328.36      | 0.00%             | 2039-07-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                          | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    490000 | PA      | $379102.74    | 0.09%             | 2032-05-24      | Variable      | 2.80%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WHNX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9221 | PA      | $8622.49      | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                      | Cheniere Corpus Christi Holdings LLC                                                       | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271680.23    | 0.06%             | 2027-06-30      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Otis Worldwide Corp.                                                      | Otis Worldwide Corp.                                                                       | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     23000 | PA      | $19324.58     | 0.00%             | 2030-02-15      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138YTMU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6734 | PA      | $6299.51      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140J7X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2631 | PA      | $2489.33      | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                        | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    332000 | PA      | $311172.19    | 0.07%             | 2043-11-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Morinaga Milk Industry Co. Ltd.                                           | Morinaga Milk Industry Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 529900FB91P7MVO08949       | Long             | EC               | CORP              | JP        |       100 | NS      | $3797.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3132DM7D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    176984 | PA      | $145692.58    | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |     10996 | NS      | $711978.82    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Grupo Aeroportuario del Centro Norte SAB de CV                            | Grupo Aeroportuario del Centro Norte SAB de CV                                             | CUSIP: N/A<br>LEI: 529900HUSBARAFSXJ605       | Long             | EC               | CORP              | MX        |       891 | NS      | $6850.36      | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Lixil Corp.                                                               | Lixil Corp.                                                                                | CUSIP: N/A<br>LEI: 353800KB8G4F9WUJJ886       | Long             | EC               | CORP              | JP        |      2200 | NS      | $33167.44     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Freenet AG                                                                | Freenet AG                                                                                 | CUSIP: N/A<br>LEI: 5299003GLDODCVP8DO20       | Long             | EC               | CORP              | DE        |      9127 | NS      | $198460.22    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co.                                                  | Bristol-Myers Squibb Co.                                                                   | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     23305 | NS      | $1676794.75   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140JAQQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145832 | PA      | $143845.20    | 0.03%             | 2049-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Hankook Tire & Technology Co. Ltd.                                        | Hankook Tire & Technology Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 9884001BIEVM09M7AH02       | Long             | EC               | CORP              | KR        |      1543 | NS      | $38102.58     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CSL Ltd.                                                                  | CSL Ltd.                                                                                   | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |      1405 | NS      | $273966.71    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Alibaba Group Holding Ltd.                                                | Alibaba Group Holding Ltd.                                                                 | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |     90400 | NS      | $991951.37    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                           | Eli Lilly & Co.                                                                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1422 | NS      | $520224.48    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                               | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    180000 | PA      | $132749.48    | 0.03%             | 2060-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Danaher Corp.                                                             | Danaher Corp.                                                                              | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      8384 | NS      | $2225281.28   | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140HP4C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3083 | PA      | $3081.23      | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Exelon Corp.                                                              | Exelon Corp.                                                                               | CUSIP: 30161NBF7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5593.45      | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WFZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16569 | PA      | $15534.74     | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                          | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $641993.03    | 0.15%             | 2028-09-30      | Variable      | 5.52%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan Energy Partners LP                                          | Kinder Morgan Energy Partners LP                                                           | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     16000 | PA      | $17448.54     | 0.00%             | 2040-11-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Cigna Corp.                                                               | Cigna Corp.                                                                                | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192886.79    | 0.05%             | 2028-10-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corp.                                     | International Business Machines Corp.                                                      | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477031.39    | 0.11%             | 2032-07-27      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Meituan                                                                   | Meituan, Class B                                                                           | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | EC               | CORP              | KY        |     12600 | NS      | $279163.52    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                       | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74610.01     | 0.02%             | 2026-10-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                                            | Southern California Edison Co., Series 20C                                                 | CUSIP: 842400GV9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53206.06     | 0.01%             | 2026-02-01      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc., Class C                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     23366 | NS      | $2073265.18   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140XFGB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131446 | PA      | $112053.62    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WJDN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22984 | PA      | $21492.51     | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179NBB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31240 | PA      | $29433.43     | 0.01%             | 2043-04-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Commonwealth Bank of Australia                                            | Commonwealth Bank of Australia                                                             | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |        90 | NS      | $6250.94      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                        | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     82000 | PA      | $85501.02     | 0.02%             | 2039-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Nissin Foods Holdings Co. Ltd.                                            | Nissin Foods Holdings Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 529900YMZMNSHC1W6V41       | Long             | EC               | CORP              | JP        |      2300 | NS      | $182147.23    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                       | CUSIP: 03027XAD2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14944.72     | 0.00%             | 2024-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140QE2C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16003 | PA      | $15298.88     | 0.00%             | 2050-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Intel Corp.                                                               | Intel Corp.                                                                                | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     54920 | NS      | $1451535.60   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Boston Scientific Corp.                                                   | Boston Scientific Corp.                                                                    | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     39526 | NS      | $1828868.02   | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                         | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29242.83     | 0.01%             | 2027-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Reliance Steel & Aluminum Co.                                             | Reliance Steel & Aluminum Co.                                                              | CUSIP: 759509AF9<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    190000 | PA      | $171659.84    | 0.04%             | 2025-08-15      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| Johnson Controls International plc                                        | Johnson Controls International plc                                                         | CUSIP: 47837RAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    100000 | PA      | $78934.55     | 0.02%             | 2031-09-16      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Seasoned Credit Risk Transfer Trust                                       | Seasoned Credit Risk Transfer Trust, Series 2017-3, Class B                                | CUSIP: 35563PCG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37569 | PA      | $5563.38      | 0.00%             | 2056-07-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Owens Corning                                                             | Owens Corning                                                                              | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      6160 | NS      | $525448.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3132DMRF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    243149 | PA      | $224365.28    | 0.05%             | 2046-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Zhejiang Huayou Cobalt Co. Ltd.                                           | Zhejiang Huayou Cobalt Co. Ltd., Class A                                                   | CUSIP: N/A<br>LEI: 30030099QFLNMEGP7M05       | Long             | EC               | CORP              | CN        |      9500 | NS      | $76020.22     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140J8F24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2230 | PA      | $2255.05      | 0.00%             | 2045-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140J75N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5450 | PA      | $5160.65      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138LTFX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       838 | PA      | $784.30       | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Atlantica Sustainable Infrastructure plc                                  | Atlantica Sustainable Infrastructure plc                                                   | CUSIP: N/A<br>LEI: 549300ITBBGKJ651R879       | Long             | EC               | CORP              | GB        |      3586 | NS      | $92877.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| BeiGene Ltd.                                                              | BeiGene Ltd.                                                                               | CUSIP: N/A<br>LEI: 549300JFUK6FRD5MH739       | Long             | EC               | CORP              | KY        |       900 | NS      | $15274.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138W9F88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3777 | PA      | $3576.37      | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31418XDE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1067 | PA      | $1062.38      | 0.00%             | 2025-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140XFM40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193709 | PA      | $166092.78    | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Bank                                                    | Washington Mutual Escrow Bonds                                                             | CUSIP: 939MMIBF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $1000.00      | 0.00%             | 2009-11-06      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Willis North America, Inc.                                                | Willis North America, Inc.                                                                 | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    190000 | PA      | $159714.93    | 0.04%             | 2029-09-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179WP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    710437 | PA      | $597017.30    | 0.14%             | 2051-10-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Biogen, Inc.                                                              | Biogen, Inc.                                                                               | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       987 | NS      | $273320.04    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3128MFCX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35409 | PA      | $33235.78     | 0.01%             | 2031-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| eBay, Inc.                                                                | eBay, Inc.                                                                                 | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77149.41     | 0.02%             | 2026-05-10      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2026.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 3620A6DC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10309 | PA      | $10553.27     | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Countrywide Asset-Backed Certificates                                     | Countrywide Asset-Backed Certificates, Series 2006-SPS1, Class A                           | CUSIP: 12666MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        72 | PA      | $635.34       | 0.00%             | 2025-12-25      | Floating      | 4.61%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     66000 | PA      | $52634.39     | 0.01%             | 2032-04-22      | Variable      | 2.62%                 | No            | 2                  | On Loan: No      |
| SBA Communications Corp.                                                  | SBA Communications Corp.                                                                   | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       120 | NS      | $33637.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Japan Post Bank Co. Ltd.                                                  | Japan Post Bank Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |      6800 | NS      | $58296.08     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31329KW83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3713 | PA      | $3444.62      | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Toshiba Corp.                                                             | Toshiba Corp.                                                                              | CUSIP: N/A<br>LEI: 549300LBHTST91VKHO68       | Long             | EC               | CORP              | JP        |      1600 | NS      | $55598.90     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kellogg Co.                                                               | Kellogg Co.                                                                                | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    850000 | PA      | $824740.81    | 0.20%             | 2028-05-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| GSK plc                                                                   | GSK plc                                                                                    | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |     15078 | NS      | $260596.62    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WD7A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       507 | PA      | $475.18       | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDI                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   4706574 | PA      | $-246926.90   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Mettler-Toledo International, Inc.                                        | Mettler-Toledo International, Inc.                                                         | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        23 | NS      | $33245.35     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140J5JU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29389 | PA      | $27282.06     | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Sumitomo Corp.                                                            | Sumitomo Corp.                                                                             | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |     15000 | NS      | $249346.33    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 31335AAT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29107 | PA      | $28892.83     | 0.01%             | 2043-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NSTAR Electric Co.                                                        | NSTAR Electric Co.                                                                         | CUSIP: 67021CAP2<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282013.06    | 0.07%             | 2030-04-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138X6T70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78568 | PA      | $77390.14     | 0.02%             | 2043-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3132DMRK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    308660 | PA      | $296426.76    | 0.07%             | 2045-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| First Franklin Mortgage Loan Trust                                        | First Franklin Mortgage Loan Trust, Series 2006-FFH1, Class M2                             | CUSIP: 32027NZN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40716 | PA      | $36994.68     | 0.01%             | 2036-01-25      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                               | Apple, Inc.                                                                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     76392 | NS      | $9925612.56   | 2.35%             |  |  |  | No            | 1                  | On Loan: No      |
| LG Chem Ltd.                                                              | LG Chem Ltd.                                                                               | CUSIP: N/A<br>LEI: 988400IES4EIG7O06940       | Long             | EC               | CORP              | KR        |       964 | NS      | $460338.25    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 31335BCH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19634 | PA      | $19321.27     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Koninklijke Philips NV                                                    | Koninklijke Philips NV                                                                     | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |      6262 | NS      | $94225.71     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                                   | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    610000 | PA      | $476991.23    | 0.11%             | 2030-11-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Manulife Financial Corp.                                                  | Manulife Financial Corp.                                                                   | CUSIP: 56501RAC0<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $331096.83    | 0.08%             | 2026-03-04      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138EPQP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9743 | PA      | $9368.58      | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| thyssenkrupp AG                                                           | thyssenkrupp AG                                                                            | CUSIP: N/A<br>LEI: 549300UDG16DOYUPR330       | Long             | EC               | CORP              | DE        |     70874 | NS      | $430385.58    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3132D9DQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72988 | PA      | $67712.53     | 0.02%             | 2038-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140F5BJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6901 | PA      | $6256.70      | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| PharmaEngine, Inc.                                                        | PharmaEngine, Inc.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      4000 | NS      | $16250.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FirstRand Ltd.                                                            | FirstRand Ltd.                                                                             | CUSIP: N/A<br>LEI: 529900XYOP8CUZU7R671       | Long             | EC               | CORP              | ZA        |      4449 | NS      | $16163.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Swedbank AB                                                               | Swedbank AB, Class A                                                                       | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |       669 | NS      | $11379.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Drax Group plc                                                            | Drax Group plc                                                                             | CUSIP: N/A<br>LEI: 549300YPSNTXR4ZHSR98       | Long             | EC               | CORP              | GB        |     19545 | NS      | $165789.18    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138ENZJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41985 | PA      | $40374.01     | 0.01%             | 2030-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Sunny Optical Technology Group Co. Ltd.                                   | Sunny Optical Technology Group Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 3003004QIVP0DFVVWM94       | Long             | EC               | CORP              | KY        |       900 | NS      | $10614.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132XWBS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7879 | PA      | $7367.33      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Adobe, Inc.                                                               | Adobe, Inc.                                                                                | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $861195.60    | 0.20%             | 2030-02-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| NextEra Energy, Inc.                                                      | NextEra Energy, Inc.                                                                       | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       749 | NS      | $62616.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kuaishou Technology                                                       | Kuaishou Technology                                                                        | CUSIP: N/A<br>LEI: 300300FCDZBE6UP9ED24       | Long             | EC               | CORP              | KY        |     14300 | NS      | $128546.56    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36746 | PA      | $34074.59     | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Recruit Holdings Co. Ltd.                                                 | Recruit Holdings Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |      4000 | NS      | $125207.91    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138EP4Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14076 | PA      | $13464.63     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| adidas AG                                                                 | adidas AG                                                                                  | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |      3471 | NS      | $470412.26    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 31335BJX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45463 | PA      | $42714.59     | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Sundrug Co. Ltd.                                                          | Sundrug Co. Ltd.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       300 | NS      | $8914.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179432.56    | 0.04%             | 2027-02-21      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Sika AG                                                                   | Sika AG (Registered)                                                                       | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |       147 | NS      | $35339.27     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Thomson Reuters Corp.                                                     | Thomson Reuters Corp.                                                                      | CUSIP: 884903BV6<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |    530000 | PA      | $501382.87    | 0.12%             | 2026-05-15      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 31307M2W5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27291 | PA      | $26273.13     | 0.01%             | 2030-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The), Series FXD                                                    | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    470000 | PA      | $418779.45    | 0.10%             | 2027-01-12      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Fox Corp.                                                                 | Fox Corp., Class A                                                                         | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     53340 | NS      | $1619935.80   | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3132DMRZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57318 | PA      | $54902.48     | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140Q83N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350306 | PA      | $345533.80    | 0.08%             | 2048-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138ERQ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43818 | PA      | $43045.58     | 0.01%             | 2045-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Meritz Fire & Marine Insurance Co. Ltd.                                   | Meritz Fire & Marine Insurance Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 9884007PON6UA8YN6V50       | Long             | EC               | CORP              | KR        |       174 | NS      | $6888.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury 2 Year Note                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -55 | NC      | $-7808.79     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                         | CUSIP: 01F020414<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    450000 | PA      | $400153.19    | 0.09%             | 2038-01-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Deutsche Boerse AG                                                        | Deutsche Boerse AG                                                                         | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |       625 | NS      | $107618.87    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Industries Ltd.                                       | Teva Pharmaceutical Industries Ltd.                                                        | CUSIP: N/A<br>LEI: 549300BAFGM4RC74ZJ94       | Long             | EC               | CORP              | IL        |      2373 | NS      | $21882.95     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Laboratory Corp. of America Holdings                                      | Laboratory Corp. of America Holdings                                                       | CUSIP: 50540RAX0<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35426.76     | 0.01%             | 2026-06-01      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138A8ZA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19601 | PA      | $19431.10     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| JD.com, Inc.                                                              | JD.com, Inc., Class A                                                                      | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |      7950 | NS      | $221937.30    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic Services, Inc.                                                   | Republic Services, Inc.                                                                    | CUSIP: 760759AZ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76767.40     | 0.02%             | 2032-02-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Samsung Engineering Co. Ltd.                                              | Samsung Engineering Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 988400HDAY5KIVHGZ188       | Long             | EC               | CORP              | KR        |      1768 | NS      | $31277.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| China Resources Land Ltd.                                                 | China Resources Land Ltd.                                                                  | CUSIP: N/A<br>LEI: 5299001HL0TU7X15HK51       | Long             | EC               | CORP              | KY        |     28000 | NS      | $127382.31    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Nitto Denko Corp.                                                         | Nitto Denko Corp.                                                                          | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |      7000 | NS      | $403162.87    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WFK47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14946 | PA      | $14298.02     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 31307NV50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3336 | PA      | $3181.89      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                        | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    485000 | PA      | $421533.20    | 0.10%             | 2028-03-31      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Shinsegae, Inc.                                                           | Shinsegae, Inc.                                                                            | CUSIP: N/A<br>LEI: 9884005BGBN4CVNXZ186       | Long             | EC               | CORP              | KR        |       196 | NS      | $34266.31     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WKLB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8513 | PA      | $7960.36      | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WJEZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20602 | PA      | $18737.59     | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Penske Truck Leasing Co. LP                                               | Penske Truck Leasing Co. LP                                                                | CUSIP: 709599AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49733.79     | 0.01%             | 2023-03-14      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| S&P Global, Inc.                                                          | S&P Global, Inc.                                                                           | CUSIP: 78409VBC7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    210000 | PA      | $179120.37    | 0.04%             | 2032-03-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Gartner, Inc.                                                             | Gartner, Inc.                                                                              | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      3737 | NS      | $1256155.18   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| CWHEQ Home Equity Loan Trust                                              | CWHEQ Home Equity Loan Trust, Series 2006-S5, Class A5                                     | CUSIP: 126683AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2284 | PA      | $2731.01      | 0.00%             | 2035-06-25      | Fixed         | 6.16%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1414708.97   | 0.33%             | 2027-09-10      | Variable      | 1.54%                 | No            | 2                  | On Loan: No      |
| BCMSC Trust                                                               | BCMSC Trust, Series 2000-A, Class A4                                                       | CUSIP: 09774XBQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35127 | PA      | $5361.88      | 0.00%             | 2030-06-15      | Variable      | 8.29%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                                   | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    162000 | PA      | $154179.88    | 0.04%             | 2029-05-23      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Trimble, Inc.                                                             | Trimble, Inc.                                                                              | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |       153 | NS      | $7735.68      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WFLJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17679 | PA      | $16912.91     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                                              | Mizuho Financial Group, Inc.                                                               | CUSIP: 60687YCA5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    460000 | PA      | $426708.70    | 0.10%             | 2026-05-22      | Variable      | 2.65%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140EW4R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5052 | PA      | $4724.51      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138X54U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18205 | PA      | $17883.47     | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AP Moller - Maersk A/S                                                    | AP Moller - Maersk A/S, Class B                                                            | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |       311 | NS      | $696206.14    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Mercedes-Benz Group AG                                                    | Mercedes-Benz Group AG                                                                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |     27940 | NS      | $1827134.94   | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| NAVER Corp.                                                               | NAVER Corp.                                                                                | CUSIP: N/A<br>LEI: 988400ULUQYDB2HQYJ61       | Long             | EC               | CORP              | KR        |      1047 | NS      | $148905.45    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Aurubis AG                                                                | Aurubis AG                                                                                 | CUSIP: N/A<br>LEI: 5299005SHIN9ZK7GW242       | Long             | EC               | CORP              | DE        |       224 | NS      | $18233.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic Services, Inc.                                                   | Republic Services, Inc.                                                                    | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44644.14     | 0.01%             | 2028-05-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| HL Mando Co. Ltd.                                                         | HL Mando Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: 988400P5GM9DGVVOJQ79       | Long             | EC               | CORP              | KR        |      1832 | NS      | $58464.57     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3128MFF94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75235 | PA      | $73551.33     | 0.02%             | 2032-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Cigna Corp.                                                               | Cigna Corp.                                                                                | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    370000 | PA      | $262979.93    | 0.06%             | 2051-03-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1694.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WPHV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29371 | PA      | $26723.31     | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32925 | PA      | $31611.01     | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                       | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     13239 | NS      | $1956062.25   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Valeo                                                                     | Valeo                                                                                      | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | EC               | CORP              | FR        |      2242 | NS      | $40059.71     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                           | CUSIP: 25160PAF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $268846.28    | 0.06%             | 2026-03-19      | Fixed         | 1.69%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132KEYV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7513 | PA      | $7196.07      | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Autodesk, Inc.                                                            | Autodesk, Inc.                                                                             | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     54000 | PA      | $43136.47     | 0.01%             | 2031-12-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Certificates                            | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class 10A1                 | CUSIP: 225470FK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18143 | PA      | $4461.31      | 0.00%             | 2035-11-25      | Floating      | 5.74%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150352 | PA      | $138338.39    | 0.03%             | 2052-02-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Georgia-Pacific LLC                                                       | Georgia-Pacific LLC                                                                        | CUSIP: 37331NAN1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8758.26      | 0.00%             | 2026-05-15      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| Edison International                                                      | Edison International                                                                       | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     22155 | NS      | $1409501.10   | 0.33%             |  |  |  | No            | 1                  | On Loan: —       |
| American Tower Corp.                                                      | American Tower Corp.                                                                       | CUSIP: 03027XAV2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7630.05      | 0.00%             | 2025-01-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WFG83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16933 | PA      | $16199.90     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                         | Johnson & Johnson                                                                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     17697 | NS      | $3126175.05   | 0.74%             |  |  |  | No            | 1                  | On Loan: No      |
| Groupe Bruxelles Lambert NV                                               | Groupe Bruxelles Lambert NV                                                                | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | EC               | CORP              | BE        |      1948 | NS      | $155679.76    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Cummins, Inc.                                                             | Cummins, Inc.                                                                              | CUSIP: 231021AU0<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    190000 | PA      | $171306.92    | 0.04%             | 2025-09-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Mastercard, Inc.                                                          | Mastercard, Inc., Class A                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      3902 | NS      | $1356842.46   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140XDY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47476 | PA      | $38998.66     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3132DMY58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74356 | PA      | $60985.25     | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                                 | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     32496 | NS      | $598251.36    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31417F4J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26002 | PA      | $23642.73     | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                       | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5246.30      | 0.00%             | 2028-06-01      | Variable      | 2.18%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    725000 | PA      | $628109.59    | 0.15%             | 2053-01-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Lam Research Corp.                                                        | Lam Research Corp.                                                                         | CUSIP: 512807AS7<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54293.00     | 0.01%             | 2026-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                   | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1423897.83   | 0.34%             | 2032-05-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3132DM2S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65103 | PA      | $53478.02     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WF4T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       912 | PA      | $895.32       | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Pfizer, Inc.                                                              | Pfizer, Inc.                                                                               | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     26378 | NS      | $1351608.72   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                      | Fomento Economico Mexicano SAB de CV                                                       | CUSIP: N/A<br>LEI: 549300A8MDWDJNMLV153       | Long             | EC               | CORP              | MX        |      3009 | NS      | $23525.06     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140JSAE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35894 | PA      | $29559.33     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Johnson Controls International plc                                        | Johnson Controls International plc                                                         | CUSIP: 478375AR9<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    870000 | PA      | $844824.33    | 0.20%             | 2026-02-14      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| GreenPoint Mortgage Funding Trust                                         | GreenPoint Mortgage Funding Trust, Series 2006-AR2, Class 4A1                              | CUSIP: 39538WGJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4834 | PA      | $4572.66      | 0.00%             | 2036-03-25      | Floating      | 4.05%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36202FB47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8152 | PA      | $8288.03      | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Youngy Co. Ltd.                                                           | Youngy Co. Ltd., Class A                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      1200 | NS      | $16904.56     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                     | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $255056.75    | 0.06%             | 2028-09-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                               | Taiwan Semiconductor Manufacturing Co. Ltd.                                                | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |     92000 | NS      | $1336158.62   | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Travis Perkins plc                                                        | Travis Perkins plc                                                                         | CUSIP: N/A<br>LEI: 2138001I27OUBAF22K83       | Long             | EC               | CORP              | GB        |       611 | NS      | $6532.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Welltower, Inc.                                                           | Welltower, Inc.                                                                            | CUSIP: 42217KBF2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292212.00    | 0.07%             | 2025-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                               | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    190000 | PA      | $162234.60    | 0.04%             | 2028-06-15      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| Foschini Group Ltd. (The)                                                 | Foschini Group Ltd. (The)                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |      2038 | NS      | $11998.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco Bradesco SA                                                         | Banco Bradesco SA                                                                          | CUSIP: N/A<br>LEI: 549300CTUU1RFXHQJE44       | Long             | EC               | CORP              | BR        |      3121 | NS      | $8003.42      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ally Financial, Inc.                                                      | Ally Financial, Inc.                                                                       | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     14928 | NS      | $364989.60    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    283828 | PA      | $265490.93    | 0.06%             | 2046-09-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| JGC Holdings Corp.                                                        | JGC Holdings Corp.                                                                         | CUSIP: N/A<br>LEI: 5493003WMGG79YLARU68       | Long             | EC               | CORP              | JP        |       800 | NS      | $10140.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31416WLG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8595 | PA      | $8520.61      | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138ERRX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8595 | PA      | $8485.66      | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36180DVA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20189 | PA      | $18986.77     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138XHBF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34017 | PA      | $33423.72     | 0.01%             | 2044-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co.                                                  | Bristol-Myers Squibb Co.                                                                   | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173994.14    | 0.04%             | 2032-03-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Gotion High-tech Co. Ltd.                                                 | Gotion High-tech Co. Ltd., Class A                                                         | CUSIP: N/A<br>LEI: 300300J1NKV8ZBF0KN15       | Long             | EC               | CORP              | CN        |      4900 | NS      | $20341.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WB6N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52157 | PA      | $50154.09     | 0.01%             | 2029-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Evergreen Marine Corp. Taiwan Ltd.                                        | Evergreen Marine Corp. Taiwan Ltd.                                                         | CUSIP: N/A<br>LEI: 254900EIJA0A39C5SO15       | Long             | EC               | CORP              | TW        |      8000 | NS      | $42281.73     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138YXK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7384 | PA      | $7056.36      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                       | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174508.71    | 0.04%             | 2026-09-15      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3133KNQV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26081 | PA      | $21249.28     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    409325 | PA      | $345832.49    | 0.08%             | 2050-08-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Penske Truck Leasing Co. LP                                               | Penske Truck Leasing Co. LP                                                                | CUSIP: 709599AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39987.43     | 0.01%             | 2023-01-17      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Block Financial LLC                                                       | Block Financial LLC                                                                        | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $367458.31    | 0.09%             | 2030-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                        | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4076000 | PA      | $3457753.58   | 0.82%             | 2032-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| AmeriGas Partners LP                                                      | AmeriGas Partners LP                                                                       | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $232341.68    | 0.05%             | 2027-05-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                        | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |   -460000 | PA      | $-399175.78   | -0.09%            | 2029-08-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Longfor Group Holdings Ltd.                                               | Longfor Group Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 254900UJX27B2F1JYR13       | Long             | EC               | CORP              | KY        |      2500 | NS      | $7692.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| American Airlines Pass-Through Trust                                      | American Airlines Pass-Through Trust, Series 2019-1, Class B                               | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57190 | PA      | $48061.49     | 0.01%             | 2028-02-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                                       | Realty Income Corp.                                                                        | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4622.25      | 0.00%             | 2027-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                      | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     58000 | PA      | $48521.35     | 0.01%             | 2030-10-22      | Variable      | 2.88%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3132DMSH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77254 | PA      | $73374.84     | 0.02%             | 2050-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Tesla, Inc.                                                               | Tesla, Inc.                                                                                | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      8820 | NS      | $1086447.60   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Toda Corp.                                                                | Toda Corp.                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1400 | NS      | $7507.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                        | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     82000 | PA      | $86948.83     | 0.02%             | 2039-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Holdings, Inc.                                            | Lehman Brothers Holdings, Inc., Term Loan                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    249531 | PA      | $0.02         | 0.00%             | 2023-12-31      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2006-3A, Class A1                                   | CUSIP: 07324NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8547 | PA      | $7967.82      | 0.00%             | 2036-10-25      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138EQLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93250 | PA      | $94824.01     | 0.02%             | 2039-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36176DHP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13700 | PA      | $13262.45     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ZOZO, Inc.                                                                | ZOZO, Inc.                                                                                 | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |       300 | NS      | $7408.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Alfresa Holdings Corp.                                                    | Alfresa Holdings Corp.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       600 | NS      | $7626.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140QNEL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245169 | PA      | $201260.61    | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                        | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    386000 | PA      | $368162.58    | 0.09%             | 2028-11-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Kering SA                                                                 | Kering SA                                                                                  | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |      2639 | NS      | $1343060.77   | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Home Equity Asset Trust                                                   | Home Equity Asset Trust, Series 2007-1, Class 2A3                                          | CUSIP: 43710LAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30832 | PA      | $22630.34     | 0.01%             | 2037-05-25      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                      | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     39000 | PA      | $35902.98     | 0.01%             | 2028-07-21      | Variable      | 3.59%                 | No            | 2                  | On Loan: No      |
| Deutsche Post AG                                                          | Deutsche Post AG (Registered)                                                              | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |     19065 | NS      | $713539.53    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Hydro One Ltd.                                                            | Hydro One Ltd.                                                                             | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |     40325 | NS      | $1080197.75   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31419A4H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4973 | PA      | $5143.81      | 0.00%             | 2040-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PepsiCo, Inc.                                                             | PepsiCo, Inc.                                                                              | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    240000 | PA      | $229781.80    | 0.05%             | 2028-02-18      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                          | Terna - Rete Elettrica Nazionale                                                           | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               | CORP              | IT        |      2178 | NS      | $16084.97     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| American Airlines Pass-Through Trust                                      | American Airlines Pass-Through Trust, Series 2016-1, Class B                               | CUSIP: 02376YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40934 | PA      | $39882.35     | 0.01%             | 2024-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140EW4P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2555 | PA      | $2389.23      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Lululemon Athletica, Inc.                                                 | Lululemon Athletica, Inc.                                                                  | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      2160 | NS      | $692020.80    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                      | Cheniere Corpus Christi Holdings LLC                                                       | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    970000 | PA      | $876803.46    | 0.21%             | 2029-11-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Shimizu Corp.                                                             | Shimizu Corp.                                                                              | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |     14400 | NS      | $76837.39     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| RELX Capital, Inc.                                                        | RELX Capital, Inc.                                                                         | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2556.44      | 0.00%             | 2030-05-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                                    | Chocoladefabriken Lindt & Spruengli AG                                                     | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |        25 | NS      | $254751.00    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                        | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $189219.73    | 0.04%             | 2031-05-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Sun Hung Kai Properties Ltd.                                              | Sun Hung Kai Properties Ltd.                                                               | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |      6500 | NS      | $88785.92     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31412QM89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66863 | PA      | $69269.92     | 0.02%             | 2039-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia (The)                                                 | Bank of Nova Scotia (The)                                                                  | CUSIP: 0641593U8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $433267.61    | 0.10%             | 2026-03-02      | Fixed         | 1.05%                 | No            | 2                  | On Loan: No      |
| Becton Dickinson and Co.                                                  | Becton Dickinson and Co.                                                                   | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      2844 | NS      | $723229.20    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| SG Mortgage Securities Trust                                              | SG Mortgage Securities Trust, Series 2006-FRE2, Class A2C                                  | CUSIP: 784208AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15782 | PA      | $3555.95      | 0.00%             | 2036-07-25      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| Shenzhen Inovance Technology Co. Ltd.                                     | Shenzhen Inovance Technology Co. Ltd., Class A                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       900 | NS      | $9020.29      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                          | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     93000 | PA      | $85925.60     | 0.02%             | 2029-04-05      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                      | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     89000 | PA      | $82360.02     | 0.02%             | 2028-04-24      | Variable      | 3.71%                 | No            | 2                  | On Loan: No      |
| Honda Motor Co. Ltd.                                                      | Honda Motor Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |     29900 | NS      | $681989.33    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi Estate Co. Ltd.                                                | Mitsubishi Estate Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |     24400 | NS      | $316067.30    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| IXIS Real Estate Capital Trust                                            | IXIS Real Estate Capital Trust, Series 2007-HE1, Class A4                                  | CUSIP: 45073DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    623228 | PA      | $157501.89    | 0.04%             | 2037-05-25      | Floating      | 4.62%                 | No            | 2                  | On Loan: No      |
| LG H&H Co. Ltd.                                                           | LG H&H Co. Ltd.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        38 | NS      | $21871.65     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Juniper Networks, Inc.                                                    | Juniper Networks, Inc.                                                                     | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      6273 | NS      | $200485.08    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Baltimore Gas & Electric Co.                                              | Baltimore Gas & Electric Co.                                                               | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     18000 | PA      | $14581.36     | 0.00%             | 2031-06-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| AfreecaTV Co. Ltd.                                                        | AfreecaTV Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       355 | NS      | $20060.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 21H030617<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    770466 | PA      | $685854.78    | 0.16%             | 2053-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                               | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    590000 | PA      | $472545.55    | 0.11%             | 2031-06-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Bancolombia SA                                                            | Bancolombia SA (Preference)                                                                | CUSIP: N/A<br>LEI: 54930052NWJRPNMP1W58       | Long             | EP               | CORP              | CO        |     11335 | NS      | $78204.12     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                      | Mitsubishi UFJ Financial Group, Inc.                                                       | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    490000 | PA      | $424800.43    | 0.10%             | 2027-07-20      | Variable      | 1.54%                 | No            | 2                  | On Loan: No      |
| NXP BV                                                                    | NXP BV                                                                                     | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $60169.38     | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140XFGW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114065 | PA      | $93532.58     | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| KakaoBank Corp.                                                           | KakaoBank Corp.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       294 | NS      | $5719.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LKQ Corp.                                                                 | LKQ Corp.                                                                                  | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      2753 | NS      | $147037.73    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Fleury SA                                                                 | Fleury SA                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     25397 | NS      | $74897.89     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| United Parcel Service, Inc.                                               | United Parcel Service, Inc., Class B                                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      6118 | NS      | $1063553.12   | 0.25%             |  |  |  | No            | 1                  | On Loan: —       |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31418NYJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2149 | PA      | $2144.14      | 0.00%             | 2025-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36180KJT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21882 | PA      | $20584.70     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co. (The)                                                       | Coca-Cola Co. (The)                                                                        | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    290000 | PA      | $243245.49    | 0.06%             | 2032-01-05      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Thales SA                                                                 | Thales SA                                                                                  | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |      1607 | NS      | $205324.51    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                        | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    727000 | PA      | $630871.29    | 0.15%             | 2029-08-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3133KMW84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    243069 | PA      | $198116.10    | 0.05%             | 2051-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG (Registered)                                                                  | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |     45150 | NS      | $839168.13    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Simon Property Group, Inc.                                                | Simon Property Group, Inc.                                                                 | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       569 | NS      | $66846.12     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     70987 | PA      | $66203.38     | 0.02%             | 2046-07-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Co.                                            | Hewlett Packard Enterprise Co.                                                             | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     66175 | NS      | $1056153.00   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3132DMRY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125006 | PA      | $120844.16    | 0.03%             | 2048-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138M8YB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2420 | PA      | $2310.89      | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                         | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $81346.03     | 0.02%             | 2053-01-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Grupo Mexico SAB de CV                                                    | Grupo Mexico SAB de CV, Series B                                                           | CUSIP: N/A<br>LEI: 529900JWLZAYET2ZGW20       | Long             | EC               | CORP              | MX        |      2097 | NS      | $7393.01      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Innovent Biologics, Inc.                                                  | Innovent Biologics, Inc.                                                                   | CUSIP: N/A<br>LEI: 25490058ONL9SCIE1R22       | Long             | EC               | CORP              | KY        |     30000 | NS      | $127683.16    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3132DMRJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    136435 | PA      | $132730.97    | 0.03%             | 2048-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140QGS24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11039 | PA      | $10561.26     | 0.00%             | 2051-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Banco do Brasil SA                                                        | Banco do Brasil SA                                                                         | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | EC               | CORP              | BR        |      9761 | NS      | $63166.24     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Vinci SA                                                                  | Vinci SA                                                                                   | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |      2790 | NS      | $278126.76    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Johnson Controls International plc                                        | Johnson Controls International plc                                                         | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |      7125 | NS      | $456000.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Contact Energy Ltd.                                                       | Contact Energy Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300FT5JOXS1PZ1I32       | Long             | EC               | CORP              | NZ        |     11217 | NS      | $54892.57     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                             | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    280000 | PA      | $248794.87    | 0.06%             | 2028-01-21      | Variable      | 2.48%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                                       | Realty Income Corp.                                                                        | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34686.64     | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Teradyne, Inc.                                                            | Teradyne, Inc.                                                                             | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      1051 | NS      | $91804.85     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Yealink Network Technology Corp. Ltd.                                     | Yealink Network Technology Corp. Ltd., Class A                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      1600 | NS      | $13994.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Baidu, Inc.                                                               | Baidu, Inc., Class A                                                                       | CUSIP: N/A<br>LEI: 254900AL64IANZYI1E02       | Long             | EC               | CORP              | KY        |     23400 | NS      | $333701.29    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| CDW LLC                                                                   | CDW LLC                                                                                    | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $54386.39     | 0.01%             | 2031-12-01      | Fixed         | 3.57%                 | No            | 2                  | On Loan: No      |
| Teleperformance                                                           | Teleperformance                                                                            | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |       432 | NS      | $103276.28    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60904 | PA      | $56371.64     | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179MG87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5794 | PA      | $5892.10      | 0.00%             | 2042-07-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Tetra Tech, Inc.                                                          | Tetra Tech, Inc.                                                                           | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      2134 | NS      | $309835.46    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3132DMRE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    107938 | PA      | $101026.67    | 0.02%             | 2046-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| City Developments Ltd.                                                    | City Developments Ltd.                                                                     | CUSIP: N/A<br>LEI: 254900BPLPJS0RJ72373       | Long             | EC               | CORP              | SG        |     14800 | NS      | $90980.38     | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| Bear Stearns Asset-Backed Securities I Trust                              | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A3                   | CUSIP: 073852AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36738 | PA      | $49812.32     | 0.01%             | 2037-04-25      | Floating      | 4.64%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 31307NXU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1172 | PA      | $1100.26      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138YD4N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5722 | PA      | $5352.68      | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| WuXi AppTec Co. Ltd.                                                      | WuXi AppTec Co. Ltd., Class H                                                              | CUSIP: N/A<br>LEI: 254900OEPQLZSPLN9175       | Long             | EC               | CORP              | CN        |      9800 | NS      | $102826.62    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                           | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $127506.69    | 0.03%             | 2028-01-07      | Variable      | 2.55%                 | No            | 2                  | On Loan: No      |
| Croda International plc                                                   | Croda International plc                                                                    | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Long             | EC               | CORP              | GB        |      1521 | NS      | $121039.02    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      8503 | NS      | $2685757.58   | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| General Mills, Inc.                                                       | General Mills, Inc.                                                                        | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       439 | NS      | $36810.15     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                  | Bunge Ltd. Finance Corp.                                                                   | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    380000 | PA      | $346039.53    | 0.08%             | 2025-08-17      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27714 | PA      | $26606.51     | 0.01%             | 2047-06-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Jones Lang LaSalle, Inc.                                                  | Jones Lang LaSalle, Inc.                                                                   | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       517 | NS      | $82394.29     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Kandenko Co. Ltd.                                                         | Kandenko Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: 35380080NSN7GCYZ3X14       | Long             | EC               | CORP              | JP        |       800 | NS      | $5224.65      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank Polska Kasa Opieki SA                                                | Bank Polska Kasa Opieki SA                                                                 | CUSIP: N/A<br>LEI: 5493000LKS7B3UTF7H35       | Long             | EC               | CORP              | PL        |      4536 | NS      | $90237.03     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| AXA SA                                                                    | AXA SA                                                                                     | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |      6696 | NS      | $186520.69    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| APS Resecuritization Trust                                                | APS Resecuritization Trust, Series 2016-1, Class 1MZ                                       | CUSIP: 00192JAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137972 | PA      | $54321.29     | 0.01%             | 2057-07-31      | Variable      | 3.04%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                        | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1276000 | PA      | $1087391.25   | 0.26%             | 2030-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| JA Solar Technology Co. Ltd.                                              | JA Solar Technology Co. Ltd., Class A                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     13000 | NS      | $112494.67    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| GSAMP Trust                                                               | GSAMP Trust, Series 2007-H1, Class A1B                                                     | CUSIP: 36245YAW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21440 | PA      | $10933.47     | 0.00%             | 2047-01-25      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| Newmont Corp.                                                             | Newmont Corp.                                                                              | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      2839 | NS      | $134000.80    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| EPAM Systems, Inc.                                                        | EPAM Systems, Inc.                                                                         | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       234 | NS      | $76691.16     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140X83A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128513 | PA      | $114076.04    | 0.03%             | 2050-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Exelixis, Inc.                                                            | Exelixis, Inc.                                                                             | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      6295 | NS      | $100971.80    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                        | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    347000 | PA      | $217173.20    | 0.05%             | 2040-05-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3128MENS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10659 | PA      | $10146.48     | 0.00%             | 2029-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179VTX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    173395 | PA      | $155619.15    | 0.04%             | 2050-09-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Helvetia Holding AG                                                       | Helvetia Holding AG (Registered)                                                           | CUSIP: N/A<br>LEI: 529900SUJBXTORH0LT80       | Long             | EC               | CORP              | CH        |       114 | NS      | $13265.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138W6SU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22263 | PA      | $20256.09     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Schneider Electric SE                                                     | Schneider Electric SE                                                                      | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |        55 | NS      | $7723.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                            | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    266000 | PA      | $244291.57    | 0.06%             | 2028-07-24      | Variable      | 3.67%                 | No            | 2                  | On Loan: No      |
| Intuit, Inc.                                                              | Intuit, Inc.                                                                               | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    860000 | PA      | $743795.13    | 0.18%             | 2027-07-15      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140XFUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20239 | PA      | $16817.70     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Kamigumi Co. Ltd.                                                         | Kamigumi Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5000 | NS      | $101790.12    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138XQBF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30637 | PA      | $29387.93     | 0.01%             | 2029-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31418CWS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1128 | PA      | $1043.62      | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                          | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    370000 | PA      | $347753.91    | 0.08%             | 2026-03-10      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                      | CUSIP: 638585AP4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39669.04     | 0.01%             | 2025-10-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Williams Cos., Inc. (The)                                                 | Williams Cos., Inc. (The)                                                                  | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     11067 | NS      | $364104.30    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic Services, Inc.                                                   | Republic Services, Inc.                                                                    | CUSIP: 760759AR1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39123.31     | 0.01%             | 2026-07-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132XCSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    208191 | PA      | $205830.84    | 0.05%             | 2048-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                        | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $6953906.20   | 1.65%             | 2052-02-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140EW4N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1278 | PA      | $1195.46      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                        | National Rural Utilities Cooperative Finance Corp.                                         | CUSIP: 63743HEW8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    590000 | PA      | $519384.69    | 0.12%             | 2026-06-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| ACE Securities Corp. Home Equity Loan Trust                               | ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE4, Class A2A                    | CUSIP: 00442LAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44196 | PA      | $7721.29      | 0.00%             | 2037-05-25      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| China Merchants Bank Co. Ltd.                                             | China Merchants Bank Co. Ltd., Class H                                                     | CUSIP: N/A<br>LEI: 549300MKO5B60FFIHF58       | Long             | EC               | CORP              | CN        |     56500 | NS      | $312662.90    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Parex Resources, Inc.                                                     | Parex Resources, Inc.                                                                      | CUSIP: 69946Q104<br>LEI: 549300U7LWRGTY6XWK67 | Long             | EC               | CORP              | CA        |      3000 | NS      | $44645.49     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Scout24 SE                                                                | Scout24 SE                                                                                 | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |      2828 | NS      | $142343.61    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ANZ Group Holdings Ltd.                                                   | ANZ Group Holdings Ltd.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     12645 | NS      | $203697.18    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    370352 | PA      | $345402.73    | 0.08%             | 2046-04-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                            | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    460000 | PA      | $414703.26    | 0.10%             | 2028-02-24      | Variable      | 3.07%                 | No            | 2                  | On Loan: No      |
| Hermes International                                                      | Hermes International                                                                       | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |       575 | NS      | $890015.20    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Agilent Technologies, Inc.                                                | Agilent Technologies, Inc.                                                                 | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    820000 | PA      | $661203.42    | 0.16%             | 2031-03-12      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Jazz Securities DAC                                                       | Jazz Securities DAC                                                                        | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $178230.00    | 0.04%             | 2029-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Origen Manufactured Housing Contract Trust                                | Origen Manufactured Housing Contract Trust, Series 2007-B, Class A1                        | CUSIP: 68620KAA0<br>LEI: 5493005G5GFEQWMCSY59 | Long             | ABS-O            | CORP              | US        |     10682 | PA      | $10427.24     | 0.00%             | 2037-10-15      | Floating      | 5.52%                 | No            | 2                  | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                     | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     31000 | PA      | $24014.97     | 0.01%             | 2031-03-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                           | Telefonaktiebolaget LM Ericsson, Class B                                                   | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |     12215 | NS      | $71572.72     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| International Business Machines Corp.                                     | International Business Machines Corp.                                                      | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23470.23     | 0.01%             | 2032-11-29      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36225BUB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1269 | PA      | $1336.08      | 0.00%             | 2032-03-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Holdings Japan, Inc.                                      | Lehman Brothers Holdings Japan, Inc.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |    130000 | PA      | $0.01         | 0.00%             | 2049-11-01      | Fixed         | 5.88%                 | No            | 3                  | On Loan: No      |
| MPLX LP                                                                   | MPLX LP                                                                                    | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    361000 | PA      | $292553.46    | 0.07%             | 2030-08-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Fuyao Glass Industry Group Co. Ltd.                                       | Fuyao Glass Industry Group Co. Ltd., Class H                                               | CUSIP: N/A<br>LEI: 549300AS5CSLWETN0P64       | Long             | EC               | CORP              | CN        |     18800 | NS      | $78499.02     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                             | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     24000 | PA      | $18108.64     | 0.00%             | 2032-04-28      | Variable      | 1.93%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia (The)                                                 | Bank of Nova Scotia (The)                                                                  | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |     35686 | NS      | $1748455.86   | 0.41%             |  |  |  | No            | 1                  | On Loan: —       |
| Lehman Brothers Small Balance Commercial Mortgage Trust                   | Lehman Brothers Small Balance Commercial Mortgage Trust, Series 2007-1A, Class 1A          | CUSIP: 52521GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2700 | PA      | $2691.61      | 0.00%             | 2037-03-25      | Floating      | 4.64%                 | No            | 2                  | On Loan: No      |
| Enel SpA                                                                  | Enel SpA                                                                                   | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |    103288 | NS      | $555497.79    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                                                 | Toyota Motor Credit Corp.                                                                  | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    290000 | PA      | $252149.63    | 0.06%             | 2028-04-06      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132QUZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5093 | PA      | $4902.32      | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Eiffage SA                                                                | Eiffage SA                                                                                 | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |      1183 | NS      | $116364.80    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Dogus Otomotiv Servis ve Ticaret A/S                                      | Dogus Otomotiv Servis ve Ticaret A/S                                                       | CUSIP: N/A<br>LEI: 789000PVDP82LTUNS694       | Long             | EC               | CORP              | TR        |      1052 | NS      | $11066.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140JARS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76322 | PA      | $75660.21     | 0.02%             | 2048-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Quanta Services, Inc.                                                     | Quanta Services, Inc.                                                                      | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    420000 | PA      | $345332.81    | 0.08%             | 2030-10-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                                                     | Westpac Banking Corp.                                                                      | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | EC               | CORP              | AU        |    113201 | NS      | $1792142.47   | 0.42%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WH3T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29972 | PA      | $28027.51     | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Realtek Semiconductor Corp.                                               | Realtek Semiconductor Corp.                                                                | CUSIP: N/A<br>LEI: 5299002E7F36O00MYY75       | Long             | EC               | CORP              | TW        |     14000 | NS      | $127315.93    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Adobe, Inc.                                                               | Adobe, Inc.                                                                                | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      6581 | NS      | $2214703.93   | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Sumitomo Chemical Co. Ltd.                                                | Sumitomo Chemical Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 353800RSAU9BD8U4DM91       | Long             | EC               | CORP              | JP        |     91300 | NS      | $327367.50    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| CNGR Advanced Material Co. Ltd.                                           | CNGR Advanced Material Co. Ltd., Class A                                                   | CUSIP: N/A<br>LEI: 213800FP1O8DBRF5AI17       | Long             | EC               | CORP              | CN        |      2600 | NS      | $24579.23     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                                | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    541000 | PA      | $442901.60    | 0.10%             | 2030-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132J72F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42977 | PA      | $39149.09     | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10 Year Note                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        40 | NC      | $-44352.49    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Bizlink Holding, Inc.                                                     | Bizlink Holding, Inc.                                                                      | CUSIP: N/A<br>LEI: 213800YAKRFVU5XOX138       | Long             | EC               | CORP              | KY        |     24000 | NS      | $184286.59    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Alony Hetz Properties & Investments Ltd.                                  | Alony Hetz Properties & Investments Ltd.                                                   | CUSIP: N/A<br>LEI: 213800PNXOBRJDRRDC27       | Long             | EC               | CORP              | IL        |       996 | NS      | $10149.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SF Holding Co. Ltd.                                                       | SF Holding Co. Ltd., Class A                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      1600 | NS      | $13319.39     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138M1YD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2092 | PA      | $1957.59      | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                               | Credit Suisse Mortgage Capital Certificates, Series 2009-12R, Class 3A1                    | CUSIP: 12642MAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109271 | PA      | $43163.15     | 0.01%             | 2037-10-27      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                                              | Mizuho Financial Group, Inc.                                                               | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $435573.02    | 0.10%             | 2027-07-09      | Variable      | 1.55%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WFNC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13227 | PA      | $12402.22     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Astrazeneca Finance LLC                                                   | Astrazeneca Finance LLC                                                                    | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    390000 | PA      | $334755.19    | 0.08%             | 2028-05-28      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| JPMorgan Alternative Loan Trust                                           | JPMorgan Alternative Loan Trust, Series 2007-A1, Class 1A4                                 | CUSIP: 466287AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32880 | PA      | $28889.50     | 0.01%             | 2037-03-25      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| Veeva Systems, Inc.                                                       | Veeva Systems, Inc., Class A                                                               | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |        48 | NS      | $7746.24      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Santen Pharmaceutical Co. Ltd.                                            | Santen Pharmaceutical Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 529900TPT3I7C17MIM03       | Long             | EC               | CORP              | JP        |      4200 | NS      | $34223.39     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132WJTW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20393 | PA      | $18260.52     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Aristocrat Leisure Ltd.                                                   | Aristocrat Leisure Ltd.                                                                    | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |     65144 | NS      | $1342344.65   | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                       | CUSIP: 78016EZM2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    390000 | PA      | $346254.72    | 0.08%             | 2026-01-20      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Wolters Kluwer NV                                                         | Wolters Kluwer NV                                                                          | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |      6739 | NS      | $705137.39    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8166 | PA      | $7890.42      | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                               | Mediobanca Banca di Credito Finanziario SpA                                                | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | EC               | CORP              | IT        |     12941 | NS      | $124350.92    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Agilent Technologies, Inc.                                                | Agilent Technologies, Inc.                                                                 | CUSIP: 00846UAK7<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    545000 | PA      | $506876.99    | 0.12%             | 2026-09-22      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                                | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    816000 | PA      | $788164.82    | 0.19%             | 2029-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Ovintiv, Inc.                                                             | Ovintiv, Inc.                                                                              | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       763 | NS      | $38634.62     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ralph Lauren Corp.                                                        | Ralph Lauren Corp.                                                                         | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       126 | NS      | $13314.42     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31402RDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65795 | PA      | $68040.64     | 0.02%             | 2035-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| S&P Global, Inc.                                                          | S&P Global, Inc.                                                                           | CUSIP: 78409VBE3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2316.11      | 0.00%             | 2062-03-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Unum Group                                                                | Unum Group                                                                                 | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    270000 | PA      | $183966.37    | 0.04%             | 2051-06-15      | Fixed         | 4.12%                 | 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      | $-28490.03    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WFYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13114 | PA      | $12295.79     | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Cosmo Energy Holdings Co. Ltd.                                            | Cosmo Energy Holdings Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 353800Y4GZ7KR5X7L150       | Long             | EC               | CORP              | JP        |       200 | NS      | $5294.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WJJ25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10384 | PA      | $9924.52      | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138XHT76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29316 | PA      | $28799.02     | 0.01%             | 2043-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Tesco plc                                                                 | Tesco plc                                                                                  | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |      3397 | NS      | $9154.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Keysight Technologies, Inc.                                               | Keysight Technologies, Inc.                                                                | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    620000 | PA      | $601577.03    | 0.14%             | 2027-04-06      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31410KXL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5894 | PA      | $6153.52      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28090 | PA      | $26029.54     | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Nova Ltd.                                                                 | Nova Ltd.                                                                                  | CUSIP: N/A<br>LEI: 529900B2DSWE5V3SC292       | Long             | EC               | CORP              | IL        |        64 | NS      | $5167.76      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Randstad NV                                                               | Randstad NV                                                                                | CUSIP: N/A<br>LEI: 7245009EAAUUQJ0U4T57       | Long             | EC               | CORP              | NL        |       696 | NS      | $42527.29     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Abbott Laboratories                                                       | Abbott Laboratories                                                                        | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    360000 | PA      | $350976.75    | 0.08%             | 2046-11-30      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Anjoy Foods Group Co. Ltd.                                                | Anjoy Foods Group Co. Ltd., Class A                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       300 | NS      | $7013.62      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                             | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     56000 | PA      | $43823.43     | 0.01%             | 2032-10-20      | Variable      | 2.51%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132KFAJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5610 | PA      | $5373.50      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138EQA51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20027 | PA      | $19158.94     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140QNN99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147383 | PA      | $130184.12    | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138EPJ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16778 | PA      | $16050.90     | 0.00%             | 2030-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Davide Campari-Milano NV                                                  | Davide Campari-Milano NV                                                                   | CUSIP: N/A<br>LEI: 213800ED5AN2J56N6Z02       | Long             | EC               | CORP              | NL        |     20641 | NS      | $209553.73    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Coca-Cola Europacific Partners plc                                        | Coca-Cola Europacific Partners plc                                                         | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | EC               | CORP              | GB        |      7849 | NS      | $434206.68    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31410GH22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117800 | PA      | $121243.70    | 0.03%             | 2036-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36202E4F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1189 | PA      | $1149.13      | 0.00%             | 2039-04-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140JHYV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39524 | PA      | $38728.95     | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                                        | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20237.90     | 0.00%             | 2026-08-04      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                            | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     39339 | NS      | $1779302.97   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Moncler SpA                                                               | Moncler SpA                                                                                | CUSIP: N/A<br>LEI: 815600EBD7FB00525B20       | Long             | EC               | CORP              | IT        |      3794 | NS      | $201601.38    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                                            | Southern California Edison Co., Series E                                                   | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25154.52     | 0.01%             | 2025-08-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Fast Retailing Co. Ltd.                                                   | Fast Retailing Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |      2000 | NS      | $1217067.12   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3128MAFB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75433 | PA      | $76472.15     | 0.02%             | 2041-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BP plc                                                                    | BP plc                                                                                     | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |     47702 | NS      | $275237.77    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| ONE Gas, Inc.                                                             | ONE Gas, Inc.                                                                              | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42610.34     | 0.01%             | 2032-09-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                             | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    350000 | PA      | $307250.37    | 0.07%             | 2032-04-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Kellogg Co.                                                               | Kellogg Co.                                                                                | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    190000 | PA      | $176687.37    | 0.04%             | 2027-11-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                    | Keurig Dr Pepper, Inc.                                                                     | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    400000 | PA      | $321219.21    | 0.08%             | 2031-03-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Itau Unibanco Holding SA                                                  | Itau Unibanco Holding SA (Preference)                                                      | CUSIP: N/A<br>LEI: 5493002W2IVG62O3ZJ94       | Long             | EP               | CORP              | BR        |      6859 | NS      | $32524.26     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 31307NM68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3539 | PA      | $3389.29      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31418MRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43124 | PA      | $44406.75     | 0.01%             | 2035-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                               | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    180000 | PA      | $167397.15    | 0.04%             | 2026-11-21      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                       | CUSIP: 03027XBB5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    190000 | PA      | $171508.32    | 0.04%             | 2025-09-15      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138ECKY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1941 | PA      | $1816.93      | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Broadcom Corp.                                                            | Broadcom Corp.                                                                             | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $122019.83    | 0.03%             | 2027-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                               | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    490000 | PA      | $423652.27    | 0.10%             | 2027-02-03      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138ELS79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41120 | PA      | $42862.93     | 0.01%             | 2040-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services, Inc.                              | Fidelity National Information Services, Inc.                                               | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     58000 | PA      | $48014.85     | 0.01%             | 2028-03-01      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Renault SA                                                                | Renault SA                                                                                 | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | EC               | CORP              | FR        |      1195 | NS      | $39875.54     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi Gas Chemical Co., Inc.                                         | Mitsubishi Gas Chemical Co., Inc.                                                          | CUSIP: N/A<br>LEI: 529900G5O4J27ZPLJJ89       | Long             | EC               | CORP              | JP        |      5500 | NS      | $75606.12     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Argent Mortgage Loan Trust                                                | Argent Mortgage Loan Trust, Series 2005-W1, Class A2                                       | CUSIP: 040104MY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53383 | PA      | $46125.69     | 0.01%             | 2035-05-25      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| American Airlines Pass-Through Trust                                      | American Airlines Pass-Through Trust, Series 2017-1, Class B                               | CUSIP: 02378WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14434 | PA      | $13572.41     | 0.00%             | 2025-02-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140EXCP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1115 | PA      | $1040.33      | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Roper Technologies, Inc.                                                  | Roper Technologies, Inc.                                                                   | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     26000 | PA      | $20029.63     | 0.00%             | 2031-02-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                               | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    360000 | PA      | $329593.94    | 0.08%             | 2029-03-23      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132QSGT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30036 | PA      | $29349.04     | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38141GYE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20202.76     | 0.00%             | 2024-09-10      | Variable      | 0.66%                 | No            | 2                  | On Loan: No      |
| FactSet Research Systems, Inc.                                            | FactSet Research Systems, Inc.                                                             | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50304.11     | 0.01%             | 2032-03-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Ricoh Co. Ltd.                                                            | Ricoh Co. Ltd.                                                                             | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Long             | EC               | CORP              | JP        |      3600 | NS      | $27400.12     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| S&P Global, Inc.                                                          | S&P Global, Inc.                                                                           | CUSIP: 78409VAY0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123540.28    | 0.03%             | 2028-08-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                         | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    280000 | PA      | $259266.00    | 0.06%             | 2032-05-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140J5YR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25147 | PA      | $24020.73     | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Salesforce, Inc.                                                          | Salesforce, Inc.                                                                           | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6349.75      | 0.00%             | 2061-07-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| Legrand SA                                                                | Legrand SA                                                                                 | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |      1039 | NS      | $83308.82     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140JHEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109836 | PA      | $107382.18    | 0.03%             | 2048-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                             | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    325000 | PA      | $319428.01    | 0.08%             | 2026-07-17      | Variable      | 4.68%                 | No            | 2                  | On Loan: No      |
| Keysight Technologies, Inc.                                               | Keysight Technologies, Inc.                                                                | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    720000 | PA      | $623985.07    | 0.15%             | 2029-10-30      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140JM5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137197 | PA      | $133990.36    | 0.03%             | 2049-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Pola Orbis Holdings, Inc.                                                 | Pola Orbis Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: 353800E8OIV0XYBABS79       | Long             | EC               | CORP              | JP        |      2900 | NS      | $40814.57     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                         | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $16939.39     | 0.00%             | 2026-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3132DMRH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6159 | PA      | $5872.75      | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140QNEK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110417 | PA      | $90824.63     | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| S&P Global, Inc.                                                          | S&P Global, Inc.                                                                           | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      5885 | NS      | $1971121.90   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44244 | PA      | $37295.29     | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31418V3A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8962 | PA      | $8884.41      | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | MSCI EAFE E-Mini Index                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         6 | NC      | $-13595.82    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pharmaron Beijing Co. Ltd.                                                | Pharmaron Beijing Co. Ltd., Class H                                                        | CUSIP: N/A<br>LEI: 300300JYXHGVS5SNGG54       | Long             | EC               | CORP              | CN        |      1500 | NS      | $10307.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                             | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     81000 | PA      | $70290.83     | 0.02%             | 2027-07-20      | Variable      | 1.51%                 | No            | 2                  | On Loan: No      |
| Linde plc                                                                 | Linde plc                                                                                  | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |       159 | NS      | $51862.62     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Wuxi Biologics Cayman, Inc.                                               | Wuxi Biologics Cayman, Inc.                                                                | CUSIP: N/A<br>LEI: 5493001TD2TH6VDTJU11       | Long             | EC               | CORP              | KY        |     24000 | NS      | $181773.86    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2006-1A, Class A2                                   | CUSIP: 07324SDF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6530 | PA      | $5870.51      | 0.00%             | 2036-04-25      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp.                      | Credit Suisse First Boston Mortgage Securities Corp., Series 2001-MH29, Class B1           | CUSIP: 22540VHP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15550 | PA      | $14895.32     | 0.00%             | 2031-09-25      | Variable      | 8.10%                 | No            | 2                  | On Loan: No      |
| Texas Instruments, Inc.                                                   | Texas Instruments, Inc.                                                                    | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     97000 | PA      | $78496.80     | 0.02%             | 2031-09-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Agilent Technologies, Inc.                                                | Agilent Technologies, Inc.                                                                 | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     97000 | PA      | $78486.24     | 0.02%             | 2030-06-04      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                        | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8276000 | PA      | $7329109.24   | 1.73%             | 2029-02-28      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                        | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -56000 | PA      | $-45642.19    | -0.01%            | 2031-02-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3133B2ME6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79120 | PA      | $65105.77     | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138EJCD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11110 | PA      | $11073.88     | 0.00%             | 2026-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Owens Corning                                                             | Owens Corning                                                                              | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102687.73    | 0.02%             | 2026-08-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| SK Telecom Co. Ltd.                                                       | SK Telecom Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 9884003WEA1PHW006037       | Long             | EC               | CORP              | KR        |      6355 | NS      | $238400.53    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                       | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23116.30     | 0.01%             | 2026-04-15      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140J5EJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2269 | PA      | $2121.54      | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3132DVL60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    264608 | PA      | $217805.36    | 0.05%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138EEHB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       948 | PA      | $887.24       | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Carrier Global Corp.                                                      | Carrier Global Corp.                                                                       | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9419.35      | 0.00%             | 2025-02-15      | Fixed         | 2.24%                 | No            | 2                  | On Loan: No      |
| Methanex Corp.                                                            | Methanex Corp.                                                                             | CUSIP: 59151K108<br>LEI: 549300TSJHRXT9QXRD13 | Long             | EC               | CORP              | CA        |       434 | NS      | $16430.46     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Localiza Rent a Car SA                                                    | Localiza Rent a Car SA                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | BR        |         9 | NS      | $18.32        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Otis Worldwide Corp.                                                      | Otis Worldwide Corp.                                                                       | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       837 | NS      | $65545.47     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| PayPal Holdings, Inc.                                                     | PayPal Holdings, Inc.                                                                      | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12925.21     | 0.00%             | 2026-10-01      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Enerplus Corp.                                                            | Enerplus Corp.                                                                             | CUSIP: 292766102<br>LEI: 549300OEXJU0X6FYBQ42 | Long             | EC               | CORP              | CA        |      8775 | NS      | $154891.06    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Asymchem Laboratories Tianjin Co. Ltd.                                    | Asymchem Laboratories Tianjin Co. Ltd., Class A                                            | CUSIP: N/A<br>LEI: 8368002CY8G4Q85YRQ60       | Long             | EC               | CORP              | CN        |       300 | NS      | $6404.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                   | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    360000 | PA      | $332319.40    | 0.08%             | 2028-03-18      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138YTRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2552 | PA      | $2434.62      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138AUPE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3794 | PA      | $3760.74      | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Investor AB                                                               | Investor AB, Class A                                                                       | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |      1611 | NS      | $29972.17     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kakao Corp.                                                               | Kakao Corp.                                                                                | CUSIP: N/A<br>LEI: 988400FTKUBQXKVZP434       | Long             | EC               | CORP              | KR        |      3103 | NS      | $132175.24    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132GVGT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24242 | PA      | $22732.87     | 0.01%             | 2042-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140J7MK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34568 | PA      | $31441.83     | 0.01%             | 2032-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WFZG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13511 | PA      | $12668.24     | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Tencent Holdings Ltd.                                                     | Tencent Holdings Ltd.                                                                      | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |     35200 | NS      | $1492492.81   | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                              | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE2, Class 23A                   | CUSIP: 07389YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21312 | PA      | $19513.35     | 0.00%             | 2037-03-25      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| United Parcel Service, Inc.                                               | United Parcel Service, Inc.                                                                | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16583.63     | 0.00%             | 2038-01-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140J55S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27070 | PA      | $26592.77     | 0.01%             | 2045-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138LQ2K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4897 | PA      | $4583.76      | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fox Corp.                                                                 | Fox Corp., Class B                                                                         | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     12143 | NS      | $345468.35    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Public Service Electric & Gas Co.                                         | Public Service Electric & Gas Co.                                                          | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     31000 | PA      | $17273.71     | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Alleghany Corp.                                                           | Alleghany Corp.                                                                            | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    920000 | PA      | $853240.88    | 0.20%             | 2030-05-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140GUMN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26230 | PA      | $25698.09     | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Stantec, Inc.                                                             | Stantec, Inc.                                                                              | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |       325 | NS      | $15573.12     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140X83C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47925 | PA      | $44862.59     | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140XFKC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81732 | PA      | $67230.86     | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140QGJ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104462 | PA      | $95852.81     | 0.02%             | 2035-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140Q9YZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21617 | PA      | $21177.55     | 0.01%             | 2033-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |     24627 | NS      | $617735.33    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Arca Continental SAB de CV                                                | Arca Continental SAB de CV                                                                 | CUSIP: N/A<br>LEI: 254900U2BSJCQHJCXN24       | Long             | EC               | CORP              | MX        |      4068 | NS      | $32992.42     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140FNBD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8573 | PA      | $8395.95      | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| American Airlines Pass-Through Trust                                      | American Airlines Pass-Through Trust, Series 2015-2, Class B                               | CUSIP: 02377BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69468 | PA      | $68275.80     | 0.02%             | 2023-09-22      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                               | CUSIP: 67066GAE4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    752000 | PA      | $714321.72    | 0.17%             | 2026-09-16      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                             | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    281000 | PA      | $264987.23    | 0.06%             | 2027-01-20      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Trust                                    | CWHEQ Revolving Home Equity Loan Trust, Series 2006-H, Class 1A                            | CUSIP: 126686AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6962 | PA      | $6736.89      | 0.00%             | 2036-11-15      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| ABB Ltd.                                                                  | ABB Ltd. (Registered)                                                                      | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |     33041 | NS      | $1007007.67   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                               | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $198806.58    | 0.05%             | 2027-11-24      | Variable      | 2.28%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138ELS87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9861 | PA      | $10294.54     | 0.00%             | 2041-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BAE Systems plc                                                           | BAE Systems plc                                                                            | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |      1424 | NS      | $14707.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Whirlpool Corp.                                                           | Whirlpool Corp.                                                                            | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      1694 | NS      | $239633.24    | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Investor AB                                                               | Investor AB, Class B                                                                       | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |     17942 | NS      | $324767.38    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Kinder Morgan Energy Partners LP                                          | Kinder Morgan Energy Partners LP                                                           | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17118.57     | 0.00%             | 2042-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Abbott Laboratories                                                       | Abbott Laboratories                                                                        | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     15723 | NS      | $1726228.17   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| WestRock Co.                                                              | WestRock Co.                                                                               | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      7640 | NS      | $268622.40    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    275000 | PA      | $272450.54    | 0.06%             | 2053-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    292554 | PA      | $260545.82    | 0.06%             | 2052-07-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc., Class A                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      8174 | NS      | $983659.16    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36181GFM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23760 | PA      | $22351.50     | 0.01%             | 2043-07-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Medtronic plc                                                             | Medtronic plc                                                                              | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     25926 | NS      | $2014968.72   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140XEA38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75693 | PA      | $62287.42     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36241LVF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23161 | PA      | $23703.77     | 0.01%             | 2040-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Poya International Co. Ltd.                                               | Poya International Co. Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      1000 | NS      | $16190.77     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132KE6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22058 | PA      | $20707.86     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Costco Wholesale Corp.                                                    | Costco Wholesale Corp.                                                                     | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1951 | NS      | $890631.50    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 31335BEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63513 | PA      | $62502.48     | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Industries Ltd.                                       | Teva Pharmaceutical Industries Ltd.                                                        | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |     13407 | NS      | $122271.84    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                        | CUSIP: 912828Z29<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    592000 | PA      | $591564.80    | 0.14%             | 2023-01-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Omron Corp.                                                               | Omron Corp.                                                                                | CUSIP: N/A<br>LEI: 549300ZHW0TR2QZ0NY83       | Long             | EC               | CORP              | JP        |     13500 | NS      | $652425.22    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                               | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37737.88     | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                      | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    390000 | PA      | $341685.39    | 0.08%             | 2027-07-22      | Variable      | 1.73%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138X55B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22112 | PA      | $21721.99     | 0.01%             | 2043-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                                             | iShares MSCI India ETF                                                                     | CUSIP: 46429B598<br>LEI: 549300282VMCFH7S5848 | Long             |  | RF                | US        |     66538 | NS      | $2777296.12   | 0.66%             |  |  |  | No            | 1                  | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132GEB41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12546 | PA      | $12451.19     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140E0V36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3449 | PA      | $3299.66      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Petroleo Brasileiro SA                                                    | Petroleo Brasileiro SA                                                                     | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EC               | CORP              | BR        |     16682 | NS      | $88648.40     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Yamato Kogyo Co. Ltd.                                                     | Yamato Kogyo Co. Ltd.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       300 | NS      | $10218.11     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61107 | PA      | $56517.92     | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Advantech Co. Ltd.                                                        | Advantech Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 2549002OSTKE9HB9IY03       | Long             | EC               | CORP              | TW        |      1000 | NS      | $10707.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Astrazeneca Finance LLC                                                   | Astrazeneca Finance LLC                                                                    | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    380000 | PA      | $338318.10    | 0.08%             | 2026-05-28      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    964482 | PA      | $808198.38    | 0.19%             | 2052-04-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3128M7CL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18025 | PA      | $17861.17     | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Yum China Holdings, Inc.                                                  | Yum China Holdings, Inc.                                                                   | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |      6952 | NS      | $379926.80    | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| United States of America                                                  | U.S. Treasury Notes                                                                        | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2000 | PA      | $1717.66      | 0.00%             | 2028-09-30      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31418CZN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3011 | PA      | $3014.25      | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HubSpot, Inc.                                                             | HubSpot, Inc.                                                                              | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       446 | NS      | $128951.98    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Nokia OYJ                                                                 | Nokia OYJ                                                                                  | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |     22854 | NS      | $106172.86    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ASML Holding NV                                                           | ASML Holding NV                                                                            | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |      1238 | NS      | $675022.11    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                 | Consolidated Edison Co. of New York, Inc.                                                  | CUSIP: 209111FP3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94958.14     | 0.02%             | 2028-05-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Keysight Technologies, Inc.                                               | Keysight Technologies, Inc.                                                                | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       184 | NS      | $31476.88     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Burberry Group plc                                                        | Burberry Group plc                                                                         | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               | CORP              | GB        |      2641 | NS      | $64208.43     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Aon plc                                                                   | Aon plc, Class A                                                                           | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |      3552 | NS      | $1066097.28   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Public Service Electric & Gas Co.                                         | Public Service Electric & Gas Co.                                                          | CUSIP: 74456QBX3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75288.08     | 0.02%             | 2028-09-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                          | IndyMac INDX Mortgage Loan Trust, Series 2007-AR19, Class 3A1                              | CUSIP: 45669NAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28396 | PA      | $18365.32     | 0.00%             | 2037-09-25      | Variable      | 3.37%                 | No            | 2                  | On Loan: No      |
| SVB Financial Group                                                       | SVB Financial Group                                                                        | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |       330 | NS      | $75946.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                     | Alexandria Real Estate Equities, Inc.                                                      | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     24000 | PA      | $19452.16     | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 3622A2AE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    159559 | PA      | $158553.34    | 0.04%             | 2042-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Dow Chemical Co. (The)                                                    | Dow Chemical Co. (The)                                                                     | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     39000 | PA      | $31339.65     | 0.01%             | 2030-11-15      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Qantas Airways Ltd.                                                       | Qantas Airways Ltd.                                                                        | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |     30241 | NS      | $122406.83    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Shoprite Holdings Ltd.                                                    | Shoprite Holdings Ltd.                                                                     | CUSIP: N/A<br>LEI: 529900Q4O1EYP6NH5150       | Long             | EC               | CORP              | ZA        |      3282 | NS      | $43507.86     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Fraport AG Frankfurt Airport Services Worldwide                           | Fraport AG Frankfurt Airport Services Worldwide                                            | CUSIP: N/A<br>LEI: 5299001ERX0K10IZUL40       | Long             | EC               | CORP              | DE        |       272 | NS      | $11015.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AP Moller - Maersk A/S                                                    | AP Moller - Maersk A/S, Class A                                                            | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |        85 | NS      | $187327.98    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| ASPEED Technology, Inc.                                                   | ASPEED Technology, Inc.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      1000 | NS      | $54588.78     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                        | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2255273.43   | 0.53%             | 2041-05-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49031 | PA      | $41329.74     | 0.01%             | 2042-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| West Fraser Timber Co. Ltd.                                               | West Fraser Timber Co. Ltd.                                                                | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |      1458 | NS      | $105279.66    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Robert Half International, Inc.                                           | Robert Half International, Inc.                                                            | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      4261 | NS      | $314589.63    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Foxsemicon Integrated Technology, Inc.                                    | Foxsemicon Integrated Technology, Inc.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      3000 | NS      | $17351.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140HHWM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4813 | PA      | $4626.76      | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Kuehne + Nagel International AG                                           | Kuehne + Nagel International AG (Registered)                                               | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               | CORP              | CH        |        65 | NS      | $15111.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                      | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    107000 | PA      | $97180.58     | 0.02%             | 2030-02-07      | Variable      | 3.97%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3132DMQ73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5350 | PA      | $5138.42      | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Saab AB                                                                   | Saab AB, Class B                                                                           | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Long             | EC               | CORP              | SE        |     11323 | NS      | $446211.89    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Orient Overseas International Ltd.                                        | Orient Overseas International Ltd.                                                         | CUSIP: N/A<br>LEI: 529900DQ426GJO276W95       | Long             | EC               | CORP              | BM        |      1500 | NS      | $27035.17     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Marathon Oil Corp.                                                        | Marathon Oil Corp.                                                                         | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     14857 | NS      | $402178.99    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi Motors Corp.                                                   | Mitsubishi Motors Corp.                                                                    | CUSIP: N/A<br>LEI: 5299006ZTN6MO1N5BR16       | Long             | EC               | CORP              | JP        |      8600 | NS      | $32659.35     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ambev SA                                                                  | Ambev SA                                                                                   | CUSIP: N/A<br>LEI: 549300TH5Q6VRP8OT012       | Long             | EC               | CORP              | BR        |    119554 | NS      | $327661.76    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                     | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    400000 | PA      | $319639.08    | 0.08%             | 2031-09-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WFAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1340 | PA      | $1256.54      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132G0B58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6490 | PA      | $6154.89      | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140QKWM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2527 | PA      | $2367.89      | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-OA3, Class 1A1                                         | CUSIP: 02150TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20876 | PA      | $18066.18     | 0.00%             | 2047-04-25      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| Bayerische Motoren Werke AG                                               | Bayerische Motoren Werke AG (Preference)                                                   | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EP               | CORP              | DE        |      1486 | NS      | $125405.44    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31417AYD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31100 | PA      | $29865.88     | 0.01%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                      | Mitsubishi UFJ Financial Group, Inc.                                                       | CUSIP: 606822BS2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $181617.89    | 0.04%             | 2025-07-17      | Fixed         | 1.41%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140J5XZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2256 | PA      | $2148.32      | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132M9GM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10456 | PA      | $9804.49      | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132KE4Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27728 | PA      | $26556.25     | 0.01%             | 2030-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| NetEase, Inc.                                                             | NetEase, Inc.                                                                              | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |      1000 | NS      | $14504.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3128MEK91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25703 | PA      | $24571.60     | 0.01%             | 2030-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Autodesk, Inc.                                                            | Autodesk, Inc.                                                                             | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     81000 | PA      | $75878.18     | 0.02%             | 2027-06-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3132AACD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31973 | PA      | $30645.18     | 0.01%             | 2034-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp., Class A                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     25815 | NS      | $902750.55    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Mortgage Loan Trust                                             | Citigroup Mortgage Loan Trust, Series 2007-AHL2, Class A3C                                 | CUSIP: 17312TAK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64050 | PA      | $43868.39     | 0.01%             | 2037-05-25      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140X83E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69848 | PA      | $66845.95     | 0.02%             | 2049-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings, Inc.                                                     | Nomura Holdings, Inc.                                                                      | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    344000 | PA      | $269887.16    | 0.06%             | 2032-01-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Spectris plc                                                              | Spectris plc                                                                               | CUSIP: N/A<br>LEI: 213800Z4CO2CZO3M3T10       | Long             | EC               | CORP              | GB        |      5310 | NS      | $192363.54    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140H6PA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39055 | PA      | $36186.52     | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132KEXZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6132 | PA      | $5902.92      | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Otsuka Corp.                                                              | Otsuka Corp.                                                                               | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |      1900 | NS      | $59888.70     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 31335BAA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3857 | PA      | $3708.33      | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia (The)                                                 | Bank of Nova Scotia (The)                                                                  | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $461354.25    | 0.11%             | 2027-03-11      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Nippon Steel Corp.                                                        | Nippon Steel Corp.                                                                         | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |      1800 | NS      | $31232.06     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3132DMRT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    269866 | PA      | $245567.59    | 0.06%             | 2044-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Sungrow Power Supply Co. Ltd.                                             | Sungrow Power Supply Co. Ltd., Class A                                                     | CUSIP: N/A<br>LEI: 30030052IWC7RGVFG505       | Long             | EC               | CORP              | CN        |      1800 | NS      | $29012.49     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3133KJUF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    220275 | PA      | $196161.91    | 0.05%             | 2050-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MediaTek, Inc.                                                            | MediaTek, Inc.                                                                             | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |      3000 | NS      | $60656.82     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132KFAD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18301 | PA      | $17179.45     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3132DM2Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27487 | PA      | $22579.16     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138EGVA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5558 | PA      | $5627.69      | 0.00%             | 2041-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Domestic Holdings, Inc.                                    | Morgan Stanley Domestic Holdings, Inc.                                                     | CUSIP: 269246BQ6<br>LEI: 549300RJIC678ZPVWG08 | Long             | DBT              | CORP              | US        |     62000 | PA      | $58327.28     | 0.01%             | 2027-08-24      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36202FKM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1617 | PA      | $1562.50      | 0.00%             | 2040-09-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36196FZH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12130 | PA      | $11298.60     | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |  19834560 | PA      | $2030788.41   | 0.48%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust                             | Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-OA4, Class A2A                  | CUSIP: 25151XAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81921 | PA      | $69456.59     | 0.02%             | 2047-08-25      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140Q8D36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62241 | PA      | $61091.58     | 0.01%             | 2048-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United Utilities Group plc                                                | United Utilities Group plc                                                                 | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |     29314 | NS      | $350253.51    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132M4QU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11561 | PA      | $10840.88     | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179VKP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35140 | PA      | $34455.80     | 0.01%             | 2050-04-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Mazda Motor Corp.                                                         | Mazda Motor Corp.                                                                          | CUSIP: N/A<br>LEI: 52990044YZJLICDQKK92       | Long             | EC               | CORP              | JP        |      3900 | NS      | $29234.61     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 3617BFTR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13439 | PA      | $13196.37     | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Avangrid, Inc.                                                            | Avangrid, Inc.                                                                             | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127216.85    | 0.03%             | 2029-06-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Ulta Beauty, Inc.                                                         | Ulta Beauty, Inc.                                                                          | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      1302 | NS      | $610729.14    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Zoetis, Inc.                                                              | Zoetis, Inc.                                                                               | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56807.38     | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Doosan Co. Ltd.                                                           | Doosan Co. Ltd.                                                                            | CUSIP: N/A<br>LEI: 988400GNQKLXZRRQQE60       | Long             | EC               | CORP              | KR        |       515 | NS      | $33869.91     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                                         | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $187178.11    | 0.04%             | 2025-05-28      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                               | Apple, Inc.                                                                                | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33248.50     | 0.01%             | 2062-08-08      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36297FRM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4478 | PA      | $4546.65      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 31307NN26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4700 | PA      | $4412.37      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Elia Group SA/NV                                                          | Elia Group SA/NV                                                                           | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |       494 | NS      | $70228.44     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132KFAC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17622 | PA      | $16541.79     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Sino-American Silicon Products, Inc.                                      | Sino-American Silicon Products, Inc.                                                       | CUSIP: N/A<br>LEI: 529900DMZ4STK7NEXO95       | Long             | EC               | CORP              | TW        |     15000 | NS      | $67873.69     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BPCE SA                                                                   | BPCE SA                                                                                    | CUSIP: 05578AAN8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    274000 | PA      | $228959.34    | 0.05%             | 2029-10-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Worley Ltd.                                                               | Worley Ltd.                                                                                | CUSIP: N/A<br>LEI: 549300XDR86FY8OLGP97       | Long             | EC               | CORP              | AU        |      1787 | NS      | $18228.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                             | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    355000 | PA      | $293353.07    | 0.07%             | 2031-01-22      | Variable      | 2.70%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2005-22T1, Class A1                                         | CUSIP: 12667GGN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41271 | PA      | $35041.99     | 0.01%             | 2035-06-25      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WJC71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14516 | PA      | $13572.65     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| TC Energy Corp.                                                           | TC Energy Corp.                                                                            | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      8918 | NS      | $355534.45    | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132QUZV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6071 | PA      | $5918.63      | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2005-4A, Class M1                                   | CUSIP: 07324SCT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11410 | PA      | $10331.43     | 0.00%             | 2036-01-25      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                        | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1235000 | PA      | $1076620.90   | 0.25%             | 2029-11-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                        | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    347000 | PA      | $225590.66    | 0.05%             | 2040-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Koninklijke DSM NV                                                        | Koninklijke DSM NV                                                                         | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | EC               | CORP              | NL        |      1292 | NS      | $158650.65    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| RELX Capital, Inc.                                                        | RELX Capital, Inc.                                                                         | CUSIP: 74949LAB8<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114535.13    | 0.03%             | 2023-03-16      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2005-4A, Class A1                                   | CUSIP: 07324SCR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15213 | PA      | $13846.95     | 0.00%             | 2036-01-25      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140XFUZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20637 | PA      | $16995.58     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BCMSC Trust                                                               | BCMSC Trust, Series 2000-A, Class A3                                                       | CUSIP: 09774XBP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48803 | PA      | $7036.00      | 0.00%             | 2030-06-15      | Variable      | 7.83%                 | No            | 2                  | On Loan: No      |
| US Bancorp                                                                | US Bancorp                                                                                 | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     35401 | NS      | $1543837.61   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3133A7UC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6771 | PA      | $6088.93      | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Avangrid, Inc.                                                            | Avangrid, Inc.                                                                             | CUSIP: 05351WAC7<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    620000 | PA      | $592492.68    | 0.14%             | 2025-04-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury Ultra Bond                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -26 | NC      | $76819.85     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                          | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      3192 | NS      | $131797.68    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138W5MS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14654 | PA      | $13316.35     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Deutsche Lufthansa AG                                                     | Deutsche Lufthansa AG (Registered)                                                         | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | EC               | CORP              | DE        |      5567 | NS      | $45889.15     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    270000 | PA      | $239085.36    | 0.06%             | 2029-02-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3133A7UM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       848 | PA      | $766.20       | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140QA4A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303791 | PA      | $302446.27    | 0.07%             | 2049-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| POSCO Holdings, Inc.                                                      | POSCO Holdings, Inc.                                                                       | CUSIP: N/A<br>LEI: 988400E5HRVX81AYLM04       | Long             | EC               | CORP              | KR        |       557 | NS      | $121900.52    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                          | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    301000 | PA      | $277108.57    | 0.07%             | 2029-06-19      | Variable      | 4.58%                 | No            | 2                  | On Loan: No      |
| KeyCorp                                                                   | KeyCorp                                                                                    | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      5220 | NS      | $90932.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Eversource Energy                                                         | Eversource Energy                                                                          | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    220000 | PA      | $191512.57    | 0.05%             | 2032-03-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Wabash National Corp.                                                     | Wabash National Corp.                                                                      | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170317.18    | 0.04%             | 2028-10-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Cisco Systems, Inc.                                                       | Cisco Systems, Inc.                                                                        | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     23993 | NS      | $1143026.52   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Lufax Holding Ltd.                                                        | Lufax Holding Ltd.                                                                         | CUSIP: 54975P102<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2005 | NS      | $3889.70      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Travel + Leisure Co.                                                      | Travel + Leisure Co.                                                                       | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     24276 | NS      | $883646.40    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| NXP BV                                                                    | NXP BV                                                                                     | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    172000 | PA      | $159368.75    | 0.04%             | 2029-06-18      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138ERM49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10801 | PA      | $10331.75     | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Sankyu, Inc.                                                              | Sankyu, Inc.                                                                               | CUSIP: N/A<br>LEI: 529900QWTXZZEM1T5G75       | Long             | EC               | CORP              | JP        |       300 | NS      | $10975.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Flight Centre Travel Group Ltd.                                           | Flight Centre Travel Group Ltd.                                                            | CUSIP: N/A<br>LEI: 254900BGNUI78EKEJY68       | Long             | EC               | CORP              | AU        |      5085 | NS      | $49766.16     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Starbucks Corp.                                                           | Starbucks Corp.                                                                            | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      5743 | NS      | $569705.60    | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Ackermans & van Haaren NV                                                 | Ackermans & van Haaren NV                                                                  | CUSIP: N/A<br>LEI: 5493005E2GHATS0Z6J59       | Long             | EC               | CORP              | BE        |      2967 | NS      | $509235.73    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| BYD Co. Ltd.                                                              | BYD Co. Ltd., Class A                                                                      | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |     21700 | NS      | $801091.94    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Countrywide Asset-Backed Certificates                                     | Countrywide Asset-Backed Certificates, Series 2006-S3, Class A4                            | CUSIP: 23242MAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1935 | PA      | $2813.99      | 0.00%             | 2029-01-25      | Variable      | 7.02%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140QETF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5552 | PA      | $5211.05      | 0.00%             | 2035-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Wartsila OYJ Abp                                                          | Wartsila OYJ Abp                                                                           | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |     13113 | NS      | $110569.57    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Movida Participacoes SA                                                   | Movida Participacoes SA                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      1958 | NS      | $2832.38      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                   | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64785.90     | 0.02%             | 2053-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                               | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     96000 | PA      | $93498.42     | 0.02%             | 2027-03-16      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| PepsiCo, Inc.                                                             | PepsiCo, Inc.                                                                              | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     14754 | NS      | $2665457.64   | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140XFGV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114487 | PA      | $93815.77     | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31418RQM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18353 | PA      | $18585.64     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Ping An Insurance Group Co. of China Ltd.                                 | Ping An Insurance Group Co. of China Ltd., Class H                                         | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | EC               | CORP              | CN        |     48000 | NS      | $315347.78    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    206000 | PA      | $191400.97    | 0.05%             | 2028-06-05      | Variable      | 3.69%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140JAUJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28302 | PA      | $28331.71     | 0.01%             | 2049-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Ono Pharmaceutical Co. Ltd.                                               | Ono Pharmaceutical Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |      1300 | NS      | $30385.66     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Benesse Holdings, Inc.                                                    | Benesse Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: 549300XOPEJA8L2IV934       | Long             | EC               | CORP              | JP        |      3200 | NS      | $48652.82     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Cognizant Technology Solutions Corp.                                      | Cognizant Technology Solutions Corp., Class A                                              | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     29310 | NS      | $1676238.90   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140QM4E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141374 | PA      | $121207.26    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Swatch Group AG (The)                                                     | Swatch Group AG (The)                                                                      | CUSIP: N/A<br>LEI: 529900NTES2LEON1JZ55       | Long             | EC               | CORP              | CH        |      1242 | NS      | $353002.14    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                       | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      2233 | NS      | $299445.30    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                          | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    640000 | PA      | $553895.32    | 0.13%             | 2027-06-14      | Variable      | 1.64%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                       | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |     21492 | NS      | $2020628.95   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31371NNY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1779 | PA      | $1806.29      | 0.00%             | 2027-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Acciona SA                                                                | Acciona SA                                                                                 | CUSIP: N/A<br>LEI: 54930002KP75TLLLNO21       | Long             | EC               | CORP              | ES        |      1001 | NS      | $184215.73    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi Corp.                                                          | Mitsubishi Corp.                                                                           | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |     13500 | NS      | $438274.72    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138A5V66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7861 | PA      | $7959.62      | 0.00%             | 2041-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Stockland                                                                 | Stockland                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     30687 | NS      | $75577.75     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Vermilion Energy, Inc.                                                    | Vermilion Energy, Inc.                                                                     | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |    365000 | PA      | $333092.74    | 0.08%             | 2030-05-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Ownit Mortgage Loan Trust                                                 | Ownit Mortgage Loan Trust, Series 2006-2, Class A2C                                        | CUSIP: 69121PDF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26133 | PA      | $21556.06     | 0.01%             | 2037-01-25      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| Erste Group Bank AG                                                       | Erste Group Bank AG                                                                        | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |      1428 | NS      | $45689.20     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Berkshire Hathaway, Inc.                                                  | Berkshire Hathaway, Inc., Class B                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      3804 | NS      | $1175055.60   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Shanghai Junshi Biosciences Co. Ltd.                                      | Shanghai Junshi Biosciences Co. Ltd., Class H                                              | CUSIP: N/A<br>LEI: 300300L36FLCKN0WXW06       | Long             | EC               | CORP              | CN        |     12600 | NS      | $78019.07     | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WFEW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9932 | PA      | $9311.73      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Koninklijke KPN NV                                                        | Koninklijke KPN NV                                                                         | CUSIP: 780641AH9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |    140000 | PA      | $156326.73    | 0.04%             | 2030-10-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Unilever plc                                                              | Unilever plc                                                                               | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |     22368 | NS      | $1129312.03   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Nasdaq, Inc.                                                              | Nasdaq, Inc.                                                                               | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    470000 | PA      | $359301.37    | 0.09%             | 2031-01-15      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                   | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $215830.72    | 0.05%             | 2028-11-07      | Variable      | 3.57%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138EPJ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20554 | PA      | $19763.80     | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140J5GJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16776 | PA      | $15698.09     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Chroma ATE, Inc.                                                          | Chroma ATE, Inc.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     33000 | NS      | $193837.96    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                       | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12211.64     | 0.00%             | 2029-12-05      | Variable      | 4.45%                 | No            | 2                  | On Loan: No      |
| Trip.com Group Ltd.                                                       | Trip.com Group Ltd.                                                                        | CUSIP: N/A<br>LEI: 2549004RMYDSRQL4KW41       | Long             | EC               | CORP              | KY        |       550 | NS      | $18969.28     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bills                                                                        | CUSIP: 912796YL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   6000000 | PA      | $5950242.00   | 1.41%             | 2023-03-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140J7S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18472 | PA      | $17671.00     | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Formosa Sumco Technology Corp.                                            | Formosa Sumco Technology Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      9000 | NS      | $39644.98     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31417GQQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43548 | PA      | $39622.80     | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Global Unichip Corp.                                                      | Global Unichip Corp.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     11000 | NS      | $227452.86    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Novo Nordisk A/S                                                          | Novo Nordisk A/S, Class B                                                                  | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |      8644 | NS      | $1173989.72   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Shenzhen Capchem Technology Co. Ltd.                                      | Shenzhen Capchem Technology Co. Ltd., Class A                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      2100 | NS      | $13170.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Holcim AG                                                                 | Holcim AG                                                                                  | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |      4539 | NS      | $234953.57    | 0.06%             |  |  |  | No            | 2                  | On Loan: —       |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140JR7K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63953 | PA      | $52547.97     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132WJUH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5507 | PA      | $4951.85      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HP, Inc.                                                                  | HP, Inc.                                                                                   | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     31510 | NS      | $846673.70    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                                              | Vertex Pharmaceuticals, Inc.                                                               | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      1484 | NS      | $428549.52    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Dowa Holdings Co. Ltd.                                                    | Dowa Holdings Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 353800ZSQZKFE140A689       | Long             | EC               | CORP              | JP        |      1200 | NS      | $37868.41     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                          | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      4294 | NS      | $855536.56    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                      | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216819.06    | 0.05%             | 2028-11-10      | Variable      | 6.20%                 | No            | 2                  | On Loan: No      |
| Analog Devices, Inc.                                                      | Analog Devices, Inc.                                                                       | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     12092 | NS      | $1983450.76   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| LEG Immobilien SE                                                         | LEG Immobilien SE                                                                          | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | EC               | CORP              | DE        |       971 | NS      | $63327.39     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Carrington Mortgage Loan Trust                                            | Carrington Mortgage Loan Trust, Series 2006-NC4, Class A3                                  | CUSIP: 14453MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32910 | PA      | $31440.08     | 0.01%             | 2036-10-25      | Floating      | 4.55%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                        | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    593000 | PA      | $446440.98    | 0.11%             | 2045-02-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                        | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3054062.48   | 0.72%             | 2042-02-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                        | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    560000 | PA      | $485909.37    | 0.12%             | 2028-04-30      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                       | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23207.41     | 0.01%             | 2026-04-22      | Variable      | 2.08%                 | No            | 2                  | On Loan: No      |
| Energisa SA                                                               | Energisa SA                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      2497 | NS      | $20972.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Exelon Corp.                                                              | Exelon Corp.                                                                               | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9298.81      | 0.00%             | 2045-06-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| ANTA Sports Products Ltd.                                                 | ANTA Sports Products Ltd.                                                                  | CUSIP: N/A<br>LEI: 529900291XG0CTK4LF95       | Long             | EC               | CORP              | KY        |     21400 | NS      | $278344.63    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132WJUD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10961 | PA      | $9821.75      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Contemporary Amperex Technology Co. Ltd.                                  | Contemporary Amperex Technology Co. Ltd., Class A                                          | CUSIP: N/A<br>LEI: 300300KINDY1K0E9I032       | Long             | EC               | CORP              | CN        |     15700 | NS      | $888624.00    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Qualicorp Consultoria e Corretora de Seguros SA                           | Qualicorp Consultoria e Corretora de Seguros SA                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     10931 | NS      | $12153.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RichWave Technology Corp.                                                 | RichWave Technology Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      5000 | NS      | $18189.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36202FGD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        96 | PA      | $95.54        | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Accton Technology Corp.                                                   | Accton Technology Corp.                                                                    | CUSIP: N/A<br>LEI: 529900M1YRZ0GWMDF920       | Long             | EC               | CORP              | TW        |      2000 | NS      | $15187.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140KSBC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22965 | PA      | $18766.34     | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                            | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     94000 | PA      | $92261.41     | 0.02%             | 2025-06-10      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Colgate-Palmolive Co.                                                     | Colgate-Palmolive Co.                                                                      | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     23830 | NS      | $1877565.70   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Nomura Asset Acceptance Corp. Alternative Loan Trust                      | Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2007-2, Class A4              | CUSIP: 655378AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4400 | PA      | $3907.10      | 0.00%             | 2037-06-25      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| Macquarie Group Ltd.                                                      | Macquarie Group Ltd.                                                                       | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |     12598 | NS      | $1422168.56   | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| SK Innovation Co. Ltd.                                                    | SK Innovation Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 988400PXP70BWVSJVF07       | Long             | EC               | CORP              | KR        |       997 | NS      | $121800.31    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Mineral Resources Ltd.                                                    | Mineral Resources Ltd.                                                                     | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $253382.50    | 0.06%             | 2030-05-01      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36202FEH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1358 | PA      | $1355.25      | 0.00%             | 2040-02-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Direct Line Insurance Group plc                                           | Direct Line Insurance Group plc                                                            | CUSIP: N/A<br>LEI: 213800FF2R23ALJQOP04       | Long             | EC               | CORP              | GB        |     25231 | NS      | $67250.18     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WFYM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14947 | PA      | $14014.36     | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fuji Media Holdings, Inc.                                                 | Fuji Media Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: 353800TG2T8DSPV7H313       | Long             | EC               | CORP              | JP        |      1400 | NS      | $11387.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140QNE40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29904 | PA      | $25640.85     | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Trip.com Group Ltd.                                                       | Trip.com Group Ltd.                                                                        | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | KY        |      4785 | NS      | $164604.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Manhattan Associates, Inc.                                                | Manhattan Associates, Inc.                                                                 | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       345 | NS      | $41883.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| APS Resecuritization Trust                                                | APS Resecuritization Trust, Series 2016-3, Class 3A                                        | CUSIP: 00214WAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21877 | PA      | $21830.82     | 0.01%             | 2046-09-27      | Floating      | 7.24%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140XFWG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60777 | PA      | $49992.74     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                        | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $633359.38    | 0.15%             | 2051-11-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Tsuruha Holdings, Inc.                                                    | Tsuruha Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     18400 | NS      | $1427197.86   | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                  | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      1529 | NS      | $51726.07     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Genuine Parts Co.                                                         | Genuine Parts Co.                                                                          | CUSIP: 372460AB1<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140051.45    | 0.03%             | 2025-02-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138EH3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45012 | PA      | $47236.42     | 0.01%             | 2040-05-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| RELX Capital, Inc.                                                        | RELX Capital, Inc.                                                                         | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    108000 | PA      | $100018.04    | 0.02%             | 2029-03-18      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                         | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $61396.12     | 0.01%             | 2024-05-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140XFGT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213682 | PA      | $182460.47    | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Brown-Forman Corp.                                                        | Brown-Forman Corp., Class B                                                                | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      1105 | NS      | $72576.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140QNE57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106603 | PA      | $91288.28     | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Chevron Corp.                                                             | Chevron Corp.                                                                              | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17087 | NS      | $3066945.63   | 0.73%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                             | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     57000 | PA      | $54493.10     | 0.01%             | 2025-07-22      | Variable      | 2.72%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 312942H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9435 | PA      | $9072.19      | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Cigna Corp.                                                               | Cigna Corp.                                                                                | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      2000 | NS      | $662680.00    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                        | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    332000 | PA      | $305206.56    | 0.07%             | 2043-08-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3132DMR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    203955 | PA      | $199209.52    | 0.05%             | 2045-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Legend Biotech Corp.                                                      | Legend Biotech Corp.                                                                       | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               | CORP              | KY        |       351 | NS      | $17521.92     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Anglo American plc                                                        | Anglo American plc                                                                         | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |     19112 | NS      | $749327.81    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                            | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    538000 | PA      | $498600.59    | 0.12%             | 2026-01-25      | Variable      | 2.01%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                     | Sumitomo Mitsui Financial Group, Inc.                                                      | CUSIP: 86562MAC4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    116000 | PA      | $111576.11    | 0.03%             | 2026-03-09      | Fixed         | 3.78%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3132DMRA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    333786 | PA      | $312653.17    | 0.07%             | 2044-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140QNEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48471 | PA      | $39938.17     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Ebara Corp.                                                               | Ebara Corp.                                                                                | CUSIP: N/A<br>LEI: 353800UV8U3SOMCDTI49       | Long             | EC               | CORP              | JP        |      1900 | NS      | $67682.75     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Steel Dynamics, Inc.                                                      | Steel Dynamics, Inc.                                                                       | CUSIP: 858119BL3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    330000 | PA      | $309434.46    | 0.07%             | 2025-06-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140GSRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3045 | PA      | $2906.03      | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36196FZJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8005 | PA      | $7454.46      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140QE2F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4427 | PA      | $4196.51      | 0.00%             | 2050-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Sega Sammy Holdings, Inc.                                                 | Sega Sammy Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: 5493006B6WMKNQ8QNP51       | Long             | EC               | CORP              | JP        |     12900 | NS      | $194783.11    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                         | Johnson & Johnson                                                                          | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    370000 | PA      | $228952.31    | 0.05%             | 2050-09-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3128M9ZF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13446 | PA      | $13631.46     | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Wacker Chemie AG                                                          | Wacker Chemie AG                                                                           | CUSIP: N/A<br>LEI: 0NURKC5Q3CJYZPPK5046       | Long             | EC               | CORP              | DE        |      1207 | NS      | $153818.09    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WCSJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31852 | PA      | $30630.87     | 0.01%             | 2029-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Angelalign Technology, Inc.                                               | Angelalign Technology, Inc.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       400 | NS      | $6255.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                      | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     78000 | PA      | $72783.05     | 0.02%             | 2028-01-20      | Variable      | 3.82%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                          | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    420000 | PA      | $342969.59    | 0.08%             | 2031-12-10      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                      | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    269000 | PA      | $254166.56    | 0.06%             | 2025-10-22      | Variable      | 2.46%                 | No            | 2                  | On Loan: No      |
| ConocoPhillips                                                            | ConocoPhillips                                                                             | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |        60 | NS      | $7080.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Deere & Co.                                                               | Deere & Co.                                                                                | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14344.81     | 0.00%             | 2050-04-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| IMCD NV                                                                   | IMCD NV                                                                                    | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | EC               | CORP              | NL        |      1166 | NS      | $166786.47    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Trinity Acquisition plc                                                   | Trinity Acquisition plc                                                                    | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $19400.14     | 0.00%             | 2026-03-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WJEN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12229 | PA      | $11434.44     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3132DMYM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    256924 | PA      | $213014.79    | 0.05%             | 2051-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Hyundai Mobis Co. Ltd.                                                    | Hyundai Mobis Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 988400HJA9E0ZVDHRS65       | Long             | EC               | CORP              | KR        |       273 | NS      | $43302.81     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132KFAE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1449 | PA      | $1359.81      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WJH35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6756 | PA      | $6267.59      | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Flex Ltd.                                                                 | Flex Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |       784 | NS      | $16824.64     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                          | CUSIP: 404280CQ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $158478.53    | 0.04%             | 2031-03-09      | Variable      | 4.70%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Holdings, Inc.                                            | Lehman Brothers Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: 549300FDK6ZP3YIHRJ47       | Long             | DBT              | CORP              | US        |    490000 | PA      | $0.05         | 0.00%             | 2017-11-01      | Fixed         | 6.75%                 | No            | 3                  | On Loan: No      |
| Ambac Assurance Corp.                                                     | Ambac Assurance Corp.                                                                      | CUSIP: 023138AA8<br>LEI: 549300RYYRVPPB8NC636 | Long             | DBT              | CORP              | US        |      4835 | PA      | $6768.40      | 0.00%             | 2171-06-07      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31417GWY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49575 | PA      | $45106.92     | 0.01%             | 2043-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| S&P Global, Inc.                                                          | S&P Global, Inc.                                                                           | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    280000 | PA      | $255721.49    | 0.06%             | 2027-03-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Southern Copper Corp.                                                     | Southern Copper Corp.                                                                      | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |       290 | NS      | $17513.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Shell plc                                                                 | Shell plc                                                                                  | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |       252 | NS      | $7104.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                      | Anheuser-Busch InBev Worldwide, Inc.                                                       | CUSIP: 035240AL4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    343000 | PA      | $326455.67    | 0.08%             | 2028-04-13      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Var Energi ASA                                                            | Var Energi ASA                                                                             | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | EC               | CORP              | NO        |     13549 | NS      | $46775.86     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 31307UV47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       558 | PA      | $531.81       | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Canadian National Railway Co.                                             | Canadian National Railway Co.                                                              | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $148659.79    | 0.04%             | 2032-08-05      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Centrais Eletricas Brasileiras SA                                         | Centrais Eletricas Brasileiras SA                                                          | CUSIP: N/A<br>LEI: 254900I8KYDELP4B4Z08       | Long             | EC               | CORP              | BR        |      1288 | NS      | $10245.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nomura Research Institute Ltd.                                            | Nomura Research Institute Ltd.                                                             | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |      7100 | NS      | $168794.99    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Tyson Foods, Inc.                                                         | Tyson Foods, Inc., Class A                                                                 | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     15529 | NS      | $966680.25    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Heineken Holding NV                                                       | Heineken Holding NV                                                                        | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               | CORP              | NL        |       110 | NS      | $8495.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Petroleo Brasileiro SA                                                    | Petroleo Brasileiro SA (Preference)                                                        | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EP               | CORP              | BR        |     53942 | NS      | $250171.41    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31410KFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11309 | PA      | $11788.01     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Edwards Lifesciences Corp.                                                | Edwards Lifesciences Corp.                                                                 | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      8485 | NS      | $633065.85    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Roche Holding AG                                                          | Roche Holding AG                                                                           | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       321 | NS      | $124386.33    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3132DMY33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14731 | PA      | $12094.60     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Aisin Corp.                                                               | Aisin Corp.                                                                                | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |       400 | NS      | $10606.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                               | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110570.63    | 0.03%             | 2028-09-21      | Fixed         | 4.33%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                       | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    266000 | PA      | $240622.89    | 0.06%             | 2028-02-24      | Variable      | 2.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138ALJW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8732 | PA      | $8842.70      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Resuritization Trust                     | CWHEQ Revolving Home Equity Loan Resuritization Trust, Series 2006-RES, Class 4Q1B         | CUSIP: 23242YAT2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5570 | PA      | $5588.38      | 0.00%             | 2033-12-15      | Floating      | 4.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140QGSZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17404 | PA      | $16745.11     | 0.00%             | 2051-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Lawson, Inc.                                                              | Lawson, Inc.                                                                               | CUSIP: N/A<br>LEI: 529900IWO8XQO92PR233       | Long             | EC               | CORP              | JP        |     25400 | NS      | $971055.84    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140J8GB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91291 | PA      | $85596.14     | 0.02%             | 2033-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Suntory Beverage & Food Ltd.                                              | Suntory Beverage & Food Ltd.                                                               | CUSIP: N/A<br>LEI: 549300FONLMVK7YYYH41       | Long             | EC               | CORP              | JP        |      1400 | NS      | $47673.08     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3128M9GP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8862 | PA      | $8305.21      | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                         | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |    127188 | NS      | $766087.50    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WJF94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1159 | PA      | $1053.90      | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Segro plc                                                                 | Segro plc                                                                                  | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        |     50195 | NS      | $462409.45    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                             | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    210000 | PA      | $185081.54    | 0.04%             | 2032-11-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31418CS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14768 | PA      | $14088.40     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31418CCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4128 | PA      | $3754.56      | 0.00%             | 2031-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                             | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    357000 | PA      | $332261.20    | 0.08%             | 2030-01-23      | Variable      | 4.43%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140QGS73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18838 | PA      | $18253.09     | 0.00%             | 2051-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3132A5H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36905 | PA      | $34020.69     | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Wingtech Technology Co. Ltd.                                              | Wingtech Technology Co. Ltd., Class A                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      1100 | NS      | $8324.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sweco AB                                                                  | Sweco AB, Class B                                                                          | CUSIP: N/A<br>LEI: 549300Q4Y55VICYV6U90       | Long             | EC               | CORP              | SE        |       805 | NS      | $7719.49      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Option One Mortgage Loan Trust                                            | Option One Mortgage Loan Trust, Series 2007-FXD1, Class 2A1                                | CUSIP: 68402VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31795 | PA      | $26556.29     | 0.01%             | 2037-01-25      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| Makalot Industrial Co. Ltd.                                               | Makalot Industrial Co. Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     30000 | NS      | $226881.02    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140X8XE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98490 | PA      | $80926.98     | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                      | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    186000 | PA      | $167492.08    | 0.04%             | 2026-06-19      | Variable      | 1.32%                 | No            | 2                  | On Loan: No      |
| Silergy Corp.                                                             | Silergy Corp.                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      1000 | NS      | $14124.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Coca-Cola Co. (The)                                                       | Coca-Cola Co. (The)                                                                        | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     42553 | NS      | $2706796.33   | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 31335BKV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38280 | PA      | $35965.41     | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Tokyo Tatemono Co. Ltd.                                                   | Tokyo Tatemono Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 529900RQA4JTW1869J86       | Long             | EC               | CORP              | JP        |      1700 | NS      | $20580.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Banc of America Funding Trust                                             | Banc of America Funding Trust, Series 2014-R2, Class 1C                                    | CUSIP: 05968KAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53538 | PA      | $13650.66     | 0.00%             | 2036-11-26      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corp.                                     | International Business Machines Corp.                                                      | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    280000 | PA      | $251582.97    | 0.06%             | 2027-02-09      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| DuPont de Nemours, Inc.                                                   | DuPont de Nemours, Inc.                                                                    | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      3224 | NS      | $221263.12    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Proximus SADP                                                             | Proximus SADP                                                                              | CUSIP: N/A<br>LEI: 549300CWRXC5EP004533       | Long             | EC               | CORP              | BE        |     15942 | NS      | $153917.79    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Yunnan Energy New Material Co. Ltd.                                       | Yunnan Energy New Material Co. Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       400 | NS      | $7574.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140X83Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28057 | PA      | $26019.57     | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Genmab A/S                                                                | Genmab A/S                                                                                 | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |       547 | NS      | $231268.75    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140J76Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52702 | PA      | $49276.52     | 0.01%             | 2032-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140J8HY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41348 | PA      | $40969.82     | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                                | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      8501 | NS      | $1406745.48   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140X83D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57508 | PA      | $53746.71     | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                          | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     19000 | PA      | $12694.64     | 0.00%             | 2051-12-10      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Horiba Ltd.                                                               | Horiba Ltd.                                                                                | CUSIP: N/A<br>LEI: 529900OOTWPYSNW0EC84       | Long             | EC               | CORP              | JP        |       600 | NS      | $26011.67     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust          | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-4, Class 1A1 | CUSIP: 939344AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32863 | PA      | $30023.58     | 0.01%             | 2036-04-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ServiceNow, Inc.                                                          | ServiceNow, Inc.                                                                           | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1091 | NS      | $423602.57    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| AG Anadolu Grubu Holding A/S                                              | AG Anadolu Grubu Holding A/S                                                               | CUSIP: N/A<br>LEI: 789000K5XY4AZWGQQU40       | Long             | EC               | CORP              | TR        |      1394 | NS      | $8227.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bancolombia SA                                                            | Bancolombia SA                                                                             | CUSIP: N/A<br>LEI: 54930052NWJRPNMP1W58       | Long             | EC               | CORP              | CO        |      4068 | NS      | $35339.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Wheaton Precious Metals Corp.                                             | Wheaton Precious Metals Corp.                                                              | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |     22225 | NS      | $868317.95    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31410KHE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3986 | PA      | $4161.12      | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Icecek A/S                                                      | Coca-Cola Icecek A/S                                                                       | CUSIP: N/A<br>LEI: 789000WT80VVLUWJDK41       | Long             | EC               | CORP              | TR        |       598 | NS      | $6535.64      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Prospect Capital Corp.                                                    | Prospect Capital Corp.                                                                     | CUSIP: 74348TAV4<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |    105000 | PA      | $87043.97     | 0.02%             | 2026-11-15      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| Nemetschek SE                                                             | Nemetschek SE                                                                              | CUSIP: N/A<br>LEI: 529900R0S2IX1S358J38       | Long             | EC               | CORP              | DE        |       919 | NS      | $46985.12     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                    | Keurig Dr Pepper, Inc.                                                                     | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    470000 | PA      | $427535.79    | 0.10%             | 2032-04-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Louisiana-Pacific Corp.                                                   | Louisiana-Pacific Corp.                                                                    | CUSIP: 546347AM7<br>LEI: 549300C7E2UAO5BVRR75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172769.28    | 0.04%             | 2029-03-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                        | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    235000 | PA      | $191534.18    | 0.05%             | 2031-02-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3133A7UK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1841 | PA      | $1662.86      | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31416BMP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44383 | PA      | $45785.59     | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                          | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    450000 | PA      | $422443.79    | 0.10%             | 2027-04-01      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                      | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    131000 | PA      | $116462.93    | 0.03%             | 2026-10-24      | Variable      | 1.20%                 | No            | 2                  | On Loan: No      |
| Manulife Financial Corp.                                                  | Manulife Financial Corp.                                                                   | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |     77214 | NS      | $1377192.10   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 31307MSF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15088 | PA      | $14129.31     | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                         | CUSIP: 01F022410<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $137231.69    | 0.03%             | 2038-01-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co. (The)                                                       | Coca-Cola Co. (The)                                                                        | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    940000 | PA      | $683497.29    | 0.16%             | 2051-03-05      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                             | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    310000 | PA      | $291251.60    | 0.07%             | 2033-07-20      | Variable      | 4.89%                 | No            | 2                  | On Loan: No      |
| FactSet Research Systems, Inc.                                            | FactSet Research Systems, Inc.                                                             | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    790000 | PA      | $717133.50    | 0.17%             | 2027-03-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Gibson Energy, Inc.                                                       | Gibson Energy, Inc.                                                                        | CUSIP: 374825206<br>LEI: 549300WYW5D9I3FR0643 | Long             | EC               | CORP              | CA        |      1047 | NS      | $18279.97     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                                                   | Mitsui Fudosan Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |     50200 | NS      | $917504.15    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                                     | Sociedad Quimica y Minera de Chile SA (Preference), Class B                                | CUSIP: N/A<br>LEI: TJ88LXZZW5PWIN93ZC81       | Long             | EP               | CORP              | CL        |      5904 | NS      | $476828.60    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Procter & Gamble Co. (The)                                                | Procter & Gamble Co. (The)                                                                 | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      1200 | NS      | $181872.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                              | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |     28561 | NS      | $405268.12    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Turkiye Petrol Rafinerileri A/S                                           | Turkiye Petrol Rafinerileri A/S                                                            | CUSIP: N/A<br>LEI: 789000RCNG97UV50EE03       | Long             | EC               | CORP              | TR        |      5352 | NS      | $151679.09    | 0.04%             |  |  |  | No            | 2                  | On Loan: —       |
| Georgia-Pacific LLC                                                       | Georgia-Pacific LLC                                                                        | CUSIP: 37331NAJ0<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20094.50     | 0.00%             | 2025-09-30      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Azul SA                                                                   | Azul SA (Preference)                                                                       | CUSIP: N/A<br>LEI: 549300Z0MWZ57Q9RR205       | Long             | EP               | CORP              | BR        |     26852 | NS      | $55577.44     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26606.22     | 0.01%             | 2053-03-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BlackRock Liquidity Funds                                                 | T-Fund, Institutional Class                                                                | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |  21365821 | NS      | $21365820.64  | 5.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Agilent Technologies, Inc.                                                | Agilent Technologies, Inc.                                                                 | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     11337 | NS      | $1696582.05   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138EQA36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24549 | PA      | $23486.25     | 0.01%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Valmet OYJ                                                                | Valmet OYJ                                                                                 | CUSIP: N/A<br>LEI: 213800D9O7FUQDH83V62       | Long             | EC               | CORP              | FI        |      7754 | NS      | $209316.87    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Electronic Arts, Inc.                                                     | Electronic Arts, Inc.                                                                      | CUSIP: 285512AD1<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249135.33    | 0.06%             | 2026-03-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 21H020618<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    663200 | PA      | $555652.34    | 0.13%             | 2053-01-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Genius Electronic Optical Co. Ltd.                                        | Genius Electronic Optical Co. Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      4000 | NS      | $43372.40     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal                                                                           | CUSIP: 06368FAC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $393194.18    | 0.09%             | 2026-09-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Citigroup Mortgage Loan Trust                                             | Citigroup Mortgage Loan Trust, Series 2007-AHL2, Class A3B                                 | CUSIP: 17312TAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    141239 | PA      | $96598.49     | 0.02%             | 2037-05-25      | Floating      | 4.59%                 | No            | 2                  | On Loan: No      |
| Signify NV                                                                | Signify NV                                                                                 | CUSIP: N/A<br>LEI: 549300072P3J1X8NZO35       | Long             | EC               | CORP              | NL        |      6962 | NS      | $234358.68    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | MSCI Emerging Markets E-Mini Index                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -14 | NC      | $17804.22     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FLEXium Interconnect, Inc.                                                | FLEXium Interconnect, Inc.                                                                 | CUSIP: N/A<br>LEI: 213800WXE6VMVZICKA40       | Long             | EC               | CORP              | TW        |     41000 | NS      | $130208.65    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Unilever Capital Corp.                                                    | Unilever Capital Corp.                                                                     | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    600000 | PA      | $471433.60    | 0.11%             | 2031-08-12      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31418MGR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1741 | PA      | $1816.23      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3132DM7F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130913 | PA      | $108294.71    | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                         | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $169302.86    | 0.04%             | 2053-01-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Starbucks Corp.                                                           | Starbucks Corp.                                                                            | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223354.67    | 0.05%             | 2027-03-12      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    287257 | PA      | $242399.01    | 0.06%             | 2050-11-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                                                 | Toyota Motor Credit Corp.                                                                  | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    270000 | PA      | $251734.48    | 0.06%             | 2027-03-22      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| TCL Zhonghuan Renewable Energy Technology Co. Ltd.                        | TCL Zhonghuan Renewable Energy Technology Co. Ltd., Class A                                | CUSIP: N/A<br>LEI: 300300Y3UHPAM1FB1Y03       | Long             | EC               | CORP              | CN        |     10600 | NS      | $57467.77     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Clearway Energy, Inc.                                                     | Clearway Energy, Inc., Class C                                                             | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      1270 | NS      | $40474.90     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 312942DD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14906 | PA      | $14793.88     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                            | Structured Adjustable Rate Mortgage Loan Trust, Series 2006-3, Class 4A                    | CUSIP: 863579Y69<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7524 | PA      | $4602.02      | 0.00%             | 2036-04-25      | Variable      | 3.33%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | MSCI Emerging Markets E-Mini Index                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         6 | NC      | $-3666.27     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3133A7JB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       785 | PA      | $708.75       | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31418CQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11834 | PA      | $11294.85     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                               | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    370000 | PA      | $343813.27    | 0.08%             | 2026-05-07      | Variable      | 2.85%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140QEUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5416 | PA      | $5083.20      | 0.00%             | 2035-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 3622A24Y5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21608 | PA      | $19844.25     | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Obayashi Corp.                                                            | Obayashi Corp.                                                                             | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |      9200 | NS      | $69493.04     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Astellas Pharma, Inc.                                                     | Astellas Pharma, Inc.                                                                      | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |     25500 | NS      | $387743.68    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                                       | Kinder Morgan, Inc.                                                                        | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     67000 | PA      | $62116.74     | 0.01%             | 2033-02-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WPHS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43796 | PA      | $39848.97     | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140HFE88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11735 | PA      | $10842.90     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Localiza Rent a Car SA                                                    | Localiza Rent a Car SA                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      2219 | NS      | $22191.51     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MetLife, Inc.                                                             | MetLife, Inc.                                                                              | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     12929 | NS      | $935671.73    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| KH Vatec Co. Ltd.                                                         | KH Vatec Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       641 | NS      | $7080.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cia Brasileira de Distribuicao                                            | Cia Brasileira de Distribuicao                                                             | CUSIP: N/A<br>LEI: 5299003V5B6KLICZCC14       | Long             | EC               | CORP              | BR        |      7489 | NS      | $23263.22     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                             | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     96000 | PA      | $84214.51     | 0.02%             | 2027-05-04      | Variable      | 1.59%                 | No            | 2                  | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                             | Estee Lauder Cos., Inc. (The), Class A                                                     | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       964 | NS      | $239178.04    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140J6D46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103995 | PA      | $102848.13    | 0.02%             | 2046-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140QNE65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126573 | PA      | $108253.03    | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| One Market Plaza Trust                                                    | One Market Plaza Trust, Series 2017-1MKT, Class XCP                                        | CUSIP: 68245HAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $28.60        | 0.00%             | 2032-02-10      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Shanghai Putailai New Energy Technology Co. Ltd.                          | Shanghai Putailai New Energy Technology Co. Ltd., Class A                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     18100 | NS      | $135506.48    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury Long Bond                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         6 | NC      | $-9310.27     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140H1WJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18682 | PA      | $17307.87     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Mastercard, Inc.                                                          | Mastercard, Inc.                                                                           | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95237.43     | 0.02%             | 2027-03-26      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| ArcelorMittal SA                                                          | ArcelorMittal SA                                                                           | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |      8312 | NS      | $219288.47    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                             | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3731.09      | 0.00%             | 2026-07-27      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Siemens AG                                                                | Siemens AG (Registered)                                                                    | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |     13664 | NS      | $1883600.48   | 0.45%             |  |  |  | No            | 2                  | On Loan: No      |
| DuPont de Nemours, Inc.                                                   | DuPont de Nemours, Inc.                                                                    | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    148000 | PA      | $145536.08    | 0.03%             | 2025-11-15      | Fixed         | 4.49%                 | No            | 2                  | On Loan: No      |
| Southwest Gas Corp.                                                       | Southwest Gas Corp.                                                                        | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    160000 | PA      | $140490.71    | 0.03%             | 2032-03-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Sinbon Electronics Co. Ltd.                                               | Sinbon Electronics Co. Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      2000 | NS      | $17866.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                  | Bunge Ltd. Finance Corp.                                                                   | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    360000 | PA      | $336153.75    | 0.08%             | 2027-09-25      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                 | Coca-Cola Femsa SAB de CV                                                                  | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    490000 | PA      | $368510.63    | 0.09%             | 2032-09-01      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| Lehman ABS Manufactured Housing Contract Trust                            | Lehman ABS Manufactured Housing Contract Trust, Series 2002-A, Class C                     | CUSIP: 52519SAX1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4034 | PA      | $3605.13      | 0.00%             | 2033-06-15      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Kellogg Co.                                                               | Kellogg Co.                                                                                | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      3778 | NS      | $269144.72    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Simplo Technology Co. Ltd.                                                | Simplo Technology Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     25000 | NS      | $231436.80    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3128MEVG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29076 | PA      | $28424.21     | 0.01%             | 2031-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                        | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -23000 | PA      | $-21937.15    | -0.01%            | 2028-11-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Eversource Energy                                                         | Eversource Energy, Series U                                                                | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52652.16     | 0.01%             | 2026-08-15      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| Li Ning Co. Ltd.                                                          | Li Ning Co. Ltd.                                                                           | CUSIP: N/A<br>LEI: 529900T77L2FV3FZ3U81       | Long             | EC               | CORP              | KY        |      8500 | NS      | $73091.54     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco Bradesco SA                                                         | Banco Bradesco SA (Preference)                                                             | CUSIP: N/A<br>LEI: 549300CTUU1RFXHQJE44       | Long             | EP               | CORP              | BR        |     99872 | NS      | $286764.11    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Delta Electronics, Inc.                                                   | Delta Electronics, Inc.                                                                    | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               | CORP              | TW        |     47000 | NS      | $435689.53    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138W7G40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21444 | PA      | $19511.37     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3132DM2W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12208 | PA      | $10086.00     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 31335BCD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31676 | PA      | $29663.43     | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140HJF71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18426 | PA      | $18257.48     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16064 | PA      | $15423.30     | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AstraZeneca plc                                                           | AstraZeneca plc                                                                            | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |        55 | NS      | $7442.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138ARZW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13656 | PA      | $13537.78     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31418CET7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5737 | PA      | $5217.41      | 0.00%             | 2031-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Life Storage LP                                                           | Life Storage LP                                                                            | CUSIP: 53227JAA2<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138791.92    | 0.03%             | 2027-12-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Chase Mortgage Finance Trust                                              | Chase Mortgage Finance Trust, Series 2007-S6, Class 1A1                                    | CUSIP: 161636AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    269354 | PA      | $120584.80    | 0.03%             | 2037-12-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179N2J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53144 | PA      | $49923.37     | 0.01%             | 2044-02-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-11CB, Class 3A1                                        | CUSIP: 12668BWF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19191 | PA      | $10131.42     | 0.00%             | 2036-05-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| PepsiCo, Inc.                                                             | PepsiCo, Inc.                                                                              | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    670000 | PA      | $609955.33    | 0.14%             | 2052-07-18      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| NXP BV                                                                    | NXP BV                                                                                     | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $148813.88    | 0.04%             | 2031-05-11      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                                        | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1917.12      | 0.00%             | 2025-07-23      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DMG Mori Co. Ltd.                                                         | DMG Mori Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: 353800P4I3FIXTQV2E13       | Long             | EC               | CORP              | JP        |       900 | NS      | $11918.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      2710 | NS      | $711754.40    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Smiths Group plc                                                          | Smiths Group plc                                                                           | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               | CORP              | GB        |     16668 | NS      | $319893.50    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Conseco Finance Securitizations Corp.                                     | Conseco Finance Securitizations Corp., Series 2000-5, Class A6                             | CUSIP: 20846QEQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36545 | PA      | $11520.33     | 0.00%             | 2031-05-01      | Fixed         | 7.96%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WJH27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16576 | PA      | $15377.08     | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Paychex, Inc.                                                             | Paychex, Inc.                                                                              | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       848 | NS      | $97994.88     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| General Mills, Inc.                                                       | General Mills, Inc.                                                                        | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    350000 | PA      | $330685.19    | 0.08%             | 2027-02-10      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 31335CCX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5867 | PA      | $5884.27      | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ANDRITZ AG                                                                | ANDRITZ AG                                                                                 | CUSIP: N/A<br>LEI: 549300VZKC61IR5U8G96       | Long             | EC               | CORP              | AT        |      8679 | NS      | $496804.33    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                                           | Microsoft Corp.                                                                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     36499 | NS      | $8753190.18   | 2.07%             |  |  |  | No            | 1                  | On Loan: No      |
| GSAMP Trust                                                               | GSAMP Trust, Series 2007-HS1, Class M6                                                     | CUSIP: 362429AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $23256.34     | 0.01%             | 2047-02-25      | Floating      | 7.76%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association                                                      | CUSIP: 3138EP6D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4676 | PA      | $4468.94      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Textron, Inc.                                                             | Textron, Inc.                                                                              | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     12104 | NS      | $856963.20    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Colgate-Palmolive Co.                                                     | Colgate-Palmolive Co.                                                                      | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13536.62     | 0.00%             | 2032-08-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132HNDN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2152 | PA      | $2006.02      | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WFKW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14278 | PA      | $13943.75     | 0.00%             | 2030-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68378 | PA      | $67110.37     | 0.02%             | 2049-03-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Eversource Energy                                                         | Eversource Energy                                                                          | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    270000 | PA      | $248588.40    | 0.06%             | 2027-03-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                                     | Interpublic Group of Cos., Inc. (The)                                                      | CUSIP: 460690BT6<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     32000 | PA      | $25257.97     | 0.01%             | 2031-03-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| DXC Technology Co.                                                        | DXC Technology Co.                                                                         | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |       346 | NS      | $9169.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                      | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      6940 | NS      | $229852.80    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                     | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15415.39     | 0.00%             | 2048-12-06      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| H Lundbeck A/S                                                            | H Lundbeck A/S                                                                             | CUSIP: N/A<br>LEI: 5493006R4KC2OI5D3470       | Long             | EC               | CORP              | DK        |      2344 | NS      | $8777.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hu Lane Associate, Inc.                                                   | Hu Lane Associate, Inc.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     19000 | NS      | $89009.33     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    503652 | PA      | $450026.33    | 0.11%             | 2051-12-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Inpex Corp.                                                               | Inpex Corp.                                                                                | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |     16500 | NS      | $177299.46    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                          | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     30000 | PA      | $18952.10     | 0.00%             | 2050-06-24      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138EJXL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26120 | PA      | $25890.06     | 0.01%             | 2042-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 31335BFU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20914 | PA      | $20568.09     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132XCSJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31122 | PA      | $30544.32     | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138ERHD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2046 | PA      | $1897.87      | 0.00%             | 2036-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Prologis, Inc.                                                            | Prologis, Inc.                                                                             | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     11641 | NS      | $1312289.93   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | S&P/TSX 60 Index                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |         3 | NC      | $-18299.55    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tritax Big Box REIT plc                                                   | Tritax Big Box REIT plc                                                                    | CUSIP: N/A<br>LEI: 213800L6X88MIYPVR714       | Long             | EC               | CORP              | GB        |     22643 | NS      | $37947.97     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140QKWK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1717 | PA      | $1609.42      | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Zhejiang Yongtai Technology Co. Ltd.                                      | Zhejiang Yongtai Technology Co. Ltd., Class A                                              | CUSIP: N/A<br>LEI: 300300F4QO27E3PN7473       | Long             | EC               | CORP              | CN        |      2100 | NS      | $6602.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138M5G37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12610 | PA      | $12500.29     | 0.00%             | 2042-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140X83P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31417 | PA      | $25873.02     | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                        | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    332000 | PA      | $283237.50    | 0.07%             | 2043-02-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                           | Regeneron Pharmaceuticals, Inc.                                                            | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $1884577.21   | 0.45%             | 2030-09-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140QKWL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3345 | PA      | $3135.42      | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                             | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $97702.84     | 0.02%             | 2032-02-13      | Variable      | 1.79%                 | No            | 2                  | On Loan: No      |
| Equinor ASA                                                               | Equinor ASA                                                                                | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |     26074 | NS      | $937106.76    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                               | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34410.06     | 0.01%             | 2041-09-03      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Wiwynn Corp.                                                              | Wiwynn Corp.                                                                               | CUSIP: N/A<br>LEI: 254900FV2R15PMKXFL69       | Long             | EC               | CORP              | TW        |      2000 | NS      | $51730.85     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                      | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32418.37     | 0.01%             | 2026-01-23      | Variable      | 3.37%                 | No            | 2                  | On Loan: No      |
| ASGN, Inc.                                                                | ASGN, Inc.                                                                                 | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |    465000 | PA      | $420918.00    | 0.10%             | 2028-05-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc.                                                                | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $120813.49    | 0.03%             | 2032-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140QANL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    334515 | PA      | $333034.83    | 0.08%             | 2049-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Ares Capital Corp.                                                        | Ares Capital Corp.                                                                         | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    145000 | PA      | $122890.74    | 0.03%             | 2027-06-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Texas Instruments, Inc.                                                   | Texas Instruments, Inc.                                                                    | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $945102.23    | 0.22%             | 2032-08-16      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132GDC67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       209 | PA      | $201.01       | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | 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        |     25464 | NS      | $1159121.28   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                                     | Interpublic Group of Cos., Inc. (The)                                                      | CUSIP: 460690BL3<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14720.15     | 0.00%             | 2024-04-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Rational AG                                                               | Rational AG                                                                                | CUSIP: N/A<br>LEI: 529900K139N6UFJ1A758       | Long             | EC               | CORP              | DE        |        32 | NS      | $19002.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140FCTM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25249 | PA      | $22675.11     | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| TE Connectivity Ltd.                                                      | TE Connectivity Ltd.                                                                       | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | CH        |      2228 | NS      | $255774.40    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                              | Bear Stearns Asset-Backed Securities I Trust, Series 2004-HE7, Class M2                    | CUSIP: 073879EV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       585 | PA      | $573.75       | 0.00%             | 2034-08-25      | Floating      | 6.11%                 | No            | 2                  | On Loan: No      |
| Bellway plc                                                               | Bellway plc                                                                                | CUSIP: N/A<br>LEI: 213800CY4L3HST4FGZ98       | Long             | EC               | CORP              | GB        |      1445 | NS      | $33044.63     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ManpowerGroup, Inc.                                                       | ManpowerGroup, Inc.                                                                        | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      3621 | NS      | $301303.41    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31418CLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33163 | PA      | $31799.28     | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31417C3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2512 | PA      | $2393.72      | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140QM3K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104425 | PA      | $85929.98     | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                        | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1227832.04   | 0.29%             | 2047-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SoftBank Corp.                                                            | SoftBank Corp.                                                                             | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |     12000 | NS      | $135764.09    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Telegraph & Telephone Corp.                                        | Nippon Telegraph & Telephone Corp.                                                         | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |     51500 | NS      | $1468703.33   | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                        | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    188000 | PA      | $177035.78    | 0.04%             | 2028-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                      | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    430000 | PA      | $408238.53    | 0.10%             | 2033-07-22      | Variable      | 5.01%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1497488 | PA      | $1298940.99   | 0.31%             | 2051-12-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Eve Energy Co. Ltd.                                                       | Eve Energy Co. Ltd., Class A                                                               | CUSIP: N/A<br>LEI: 300300FTCIO530XV7T38       | Long             | EC               | CORP              | CN        |     15500 | NS      | $196123.46    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| AIA Group Ltd.                                                            | AIA Group Ltd.                                                                             | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |    201200 | NS      | $2221930.39   | 0.53%             |  |  |  | No            | 2                  | On Loan: No      |
| 3M Co.                                                                    | 3M Co.                                                                                     | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     14897 | NS      | $1786448.24   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Carlsberg A/S                                                             | Carlsberg A/S, Class B                                                                     | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |       400 | NS      | $53058.79     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138XQL58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39580 | PA      | $38063.09     | 0.01%             | 2029-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Tsakos Energy Navigation Ltd.                                             | Tsakos Energy Navigation Ltd.                                                              | CUSIP: N/A<br>LEI: 549300IFUTS62LRRCU54       | Long             | EC               | CORP              | BM        |       337 | NS      | $5705.41      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                      | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    240000 | PA      | $229517.51    | 0.05%             | 2028-04-27      | Variable      | 4.38%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3132DVLP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56322 | PA      | $48786.59     | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36202FDB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1358 | PA      | $1354.86      | 0.00%             | 2039-12-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United Airlines Pass-Through Trust                                        | United Airlines Pass-Through Trust, Series 2019-2, Class B                                 | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31468 | PA      | $27086.00     | 0.01%             | 2028-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                       | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    278000 | PA      | $257304.52    | 0.06%             | 2026-03-13      | Variable      | 2.00%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38143U8H7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35614.61     | 0.01%             | 2026-02-25      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Engie SA                                                                  | Engie SA                                                                                   | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |     56596 | NS      | $809667.43    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3133A8RR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19946 | PA      | $16382.68     | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ProSiebenSat.1 Media SE                                                   | ProSiebenSat.1 Media SE                                                                    | CUSIP: N/A<br>LEI: 529900NY0WWQUKOMWQ37       | Long             | EC               | CORP              | DE        |      5106 | NS      | $45289.79     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                              | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE2, Class 22A                   | CUSIP: 07389YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11916 | PA      | $10923.59     | 0.00%             | 2037-03-25      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    662596 | PA      | $575440.22    | 0.14%             | 2051-07-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Bayerische Motoren Werke AG                                               | Bayerische Motoren Werke AG                                                                | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |      8675 | NS      | $768041.75    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132QTAC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4836 | PA      | $4535.24      | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Natura & Co. Holding SA                                                   | Natura & Co. Holding SA                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      3188 | NS      | $6951.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Coupang, Inc.                                                             | Coupang, Inc.                                                                              | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |      8298 | NS      | $122063.58    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                      | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    145000 | PA      | $135212.54    | 0.03%             | 2029-07-23      | Variable      | 4.27%                 | No            | 2                  | On Loan: No      |
| Nestle SA                                                                 | Nestle SA (Registered)                                                                     | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |       180 | NS      | $20791.69     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                          | CUSIP: 548661DT1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166689.17    | 0.04%             | 2025-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WFAD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7928 | PA      | $7432.95      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Georgia-Pacific LLC                                                       | Georgia-Pacific LLC                                                                        | CUSIP: 373298BR8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22695.70     | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Conseco Finance Corp.                                                     | Conseco Finance Corp., Series 1998-8, Class A1                                             | CUSIP: 393505N99<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1643 | PA      | $1641.85      | 0.00%             | 2030-09-01      | Fixed         | 6.28%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132KFAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18566 | PA      | $17428.51     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                      | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    260000 | PA      | $245156.25    | 0.06%             | 2027-12-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Cosmos Pharmaceutical Corp.                                               | Cosmos Pharmaceutical Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       500 | NS      | $50801.71     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31417F4H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28832 | PA      | $26233.66     | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36241KXQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8182 | PA      | $8373.56      | 0.00%             | 2038-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                        | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    798000 | PA      | $738181.17    | 0.17%             | 2027-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Fulgent Sun International Holding Co. Ltd.                                | Fulgent Sun International Holding Co. Ltd.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      6000 | NS      | $29575.80     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| United Microelectronics Corp.                                             | United Microelectronics Corp.                                                              | CUSIP: N/A<br>LEI: 391200YJCAGH9LF96P73       | Long             | EC               | CORP              | TW        |      1000 | NS      | $1313.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Honda Motor Co. Ltd.                                                      | Honda Motor Co. Ltd.                                                                       | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    280000 | PA      | $255813.01    | 0.06%             | 2027-03-10      | Fixed         | 2.53%                 | No            | 2                  | On Loan: No      |
| Gartner, Inc.                                                             | Gartner, Inc.                                                                              | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    185000 | PA      | $172481.05    | 0.04%             | 2028-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WHD25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14424 | PA      | $13487.53     | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Blackstone Private Credit Fund                                            | Blackstone Private Credit Fund                                                             | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    129000 | PA      | $106428.30    | 0.03%             | 2029-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    565000 | PA      | $495452.98    | 0.12%             | 2027-03-09      | Variable      | 1.43%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                               | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     53000 | PA      | $45997.54     | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Marfrig Global Foods SA                                                   | Marfrig Global Foods SA                                                                    | CUSIP: N/A<br>LEI: 391200219USWMOBN3F92       | Long             | EC               | CORP              | BR        |     27242 | NS      | $43392.22     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36181GFS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22545 | PA      | $21202.50     | 0.01%             | 2043-07-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    265537 | PA      | $230048.64    | 0.05%             | 2052-05-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Intuit, Inc.                                                              | Intuit, Inc.                                                                               | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $850021.14    | 0.20%             | 2030-07-15      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                        | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000 | PA      | $1785.00      | 0.00%             | 2050-11-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140E1RT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1399 | PA      | $1327.30      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| EXEO Group, Inc.                                                          | EXEO Group, Inc.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6600 | NS      | $112150.85    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                      | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1684 | NS      | $863841.48    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Trane Technologies Luxembourg Finance SA                                  | Trane Technologies Luxembourg Finance SA                                                   | CUSIP: 456873AD0<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    560000 | PA      | $515410.38    | 0.12%             | 2029-03-21      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140HH6H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3670 | PA      | $3613.68      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc.                                                                   | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    360000 | PA      | $259175.80    | 0.06%             | 2029-06-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| NSTAR Electric Co.                                                        | NSTAR Electric Co.                                                                         | CUSIP: 67021CAN7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    280000 | PA      | $254815.10    | 0.06%             | 2029-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Parade Technologies Ltd.                                                  | Parade Technologies Ltd.                                                                   | CUSIP: N/A<br>LEI: 529900D9FDQHQKAQLY02       | Long             | EC               | CORP              | KY        |      1000 | NS      | $25057.26     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| VeriSign, Inc.                                                            | VeriSign, Inc.                                                                             | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    180000 | PA      | $146594.96    | 0.03%             | 2031-06-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                       | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    180000 | PA      | $158766.53    | 0.04%             | 2026-11-19      | Variable      | 1.04%                 | No            | 2                  | On Loan: No      |
| Country Garden Services Holdings Co. Ltd.                                 | Country Garden Services Holdings Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 549300P2JRKENZSEBB42       | Long             | EC               | CORP              | KY        |     23000 | NS      | $56422.19     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Mondelez International, Inc.                                              | Mondelez International, Inc., Class A                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     29101 | NS      | $1939581.65   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Turk Traktor ve Ziraat Makineleri A/S                                     | Turk Traktor ve Ziraat Makineleri A/S                                                      | CUSIP: N/A<br>LEI: 7890002G98SY237S0Y70       | Long             | EC               | CORP              | TR        |       322 | NS      | $11337.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-OC10, Class 2A3                                        | CUSIP: 23245FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23100 | PA      | $19449.86     | 0.00%             | 2036-11-25      | Floating      | 4.85%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      6842 | NS      | $1105735.62   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Trust                                    | CWHEQ Revolving Home Equity Loan Trust, Series 2005-B, Class 2A                            | CUSIP: 126685AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3758 | PA      | $3689.08      | 0.00%             | 2035-05-15      | Floating      | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WFCS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32196 | PA      | $31688.00     | 0.01%             | 2045-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                      | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     53000 | PA      | $50791.15     | 0.01%             | 2028-03-01      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    172000 | PA      | $166824.96    | 0.04%             | 2053-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United Internet AG                                                        | United Internet AG (Registered), Class G                                                   | CUSIP: N/A<br>LEI: 3VEKWPJHTD4NKMBVG947       | Long             | EC               | CORP              | DE        |       750 | NS      | $15123.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140QMJZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167417 | PA      | $136442.80    | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                                            | Southern California Edison Co., Series A                                                   | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31385.80     | 0.01%             | 2029-03-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Birchcliff Energy Ltd.                                                    | Birchcliff Energy Ltd.                                                                     | CUSIP: 090697103<br>LEI: 5493000BBN3EF2L0XW29 | Long             | EC               | CORP              | CA        |      2454 | NS      | $17091.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WJET1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8704 | PA      | $8139.12      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138ERM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10165 | PA      | $9699.81      | 0.00%             | 2031-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BYD Co. Ltd.                                                              | BYD Co. Ltd., Class H                                                                      | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |     11000 | NS      | $269873.97    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Shimadzu Corp.                                                            | Shimadzu Corp.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       500 | NS      | $14154.95     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Marathon Petroleum Corp.                                                  | Marathon Petroleum Corp.                                                                   | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     14261 | NS      | $1659837.79   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Washington Mutual, Inc.                                                   | Washington Mutual Escrow Bonds                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    400000 | PA      | $0.04         | 0.00%             | 2017-09-29      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                 | Consolidated Edison Co. of New York, Inc., Series 20A                                      | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    430000 | PA      | $386726.24    | 0.09%             | 2030-04-01      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31410K3K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5493 | PA      | $5730.38      | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Oriental Land Co. Ltd.                                                    | Oriental Land Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 353800PIFKBZ6KTU5994       | Long             | EC               | CORP              | JP        |       300 | NS      | $43657.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NXP Semiconductors NV                                                     | NXP Semiconductors NV                                                                      | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |      2236 | NS      | $353355.08    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31410KXB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3278 | PA      | $3331.60      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $344387.32    | 0.08%             | 2032-03-10      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Astrazeneca Finance LLC                                                   | Astrazeneca Finance LLC                                                                    | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    280000 | PA      | $232904.38    | 0.06%             | 2031-05-28      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31416YVG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3666 | PA      | $3634.59      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Baker Hughes Co.                                                          | Baker Hughes Co.                                                                           | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8685 | NS      | $256468.05    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                           | Regeneron Pharmaceuticals, Inc.                                                            | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       290 | NS      | $209232.10    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Long Beach Mortgage Loan Trust                                            | Long Beach Mortgage Loan Trust, Series 2006-7, Class 2A3                                   | CUSIP: 54251TAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13406 | PA      | $5621.71      | 0.00%             | 2036-08-25      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3132DMRR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77851 | PA      | $69812.70     | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Outokumpu OYJ                                                             | Outokumpu OYJ                                                                              | CUSIP: N/A<br>LEI: 5493009YRUJJDCFF0R80       | Long             | EC               | CORP              | FI        |      3846 | NS      | $19519.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    322267 | PA      | $289130.16    | 0.07%             | 2050-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Uniti Group LP                                                            | Uniti Group LP                                                                             | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $324625.00    | 0.08%             | 2029-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                        | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173800.00    | 0.04%             | 2030-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                      | Cheniere Corpus Christi Holdings LLC                                                       | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76461.62     | 0.02%             | 2025-03-31      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Zoetis, Inc.                                                              | Zoetis, Inc.                                                                               | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101693.58    | 0.02%             | 2027-09-12      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Tele2 AB                                                                  | Tele2 AB, Class B                                                                          | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |     37470 | NS      | $305674.29    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140QKWP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4234 | PA      | $3968.04      | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Zillow Group, Inc.                                                        | Zillow Group, Inc., Class A                                                                | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |       162 | NS      | $5056.02      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140HHWN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9449 | PA      | $9013.68      | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66368 | PA      | $54655.71     | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140FMDA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15924 | PA      | $14773.19     | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                     | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102598.24    | 0.02%             | 2027-04-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Quest Diagnostics, Inc.                                                   | Quest Diagnostics, Inc.                                                                    | CUSIP: 74834LAZ3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95367.62     | 0.02%             | 2026-06-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138YGYN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10288 | PA      | $9624.48      | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Citicorp Mortgage Securities Trust                                        | Citicorp Mortgage Securities Trust, Series 2008-2, Class 1A1                               | CUSIP: 17314DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23116 | PA      | $17609.96     | 0.00%             | 2038-06-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                          | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    570000 | PA      | $493645.74    | 0.12%             | 2027-11-22      | Variable      | 2.25%                 | No            | 2                  | On Loan: No      |
| Conseco Finance Corp.                                                     | Conseco Finance Corp., Series 2001-D, Class B1                                             | CUSIP: 20847TBM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13311 | PA      | $14638.49     | 0.00%             | 2032-11-15      | Floating      | 6.82%                 | No            | 2                  | On Loan: No      |
| EOG Resources, Inc.                                                       | EOG Resources, Inc.                                                                        | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      8189 | NS      | $1060639.28   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Oakwood Mortgage Investors, Inc.                                          | Oakwood Mortgage Investors, Inc., Series 2001-D, Class A4                                  | CUSIP: 67087TCW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8680 | PA      | $4962.31      | 0.00%             | 2031-09-15      | Variable      | 6.93%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WFGY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13632 | PA      | $12782.47     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                                      | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      6729 | NS      | $577684.65    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Guangzhou Tinci Materials Technology Co. Ltd.                             | Guangzhou Tinci Materials Technology Co. Ltd., Class A                                     | CUSIP: N/A<br>LEI: 836800Y28XV3QK34CB65       | Long             | EC               | CORP              | CN        |      4500 | NS      | $28448.18     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| National Australia Bank Ltd.                                              | National Australia Bank Ltd.                                                               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | EC               | CORP              | AU        |     38855 | NS      | $788896.56    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | S&P 500 E-Mini Index                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        51 | NC      | $-328540.25   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                         | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225000 | PA      | $210973.49    | 0.05%             | 2053-01-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3133A8S40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5409 | PA      | $4885.27      | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                         | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $197044.28    | 0.05%             | 2053-01-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                            | Structured Asset Mortgage Investments II Trust, Series 2006-AR4, Class 3A1                 | CUSIP: 86360QAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11176 | PA      | $9156.47      | 0.00%             | 2036-06-25      | Floating      | 4.77%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                   | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      6954 | NS      | $3686871.72   | 0.87%             |  |  |  | No            | 1                  | On Loan: No      |
| Crescent Point Energy Corp.                                               | Crescent Point Energy Corp.                                                                | CUSIP: 22576C101<br>LEI: 549300FTKUHZK8OC7N74 | Long             | EC               | CORP              | CA        |     49122 | NS      | $350456.81    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                        | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     43000 | PA      | $34997.97     | 0.01%             | 2031-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| General Motors Co.                                                        | General Motors Co.                                                                         | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      5983 | NS      | $201268.12    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Givaudan SA                                                               | Givaudan SA (Registered)                                                                   | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |       222 | NS      | $679965.42    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                            | Thermo Fisher Scientific, Inc.                                                             | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1741 | NS      | $958751.29    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31417FR75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125485 | PA      | $114174.88    | 0.03%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36196FZG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4670 | PA      | $4349.11      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corp.                                     | International Business Machines Corp.                                                      | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1656.94      | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179DEK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28010 | PA      | $26342.47     | 0.01%             | 2042-12-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                         | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75000 | PA      | $72169.22     | 0.02%             | 2053-01-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17461 | PA      | $16301.86     | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Credicorp Ltd.                                                            | Credicorp Ltd.                                                                             | CUSIP: N/A<br>LEI: 529900UYAEYQCQ2BKB17       | Long             | EC               | CORP              | BM        |       427 | NS      | $57926.82     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140XBNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1303313 | PA      | $1199278.39   | 0.28%             | 2051-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                        | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    265000 | PA      | $212341.60    | 0.05%             | 2046-11-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140J6DA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1328 | PA      | $1241.93      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                                         | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $371005.88    | 0.09%             | 2028-03-24      | Variable      | 4.17%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WD6X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       196 | PA      | $183.51       | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 31307NNV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5157 | PA      | $4830.31      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Novartis AG                                                               | Novartis AG (Registered)                                                                   | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |     21506 | NS      | $1946238.26   | 0.46%             |  |  |  | No            | 2                  | On Loan: No      |
| ONEOK, Inc.                                                               | ONEOK, Inc.                                                                                | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    540000 | PA      | $548610.29    | 0.13%             | 2031-01-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Kellogg Co.                                                               | Kellogg Co.                                                                                | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $243906.61    | 0.06%             | 2030-06-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Brighthouse Financial, Inc.                                               | Brighthouse Financial, Inc.                                                                | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      1420 | NS      | $72803.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Diageo Capital plc                                                        | Diageo Capital plc                                                                         | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    780000 | PA      | $640679.22    | 0.15%             | 2030-04-29      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132M9MM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5387 | PA      | $5048.44      | 0.00%             | 2044-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Incyte Corp.                                                              | Incyte Corp.                                                                               | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      1825 | NS      | $146584.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                                       | Hanover Insurance Group, Inc. (The)                                                        | CUSIP: 410867AF2<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1007778.87   | 0.24%             | 2026-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Visa, Inc.                                                                | Visa, Inc., Class A                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     11695 | NS      | $2429753.20   | 0.58%             |  |  |  | No            | 1                  | On Loan: —       |
| Reliance Steel & Aluminum Co.                                             | Reliance Steel & Aluminum Co.                                                              | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    530000 | PA      | $417355.90    | 0.10%             | 2030-08-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                   | CUSIP: 539439AV1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    730000 | PA      | $679648.59    | 0.16%             | 2026-02-05      | Variable      | 2.44%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132XWA84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5011 | PA      | $4708.34      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Allied Supreme Corp.                                                      | Allied Supreme Corp.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      2000 | NS      | $20828.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WPHP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7562 | PA      | $6880.90      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Barratt Developments plc                                                  | Barratt Developments plc                                                                   | CUSIP: N/A<br>LEI: 2138006R85VEOF5YNK29       | Long             | EC               | CORP              | GB        |     64397 | NS      | $307579.20    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| NXP BV                                                                    | NXP BV                                                                                     | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23835.94     | 0.01%             | 2026-06-18      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179XFE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    374610 | PA      | $334025.99    | 0.08%             | 2052-09-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                        | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7063000 | PA      | $6420708.44   | 1.52%             | 2029-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp.                                                          | McDonald's Corp.                                                                           | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      2981 | NS      | $785582.93    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Santander UK Group Holdings plc                                           | Santander UK Group Holdings plc                                                            | CUSIP: 80281LAN5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    237000 | PA      | $221432.69    | 0.05%             | 2025-03-15      | Variable      | 1.09%                 | No            | 2                  | On Loan: No      |
| VMware, Inc.                                                              | VMware, Inc.                                                                               | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    193000 | PA      | $146460.73    | 0.03%             | 2031-08-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Resuritization Trust                     | CWHEQ Revolving Home Equity Loan Resuritization Trust, Series 2006-RES, Class 5B1A         | CUSIP: 23242YBC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13257 | PA      | $13067.90     | 0.00%             | 2035-05-15      | Floating      | 4.51%                 | No            | 2                  | On Loan: No      |
| General Electric Co.                                                      | General Electric Co.                                                                       | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     14303 | NS      | $1198448.37   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Cirrus Logic, Inc.                                                        | Cirrus Logic, Inc.                                                                         | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       528 | NS      | $39325.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                        | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |  -1253000 | PA      | $-1067790.94  | -0.25%            | 2030-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Sirius XM Radio, Inc.                                                     | Sirius XM Radio, Inc.                                                                      | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228195.00    | 0.05%             | 2029-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                         | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    310000 | PA      | $300045.69    | 0.07%             | 2053-01-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                        | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4000 | PA      | $3513.44      | 0.00%             | 2029-01-31      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132J7RZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16659 | PA      | $15174.79     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36196FZE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5542 | PA      | $5161.05      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                        | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    129000 | PA      | $110597.34    | 0.03%             | 2027-05-31      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Flex Ltd.                                                                 | Flex Ltd.                                                                                  | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    290000 | PA      | $272835.63    | 0.06%             | 2026-02-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                  | Bunge Ltd. Finance Corp.                                                                   | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    480000 | PA      | $393946.49    | 0.09%             | 2031-05-14      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Lehman ABS Manufactured Housing Contract Trust                            | Lehman ABS Manufactured Housing Contract Trust, Series 2001-B, Class M1                    | CUSIP: 52519SAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51606 | PA      | $51112.81     | 0.01%             | 2040-04-15      | Variable      | 6.63%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36202FDW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1657 | PA      | $1653.97      | 0.00%             | 2040-01-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Moody's Corp.                                                             | Moody's Corp.                                                                              | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     69000 | PA      | $63601.56     | 0.02%             | 2028-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Stora Enso OYJ                                                            | Stora Enso OYJ, Class R                                                                    | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | EC               | CORP              | FI        |       564 | NS      | $7952.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Accenture plc                                                             | Accenture plc, Class A                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      8617 | NS      | $2299360.28   | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 31296WPQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31678 | PA      | $32201.83     | 0.01%             | 2034-01-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                                               | B3 SA - Brasil Bolsa Balcao                                                                | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |      3736 | NS      | $9419.65      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-OA8, Class 2A1                                         | CUSIP: 02148GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12797 | PA      | $9287.15      | 0.00%             | 2047-06-25      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179S5M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13123 | PA      | $12599.20     | 0.00%             | 2047-05-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31418QGR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1122 | PA      | $1120.22      | 0.00%             | 2025-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140QGKA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118310 | PA      | $108551.31    | 0.03%             | 2035-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    652785 | PA      | $565525.37    | 0.13%             | 2052-04-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                         | CUSIP: 01F032419<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     61000 | PA      | $58351.75     | 0.01%             | 2038-01-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| COMSYS Holdings Corp.                                                     | COMSYS Holdings Corp.                                                                      | CUSIP: N/A<br>LEI: 529900BXEDA1UA6QX260       | Long             | EC               | CORP              | JP        |      3500 | NS      | $61411.38     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36202FPF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36066 | PA      | $34709.92     | 0.01%             | 2041-01-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Hiwin Technologies Corp.                                                  | Hiwin Technologies Corp.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      2000 | NS      | $11837.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| 3M Co.                                                                    | 3M Co.                                                                                     | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    410000 | PA      | $359951.01    | 0.09%             | 2030-04-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WHFF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6151 | PA      | $5518.84      | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                           | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     10008 | NS      | $932645.52    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132HRMP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56133 | PA      | $51134.20     | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    886000 | PA      | $788881.43    | 0.19%             | 2028-02-24      | Variable      | 2.64%                 | No            | 2                  | On Loan: No      |
| BorgWarner, Inc.                                                          | BorgWarner, Inc.                                                                           | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      7188 | NS      | $289317.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| CSMC Mortgage-Backed Trust                                                | CSMC Mortgage-Backed Trust, Series 2007-5, Class 1A11                                      | CUSIP: 22944BAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23792 | PA      | $12966.56     | 0.00%             | 2037-08-25      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Cogent Communications Group, Inc.                                         | Cogent Communications Group, Inc.                                                          | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244982.02    | 0.06%             | 2027-06-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CBRE Services, Inc.                                                       | CBRE Services, Inc.                                                                        | CUSIP: 12505BAD2<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167832.66    | 0.04%             | 2026-03-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140QM4T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80539 | PA      | $69094.42     | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BRF SA                                                                    | BRF SA                                                                                     | CUSIP: N/A<br>LEI: 254900MTXR9LUVQFU480       | Long             | EC               | CORP              | BR        |      1755 | NS      | $2704.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 31307U5V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       919 | PA      | $875.38       | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1664736 | PA      | $1442726.61   | 0.34%             | 2052-03-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132GD3M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10638 | PA      | $10526.74     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Dell Technologies, Inc.                                                   | Dell Technologies, Inc., Class C                                                           | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      6857 | NS      | $275788.54    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31417GLT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65193 | PA      | $59278.43     | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Diageo Capital plc                                                        | Diageo Capital plc                                                                         | CUSIP: 25243YBC2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $430944.50    | 0.10%             | 2025-09-29      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Allegion US Holding Co., Inc.                                             | Allegion US Holding Co., Inc.                                                              | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13538.59     | 0.00%             | 2027-10-01      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Capgemini SE                                                              | Capgemini SE                                                                               | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |       301 | NS      | $50320.03     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Celltrion, Inc.                                                           | Celltrion, Inc.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       427 | NS      | $54554.46     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    386735 | PA      | $325987.58    | 0.08%             | 2042-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140J8ZR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48504 | PA      | $47815.67     | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Nomura Real Estate Holdings, Inc.                                         | Nomura Real Estate Holdings, Inc.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     10300 | NS      | $220242.77    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                         | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    218000 | PA      | $188352.83    | 0.04%             | 2026-07-15      | Fixed         | 1.05%                 | No            | 2                  | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                                        | Grupo Financiero Banorte SAB de CV, Class O                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |     38360 | NS      | $276068.38    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Suzuki Motor Corp.                                                        | Suzuki Motor Corp.                                                                         | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |      2800 | NS      | $89676.58     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Mavi Giyim Sanayi ve Ticaret A/S                                          | Mavi Giyim Sanayi ve Ticaret A/S, Class B                                                  | CUSIP: N/A<br>LEI: 7890004V7753Z4N1L403       | Long             | EC               | CORP              | TR        |      1800 | NS      | $12732.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kinsus Interconnect Technology Corp.                                      | Kinsus Interconnect Technology Corp.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     10000 | NS      | $33810.57     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138XYBY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6312 | PA      | $5908.29      | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138YBX65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3724 | PA      | $3562.32      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132KE2B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13207 | PA      | $12397.94     | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| QUALCOMM, Inc.                                                            | QUALCOMM, Inc.                                                                             | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      2198 | NS      | $241648.12    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CPFL Energia SA                                                           | CPFL Energia SA                                                                            | CUSIP: N/A<br>LEI: 529900GBWSBDXN8GGM28       | Long             | EC               | CORP              | BR        |     26929 | NS      | $169395.93    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| GSR Mortgage Loan Trust                                                   | GSR Mortgage Loan Trust, Series 2007-1F, Class 2A4                                         | CUSIP: 3622MPAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1017 | PA      | $1238.76      | 0.00%             | 2037-01-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                  | Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE1, Class A2MZ                      | CUSIP: 61744CKH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78383 | PA      | $67948.29     | 0.02%             | 2034-12-25      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                         | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47541.75     | 0.01%             | 2026-06-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | MSCI EAFE E-Mini Index                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -17 | NC      | $39086.91     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                 | Coca-Cola Femsa SAB de CV                                                                  | CUSIP: N/A<br>LEI: 5493008KEVFYPMGTXO33       | Long             | EC               | CORP              | MX        |     18940 | NS      | $128191.14    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Steel Dynamics, Inc.                                                      | Steel Dynamics, Inc.                                                                       | CUSIP: 858119BJ8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33246.11     | 0.01%             | 2024-12-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-OH2, Class A2A                                         | CUSIP: 02151RAC7<br>LEI: 549300QKXMAFE33VN106 | Long             | ABS-MBS          | CORP              | US        |      6142 | PA      | $4902.32      | 0.00%             | 2047-08-25      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    436643 | PA      | $378905.34    | 0.09%             | 2051-10-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Spirax-Sarco Engineering plc                                              | Spirax-Sarco Engineering plc                                                               | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Long             | EC               | CORP              | GB        |       381 | NS      | $48665.35     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2019-2A, Class A1                              | CUSIP: 64830DAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35614 | PA      | $33657.87     | 0.01%             | 2057-12-25      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140L6BK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40194 | PA      | $33175.02     | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| L'Oreal SA                                                                | L'Oreal SA                                                                                 | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |       143 | NS      | $51207.98     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Campbell Soup Co.                                                         | Campbell Soup Co.                                                                          | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    170000 | PA      | $162345.68    | 0.04%             | 2028-03-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                             | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32103.77     | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                       | Bear Stearns Mortgage Funding Trust, Series 2006-SL1, Class A1                             | CUSIP: 07400WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12439 | PA      | $12022.94     | 0.00%             | 2036-08-25      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| Auto Trader Group plc                                                     | Auto Trader Group plc                                                                      | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |     44293 | NS      | $275828.19    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WC7G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9670 | PA      | $9298.37      | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3129414T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5022 | PA      | $4828.28      | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Long Beach Mortgage Loan Trust                                            | Long Beach Mortgage Loan Trust, Series 2006-5, Class 2A3                                   | CUSIP: 54251PAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21068 | PA      | $10309.04     | 0.00%             | 2036-06-25      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                               | Apple, Inc.                                                                                | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    305000 | PA      | $259157.26    | 0.06%             | 2052-08-08      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                               | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     57000 | PA      | $55865.54     | 0.01%             | 2030-04-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| StarPower Semiconductor Ltd.                                              | StarPower Semiconductor Ltd., Class A                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       700 | NS      | $33261.28     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Diageo Capital plc                                                        | Diageo Capital plc                                                                         | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $366190.71    | 0.09%             | 2033-01-24      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    694000 | PA      | $656591.62    | 0.16%             | 2053-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Nomad Foods Ltd.                                                          | Nomad Foods Ltd.                                                                           | CUSIP: N/A<br>LEI: 5493000ZZ1837DS2SI43       | Long             | EC               | CORP              | VG        |     10277 | NS      | $177175.48    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                        | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    347000 | PA      | $215492.42    | 0.05%             | 2040-08-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Electronic Arts, Inc.                                                     | Electronic Arts, Inc.                                                                      | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    122000 | PA      | $95890.37     | 0.02%             | 2031-02-15      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                             | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    407000 | PA      | $372712.05    | 0.09%             | 2029-01-24      | Variable      | 3.77%                 | No            | 2                  | On Loan: No      |
| Ford Motor Co.                                                            | Ford Motor Co.                                                                             | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      5023 | NS      | $58417.49     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Option One Mortgage Loan Trust                                            | Option One Mortgage Loan Trust, Series 2007-FXD2, Class 1A1                                | CUSIP: 68403BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36030 | PA      | $31270.11     | 0.01%             | 2037-03-25      | Variable      | 5.82%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36196FZF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6017 | PA      | $5607.95      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Sao Martinho SA                                                           | Sao Martinho SA                                                                            | CUSIP: N/A<br>LEI: 549300R3Z74BNJBF4161       | Long             | EC               | CORP              | BR        |     12912 | NS      | $64432.18     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ONEOK, Inc.                                                               | ONEOK, Inc.                                                                                | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333952.10    | 0.08%             | 2026-01-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3128M9WN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43824 | PA      | $45492.27     | 0.01%             | 2041-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SL Liquidity Series, LLC                                                  | Money Market Series                                                                        | CUSIP: N/A<br>LEI: 549300I0RQO84VDWQP47       | Long             | STIV             | RF                | US        |   7895362 | NS      | $7894572.07   | 1.87%             |  |  |  | No            | N/A                | On Loan: No      |
| MTN Group Ltd.                                                            | MTN Group Ltd.                                                                             | CUSIP: N/A<br>LEI: 2549009JD6Q6XHZS5E05       | Long             | EC               | CORP              | ZA        |     26195 | NS      | $195643.88    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Berry Global Group, Inc.                                                  | Berry Global Group, Inc.                                                                   | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |       242 | NS      | $14624.06     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bouygues SA                                                               | Bouygues SA                                                                                | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |      5006 | NS      | $150138.78    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                       | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    590000 | PA      | $575122.19    | 0.14%             | 2028-07-25      | Variable      | 4.85%                 | No            | 2                  | On Loan: No      |
| Suzhou Maxwell Technologies Co. Ltd.                                      | Suzhou Maxwell Technologies Co. Ltd., Class A                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       400 | NS      | $23746.16     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Exelon Corp.                                                              | Exelon Corp.                                                                               | CUSIP: 30161NAZ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17424.60     | 0.00%             | 2027-03-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| E Ink Holdings, Inc.                                                      | E Ink Holdings, Inc.                                                                       | CUSIP: N/A<br>LEI: 529900UOR451FJJYL571       | Long             | EC               | CORP              | TW        |     18000 | NS      | $94260.88     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132G5AU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3574 | PA      | $3391.67      | 0.00%             | 2028-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Brixmor Property Group, Inc.                                              | Brixmor Property Group, Inc.                                                               | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |       589 | NS      | $13352.63     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140QM4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171525 | PA      | $146871.94    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138YBX73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18375 | PA      | $17577.47     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Migros Ticaret A/S                                                        | Migros Ticaret A/S                                                                         | CUSIP: N/A<br>LEI: 5493002IOWNT1QZMAA74       | Long             | EC               | CORP              | TR        |     21802 | NS      | $170781.22    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                        | National Rural Utilities Cooperative Finance Corp.                                         | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30380.17     | 0.01%             | 2031-06-15      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| American Home Mortgage Assets Trust                                       | American Home Mortgage Assets Trust, Series 2006-3, Class 2A11                             | CUSIP: 02660UAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44906 | PA      | $31058.37     | 0.01%             | 2046-10-25      | Floating      | 2.99%                 | No            | 2                  | On Loan: No      |
| Sunwoda Electronic Co. Ltd.                                               | Sunwoda Electronic Co. Ltd., Class A                                                       | CUSIP: N/A<br>LEI: 836800CQGW5QDXND0Q43       | Long             | EC               | CORP              | CN        |     19500 | NS      | $59421.17     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| IDEX Corp.                                                                | IDEX Corp.                                                                                 | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    980000 | PA      | $811243.84    | 0.19%             | 2031-06-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179RD71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17840 | PA      | $16655.61     | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Republic Services, Inc.                                                   | Republic Services, Inc.                                                                    | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16738.50     | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Fuchs Petrolub SE                                                         | Fuchs Petrolub SE (Preference)                                                             | CUSIP: N/A<br>LEI: 529900SNF9E1P5ZO4P98       | Long             | EP               | CORP              | DE        |       336 | NS      | $11744.74     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Option One Mortgage Loan Trust                                            | Option One Mortgage Loan Trust, Series 2007-CP1, Class 2A3                                 | CUSIP: 68402YAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $30929.58     | 0.01%             | 2037-03-25      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| Texas Instruments, Inc.                                                   | Texas Instruments, Inc.                                                                    | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      5994 | NS      | $990328.68    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                  | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    160000 | PA      | $145468.55    | 0.03%             | 2027-03-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Tibet Summit Resources Co. Ltd.                                           | Tibet Summit Resources Co. Ltd., Class A                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     20000 | NS      | $66090.73     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| APERAM SA                                                                 | APERAM SA                                                                                  | CUSIP: N/A<br>LEI: 5493001136GE6L4R7M63       | Long             | EC               | CORP              | LU        |       420 | NS      | $13319.72     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AMN Healthcare, Inc.                                                      | AMN Healthcare, Inc.                                                                       | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    285000 | PA      | $243885.90    | 0.06%             | 2029-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 312938GD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4666 | PA      | $4630.46      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SSE plc                                                                   | SSE plc                                                                                    | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |      3363 | NS      | $69166.63     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Moderna, Inc.                                                             | Moderna, Inc.                                                                              | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       783 | NS      | $140642.46    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 31307UR34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       712 | PA      | $678.10       | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Salesforce, Inc.                                                          | Salesforce, Inc.                                                                           | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      9470 | NS      | $1255627.30   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| InterContinental Hotels Group plc                                         | InterContinental Hotels Group plc                                                          | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |      2610 | NS      | $149758.68    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| FS KKR Capital Corp.                                                      | FS KKR Capital Corp.                                                                       | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    196000 | PA      | $163627.69    | 0.04%             | 2027-01-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132HNMK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5513 | PA      | $5166.17      | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Garmin Ltd.                                                               | Garmin Ltd.                                                                                | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |      2030 | NS      | $187348.70    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 31292LGU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46291 | PA      | $43380.81     | 0.01%             | 2042-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Workday, Inc.                                                             | Workday, Inc., Class A                                                                     | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      3151 | NS      | $527256.83    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| BIM Birlesik Magazalar A/S                                                | BIM Birlesik Magazalar A/S                                                                 | CUSIP: N/A<br>LEI: 7890001GCDJQD8DJKE29       | Long             | EC               | CORP              | TR        |      7506 | NS      | $54852.73     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138LTL63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       773 | PA      | $723.30       | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| New Oriental Education & Technology Group, Inc.                           | New Oriental Education & Technology Group, Inc.                                            | CUSIP: N/A<br>LEI: 529900NHZVBZQZ8EKN29       | Long             | EC               | CORP              | KY        |      2100 | NS      | $7402.62      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140J9Y96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6947 | PA      | $6955.99      | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138Y4UY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3459 | PA      | $3308.92      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138W5M21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27529 | PA      | $25047.92     | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140EXEK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22750 | PA      | $22499.32     | 0.01%             | 2046-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                   | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $360654.63    | 0.09%             | 2030-02-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                        | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     66000 | PA      | $67974.84     | 0.02%             | 2039-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Klepierre SA                                                              | Klepierre SA                                                                               | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |      2607 | NS      | $60171.19     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| H&R Block, Inc.                                                           | H&R Block, Inc.                                                                            | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      6518 | NS      | $237972.18    | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Amada Co. Ltd.                                                            | Amada Co. Ltd.                                                                             | CUSIP: N/A<br>LEI: 529900QF5O6TQGCPDX85       | Long             | EC               | CORP              | JP        |     79100 | NS      | $615979.56    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                               | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    470000 | PA      | $439487.67    | 0.10%             | 2028-03-28      | Variable      | 4.02%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132JADY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6145 | PA      | $5746.66      | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Pernod Ricard SA                                                          | Pernod Ricard SA                                                                           | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |      3281 | NS      | $645447.13    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Credito Real SAB de CV SOFOM ER                                           | Credito Real SAB de CV SOFOM ER, Term Loan A                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | MX        |      7000 | PA      | $133.00       | 0.00%             | 2023-02-21      | Variable      | 5.25%                 | No            | 3                  | On Loan: No      |
| Automatic Data Processing, Inc.                                           | Automatic Data Processing, Inc.                                                            | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1310798.16   | 0.31%             | 2028-05-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                 | Consolidated Edison Co. of New York, Inc.                                                  | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    290000 | PA      | $237079.80    | 0.06%             | 2031-06-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3132GSSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10100 | PA      | $9465.02      | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    987035 | PA      | $878885.97    | 0.21%             | 2052-05-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140XFRT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127044 | PA      | $105094.00    | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Samsung Electronics Co. Ltd.                                              | Samsung Electronics Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |     14454 | NS      | $634432.94    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                                   | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    130000 | PA      | $103940.44    | 0.02%             | 2031-05-24      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Progressive Corp. (The)                                                   | Progressive Corp. (The)                                                                    | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    180000 | PA      | $165712.32    | 0.04%             | 2027-03-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140KKX33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27576 | PA      | $22554.06     | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Zoetis, Inc.                                                              | Zoetis, Inc.                                                                               | CUSIP: 98978VAK9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    370000 | PA      | $368625.44    | 0.09%             | 2025-11-13      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia (The)                                                 | Bank of Nova Scotia (The)                                                                  | CUSIP: 0641598K5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $436741.32    | 0.10%             | 2026-09-15      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3138WFQ25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17448 | PA      | $16358.24     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                      | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    335000 | PA      | $281900.52    | 0.07%             | 2029-06-14      | Variable      | 2.09%                 | No            | 2                  | On Loan: No      |
| Luxshare Precision Industry Co. Ltd.                                      | Luxshare Precision Industry Co. Ltd., Class A                                              | CUSIP: N/A<br>LEI: 300300QLLDUELXN16530       | Long             | EC               | CORP              | CN        |      6300 | NS      | $28833.26     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Palo Alto Networks, Inc.                                                  | Palo Alto Networks, Inc.                                                                   | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      4484 | NS      | $625697.36    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG (Registered)                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |      9318 | NS      | $104748.94    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                       | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    199000 | PA      | $181030.94    | 0.04%             | 2027-03-04      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31416VXQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27384 | PA      | $26300.16     | 0.01%             | 2036-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                              | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       783 | NS      | $512888.49    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 3140J7R64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36876 | PA      | $36213.85     | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| eBay, Inc.                                                                | eBay, Inc.                                                                                 | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     17609 | NS      | $730245.23    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                               | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $282906.33    | 0.07%             | 2033-11-02      | Variable      | 7.44%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                         | CUSIP: 31418CZ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32585 | PA      | $31046.93     | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Studio Dragon Corp.                                                       | Studio Dragon Corp.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       201 | NS      | $13736.84     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Best Buy Co., Inc.                                                        | Best Buy Co., Inc.                                                                         | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      9140 | NS      | $733119.40    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                           | CUSIP: 3128MABR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54106 | PA      | $50670.20     | 0.01%             | 2044-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                   | CUSIP: 36213FZ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5962 | PA      | $5606.66      | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

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

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer