# EDGAR Filing Document

**Accession Number:** 0000914209
**File Stem:** 0002071691-25-006491
**Filing Date:** 2025-11
**Character Count:** 931776
**Document Hash:** 32067a5b7d5d1bc1a21278ee799e91c8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-006491.hdr.sgml**: 20251124

**ACCESSION NUMBER**: 0002071691-25-006491

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251124

**DATE AS OF CHANGE**: 20251124

**PERIOD START**: 20250930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07121
- **FILM NUMBER:** 251511870

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $657683304.21

**Total Liabilities:** $74907685.13

**Net Assets:** $582775619.08

**Amount of Assets Invested in Other Investment Companies:** $2198102.27

**Delayed Delivery Securities:** $68131638.33

**Cash Not Reported:** $2833.34

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -652.33000000 | **1-Year:** -5999.36000000 | **5-Year:** -16445.76000000 | **10-Year:** -22717.32000000 | **30-Year:** -27787.14000000

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

- **3-Month:** -12.95000000 | **1-Year:** -11600.65000000 | **5-Year:** -45559.53000000 | **10-Year:** -38264.54000000 | **30-Year:** -45179.13000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000117947 | 0.08%                | 1.81%                | 1.87%                |
| Class ID C000174662 | 0.12%                | 1.82%                | 1.88%                |
| Class ID C000002315 | -0.00%               | 1.67%                | 1.83%                |
| Class ID C000002317 | 0.09%                | 1.67%                | 1.82%                |
| Class ID C000002318 | 0.10%                | 1.82%                | 1.87%                |
| Class ID C000117948 | 0.11%                | 1.73%                | 1.88%                |
| Class ID C000002313 | 0.14%                | 1.64%                | 1.89%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2446794.43              | $419682.10                                 |
| Month 2  | $2049697.77              | $9423816.56                                |
| Month 3  | $1085325.95              | $11873977.22                               |

**Designated Index Information**

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

- **Index Identifier:** IDX01292

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    790000 | PA      | $835804.90    | 0.14%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CBRE Group, Inc.                                                                 | CBRE Group, Inc., Class A                                                             | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      5587 | NS      | $880287.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                      | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10612.82     | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                            | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23355.99     | 0.00%             | 2031-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Third Coast Bancshares, Inc.                                                     | Third Coast Bancshares, Inc.                                                          | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       330 | NS      | $12530.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                       | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       800 | NS      | $134784.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC STACR Debt Notes                                                           | FHLMC STACR Debt Notes, Series 2015-DNA3, Class M3                                    | CUSIP: 3137G0GW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40994 | PA      | $41111.77     | 0.01%             | 2028-04-25      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                         | Energizer Holdings, Inc.                                                              | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28811.10     | 0.00%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                   | Constellium SE                                                                        | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | DBT              | CORP              | FR        |    105000 | PA      | $120300.45    | 0.02%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust, Series 2013-CR13, Class D                                        | CUSIP: 12630BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    299000 | PA      | $168935.00    | 0.03%             | 2046-11-10      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                      | Toll Brothers Finance Corp.                                                           | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $101323.22    | 0.02%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  13263000 | PA      | $206601.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                    | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F0406A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $942596.84    | 0.16%             | 2055-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                     | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2203000 | PA      | $2051299.17   | 0.35%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CVS Pass Through Trust                                                           | CVS Pass-Through Trust                                                                | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16364 | PA      | $16706.95     | 0.00%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $46.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COPT Defense Properties                                                          | COPT Defense Properties                                                               | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |       389 | NS      | $11304.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                                                        | PVH Corp.                                                                             | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76437.90     | 0.01%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                          | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      3406 | NS      | $957903.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA or FHLMC                                                                    | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F0626A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5167699.70   | 0.89%             | 2055-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $721.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | Telefonica Emisiones SA                                                               | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    672000 | PA      | $577256.62    | 0.10%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2016-C04, Class 1M2                  | CUSIP: 30711XDA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    240055 | PA      | $244822.01    | 0.04%             | 2029-01-25      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    104000 | PA      | $106089.79    | 0.02%             | 2029-04-12      | Fixed         | 4.99%                 | 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      | $1829.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                                                  | Eaton Corp. plc                                                                       | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       367 | NS      | $137349.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelis Insurance Holdings Ltd.                                                  | Fidelis Insurance Holdings Ltd.                                                       | CUSIP: N/A<br>LEI: 549300CDMGCAGJQ7DX03       | Long             | EC               | CORP              | BM        |       765 | NS      | $13884.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Industries, Inc.                                                        | Standard Industries, Inc.                                                             | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67160.07     | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| InterDigital, Inc.                                                               | InterDigital, Inc.                                                                    | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       294 | NS      | $101497.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos, Inc.                                                                      | Sonos, Inc.                                                                           | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      4344 | NS      | $68635.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp.                                                           | Monster Beverage Corp.                                                                | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      2432 | NS      | $163697.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                                | Chase Home Lending Mortgage Trust, Series 2025-7, Class A11                           | CUSIP: 16160AAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62262 | PA      | $62461.99     | 0.01%             | 2056-05-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                      | Beach Acquisition Bidco LLC                                                           | CUSIP: 07337JAE7<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    100000 | PA      | $120636.36    | 0.02%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ4B9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11856 | PA      | $12320.85     | 0.00%             | 2049-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                   | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      1849 | NS      | $131371.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trestles CLO IV Ltd.                                                             | Trestles CLO IV Ltd., Series 2021-4A, Class A                                         | CUSIP: 89532WAA7<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250387.45    | 0.04%             | 2034-07-21      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDI                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   4518000 | PA      | $148615.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2025-R02, Class 1A1                  | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106876 | PA      | $107063.10    | 0.02%             | 2045-02-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| PRA Group, Inc.                                                                  | PRA Group, Inc.                                                                       | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160144.14    | 0.03%             | 2030-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                     | Cadence Design Systems, Inc.                                                          | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      3648 | NS      | $1281396.48   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate, Inc.                                                       | Anywhere Real Estate, Inc.                                                            | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |      2961 | NS      | $31356.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                                                               | Lam Research Corp.                                                                    | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      3281 | NS      | $439325.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co. Ltd.                                                                | Mitsui & Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |     20500 | NS      | $509039.90    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Carter's, Inc.                                                                   | Carter's, Inc.                                                                        | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      1500 | NS      | $42330.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | Federation des Caisses Desjardins du Quebec                                           | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $402365.14    | 0.07%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Corp.                                                            | Gulfport Energy Corp.                                                                 | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |        67 | NS      | $12125.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abu Dhabi Islamic Bank PJSC                                                      | Abu Dhabi Islamic Bank PJSC                                                           | CUSIP: N/A<br>LEI: 5493006DOLY8O98XHD74       | Long             | EC               | CORP              | AE        |     77615 | NS      | $460741.13    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                        | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    322000 | PA      | $275318.20    | 0.05%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                            | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      2309 | NS      | $137939.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7, Inc.                                                                     | Rapid7, Inc.                                                                          | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |      3073 | NS      | $57618.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                               | CHS/Community Health Systems, Inc.                                                    | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63620.82     | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| JPMorgan Prime Money Market Fund                                                 | JPMorgan Prime Money Market Fund                                                      | CUSIP: N/A<br>LEI: 549300YD7H8SEEU7VG41       | Long             | STIV             | RF                | US        |   1987673 | NS      | $1987672.85   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                                                      | Euronext NV                                                                           | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |      4033 | NS      | $603786.20    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Hancock Whitney Corp.                                                            | Hancock Whitney Corp.                                                                 | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      1217 | NS      | $76196.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                   | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176841.37    | 0.03%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                           | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    604000 | PA      | $615669.12    | 0.11%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BlackRock, Inc.                                                                  | BlackRock, Inc.                                                                       | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       650 | NS      | $757815.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch + Lomb Corp.                                                              | Bausch + Lomb Corp.                                                                   | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $41737.50     | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                       | Warnermedia Holdings, Inc.                                                            | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     90000 | PA      | $71905.05     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas and Electric Co.                                                          | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    211000 | PA      | $217277.26    | 0.04%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust, Series 2019-GC38, Class XA                              | CUSIP: 36252SAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3457232 | PA      | $98619.61     | 0.02%             | 2052-02-10      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                          | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206350.09    | 0.04%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M1                  | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16585 | PA      | $16641.97     | 0.00%             | 2043-07-25      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                     | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     15085 | NS      | $1700833.75   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                                                             | Vulcan Materials Co.                                                                  | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      2247 | NS      | $691222.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp.                                                          | Louisiana-Pacific Corp.                                                               | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      1453 | NS      | $129084.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc., Class A                                                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     32372 | NS      | $7869633.20   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                                                      | Brinker International, Inc.                                                           | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |       584 | NS      | $73981.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management, Inc.                                                   | Apollo Global Management, Inc.                                                        | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |       747 | NS      | $52499.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Pass Through Trust                                                           | CVS Pass-Through Trust, Series 2013                                                   | CUSIP: 12665UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    161151 | PA      | $154347.10    | 0.03%             | 2036-01-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Hanesbrands, Inc.                                                                | Hanesbrands, Inc.                                                                     | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116577.78    | 0.02%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Experian plc                                                                     | Experian plc                                                                          | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |      2998 | NS      | $150581.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Expeditors International of Washington, Inc.                                     | Expeditors International of Washington, Inc.                                          | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      1103 | NS      | $135216.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                  | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62727.60     | 0.01%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                         | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     32312 | NS      | $3330074.72   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                                                 | Zions Bancorp NA                                                                      | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      2385 | NS      | $134943.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                                                                  | CME Group, Inc.                                                                       | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      3729 | NS      | $1007538.51   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                                                                  | Ingredion, Inc.                                                                       | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      1058 | NS      | $129192.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                       | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    321000 | PA      | $319755.52    | 0.05%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                               | Berry Global, Inc.                                                                    | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13371.76     | 0.00%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617K4U70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13520 | PA      | $13123.14     | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                   | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      4871 | NS      | $829336.46    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | ETRSI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   9611390 | PA      | $-14871.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CRH plc                                                                          | CRH plc                                                                               | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |      8402 | NS      | $1007399.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                                                              | Clean Harbors, Inc.                                                                   | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51244.95     | 0.01%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                      | McGraw-Hill Education, Inc.                                                           | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98782.33     | 0.02%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                 | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     19101 | NS      | $1280913.06   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies, Inc.                                                       | Resideo Technologies, Inc.                                                            | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |       782 | NS      | $33766.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1275.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6.46         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings, Inc.                                                       | Crowdstrike Holdings, Inc., Class A                                                   | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       315 | NS      | $154469.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       639 | NS      | $141110.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nouryon Finance BV                                                               | Nouryon Finance BV, First Lien, November 2024 Dollar CME Term Loan, B2                | CUSIP: N8232NAM9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     34391 | PA      | $34460.76     | 0.01%             | 2028-04-03      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                  | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |      3300 | NS      | $416395.81    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                     | Wisconsin Electric Power Co.                                                          | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    137000 | PA      | $136529.85    | 0.02%             | 2034-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                              | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    213000 | PA      | $218641.49    | 0.04%             | 2027-07-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                                   | K. Hovnanian Enterprises, Inc.                                                        | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30782.05     | 0.01%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Intrepid Potash, Inc.                                                            | Intrepid Potash, Inc.                                                                 | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |       398 | NS      | $12170.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets, Inc.                                                          | Robinhood Markets, Inc., Class A                                                      | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |       606 | NS      | $86767.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $159.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2023-R01, Class 1M1                  | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17245 | PA      | $17653.58     | 0.00%             | 2042-12-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| OneSpan, Inc.                                                                    | OneSpan, Inc.                                                                         | CUSIP: 68287N100<br>LEI: 984500E502E6DC354D26 | Long             | EC               | CORP              | US        |       749 | NS      | $11901.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pertamina Hulu Energi PT                                                         | Pertamina Hulu Energi PT                                                              | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $204484.06    | 0.04%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tango Therapeutics, Inc.                                                         | Tango Therapeutics, Inc.                                                              | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1691 | NS      | $14204.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods, Inc.                                                            | Cal-Maine Foods, Inc.                                                                 | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |       758 | NS      | $71327.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                                                     | AMETEK, Inc.                                                                          | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       796 | NS      | $149648.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO XVII Ltd.                                                   | Neuberger Berman CLO XVII Ltd., Series 2014-17A, Class AR3                            | CUSIP: 64129UCC7<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250811.37    | 0.04%             | 2038-07-22      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                     | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160668.74    | 0.03%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                    | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    310000 | PA      | $306852.93    | 0.05%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                                    | WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR13, Class A2B            | CUSIP: 92922FB80<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77595 | PA      | $74984.25     | 0.01%             | 2034-11-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                                  | JH North America Holdings, Inc.                                                       | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41005.76     | 0.01%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd.                                                                       | Chubb Ltd.                                                                            | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       493 | NS      | $139149.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander Funding Trust II                                                       | Alexander Funding Trust II                                                            | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $106967.47    | 0.02%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG                                    | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                             | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |       433 | NS      | $276459.34    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $801.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                              | Starwood Mortgage Residential Trust, Series 2020-3, Class A3                          | CUSIP: 85573MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    403000 | PA      | $366227.54    | 0.06%             | 2065-04-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                           | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    302000 | PA      | $263997.43    | 0.05%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Balchem Corp.                                                                    | Balchem Corp.                                                                         | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |        76 | NS      | $11404.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2022-R08, Class 1M1                  | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25167 | PA      | $25821.57     | 0.00%             | 2042-07-25      | Floating      | 6.91%                 | 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      | $906.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                     | Bain Capital Credit CLO Ltd., Series 2022-2A, Class A1R                               | CUSIP: 05682GAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250499.48    | 0.04%             | 2035-04-22      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Under Armour, Inc.                                                               | Under Armour, Inc.                                                                    | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50063.20     | 0.01%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Polaris, Inc.                                                                    | Polaris, Inc.                                                                         | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      1220 | NS      | $70918.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $111.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stoke Therapeutics, Inc.                                                         | Stoke Therapeutics, Inc.                                                              | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |      1944 | NS      | $45684.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group, Inc.                                                               | CoStar Group, Inc.                                                                    | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |      5466 | NS      | $461166.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries, Inc.                                                              | CF Industries, Inc.                                                                   | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101286.48    | 0.02%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                     | NVIDIA Corp.                                                                          | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    114383 | NS      | $21341580.14  | 3.66%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24975 | PA      | $22396.95     | 0.00%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2024-R06, Class 1M1                  | CUSIP: 20755RAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15517 | PA      | $15512.01     | 0.00%             | 2044-09-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp.                                                                            | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      8902 | NS      | $134242.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     49970 | NS      | $10971912.90  | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                              | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     70000 | PA      | $76254.37     | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                  | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    207000 | PA      | $208171.43    | 0.04%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                      | Crescent Energy Finance LLC                                                           | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121688.10    | 0.02%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JUUV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17467 | PA      | $18252.97     | 0.00%             | 2049-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                              | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    295000 | PA      | $295249.13    | 0.05%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | Freedom Mortgage Holdings LLC                                                         | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131122.50    | 0.02%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                                                                 | ServiceNow, Inc.                                                                      | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    335000 | PA      | $293457.65    | 0.05%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | Paraguay Government Bond                                                              | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $201986.00    | 0.03%             | 2027-03-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $556.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Therapeutics, Inc.                                                          | Sage Therapeutics, Inc., CVR                                                          | CUSIP: 786CVR019<br>LEI: 5493000JX4BJS9W6CN35 | Long             |  | CORP              | US        |      4187 | NS      | $753.66       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                       | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    364000 | PA      | $288558.54    | 0.05%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bloom Energy Corp.                                                               | Bloom Energy Corp., Class A                                                           | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |       179 | NS      | $15138.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties, Inc.                                                | Equity LifeStyle Properties, Inc.                                                     | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      2220 | NS      | $134754.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                                                       | New Jersey Resources Corp.                                                            | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      1342 | NS      | $64617.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                        | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      2480 | NS      | $143864.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                        | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    233000 | PA      | $230868.03    | 0.04%             | 2027-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                                            | Wrangler Holdco Corp.                                                                 | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31308.12     | 0.01%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                                    | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    264000 | PA      | $230660.08    | 0.04%             | 2064-07-02      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                        | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    156000 | PA      | $147412.09    | 0.03%             | 2030-01-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| OPENLANE, Inc.                                                                   | OPENLANE, Inc.                                                                        | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |       440 | NS      | $12663.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8688.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3140J9SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1201379 | PA      | $1080868.39   | 0.19%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                               | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    230000 | PA      | $224692.14    | 0.04%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                                      | Jabil, Inc.                                                                           | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       650 | NS      | $141160.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4457.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                                | Solstice Advanced Materials, Inc., First Lien, CME Term Loan, B                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32413 | PA      | $32494.20     | 0.01%             | 2032-09-17      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                   | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     78000 | PA      | $77346.98     | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                                       | National Bank of Greece SA                                                            | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |     27926 | NS      | $406642.82    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                                            | Interpublic Group of Cos., Inc. (The)                                                 | CUSIP: 460690BP4<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    744000 | PA      | $750152.53    | 0.13%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credo Technology Group Holding Ltd.                                              | Credo Technology Group Holding Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       997 | NS      | $145173.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA or FHLMC                                                                    | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F0224A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8000000 | PA      | $7526432.56   | 1.29%             | 2040-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ajinomoto Co., Inc.                                                              | Ajinomoto Co., Inc.                                                                   | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |      3600 | NS      | $103209.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercantile Bank Corp.                                                            | Mercantile Bank Corp.                                                                 | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |       246 | NS      | $11070.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-357.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ubiquiti, Inc.                                                                   | Ubiquiti, Inc.                                                                        | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       231 | NS      | $152593.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-78.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust                                               | Barclays Commercial Mortgage Trust, Series 2019-C3, Class C                           | CUSIP: 05550MAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121000 | PA      | $107434.46    | 0.02%             | 2052-05-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                                               | Nouryon Finance BV, First Lien, November 2024 Dollar CME Term Loan, B1                | CUSIP: N8232NAL1<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |     62798 | PA      | $62981.27     | 0.01%             | 2028-04-03      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                           | Mauser Packaging Solutions Holding Co.                                                | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80884.24     | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RingCentral, Inc.                                                                | RingCentral, Inc., Class A                                                            | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |      4588 | NS      | $130023.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                                                  | Hilton Worldwide Holdings, Inc.                                                       | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      5002 | NS      | $1297718.88   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                          | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    343000 | PA      | $356521.59    | 0.06%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ryanair Holdings plc                                                             | Ryanair Holdings plc                                                                  | CUSIP: N/A<br>LEI: 635400BR2ROC1FVEBQ56       | Long             | EC               | CORP              | IE        |     13108 | NS      | $383047.44    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 5036, Class IK                                                          | CUSIP: 3137F6TK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2130830 | PA      | $440367.16    | 0.08%             | 2050-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 31418CBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1439102 | PA      | $1301426.67   | 0.22%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                               | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    380000 | PA      | $402939.81    | 0.07%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BankUnited Trust                                                                 | BankUnited Trust, Series 2005-1, Class 1A1                                            | CUSIP: 06652DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31026 | PA      | $29451.97     | 0.01%             | 2045-09-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Northwest Natural Holding Co.                                                    | Northwest Natural Holding Co.                                                         | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |       303 | NS      | $13613.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares, Inc.                                                       | Northwest Bancshares, Inc.                                                            | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       993 | NS      | $12303.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity, Inc.                                                                   | Doximity, Inc., Class A                                                               | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1962 | NS      | $143520.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                                                              | Herc Holdings, Inc.                                                                   | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41130.12     | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-376.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                             | Otis Worldwide Corp.                                                                  | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    143000 | PA      | $133192.01    | 0.02%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H0426A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4000000 | PA      | $3879656.68   | 0.67%             | 2055-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1785 | NS      | $1087636.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                                           | RWE AG                                                                                | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |      1755 | NS      | $78060.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                        | KLA Corp.                                                                             | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       148 | NS      | $159632.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                                                             | Curtiss-Wright Corp.                                                                  | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       275 | NS      | $149308.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IPALCO Enterprises, Inc.                                                         | IPALCO Enterprises, Inc.                                                              | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122494.92    | 0.02%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Resecuritization Trust                                            | Morgan Stanley Resecuritization Trust, Series 2015-R4, Class CB1                      | CUSIP: 61690WAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19647 | PA      | $19649.90     | 0.00%             | 2047-08-26      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                                             | ENEOS Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |     43400 | NS      | $274861.18    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    450000 | PA      | $446083.85    | 0.08%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    305000 | PA      | $311606.19    | 0.05%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities, Inc.                                          | Mid-America Apartment Communities, Inc.                                               | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       951 | NS      | $132883.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Finance Corp. Ltd.                                                         | Power Finance Corp. Ltd.                                                              | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $195111.80    | 0.03%             | 2030-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                                                         | Option Care Health, Inc.                                                              | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |      1078 | NS      | $29925.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp.                                                                     | Subaru Corp.                                                                          | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |      6200 | NS      | $126351.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.                                               | BJ's Wholesale Club Holdings, Inc.                                                    | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      4694 | NS      | $437715.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions, Inc.                                                     | Financial Institutions, Inc.                                                          | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       415 | NS      | $11288.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                                                    | Gartner, Inc.                                                                         | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89742.52     | 0.02%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC / BRS Finance Corp.                                          | Big River Steel LLC / BRS Finance Corp.                                               | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $84100.88     | 0.01%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                                                 | Sony Group Corp.                                                                      | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |     20500 | NS      | $589307.39    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                              | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     22606 | NS      | $1019530.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                          | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77074.00     | 0.01%             | 2029-05-15      | 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      | $-516.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2016-H16, Class LI                                                       | CUSIP: 38376RWN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1538318 | PA      | $77235.85     | 0.01%             | 2066-07-20      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                         | Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE6, Class M1                   | CUSIP: 61744CFB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39669 | PA      | $38926.68     | 0.01%             | 2034-08-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| TechnipFMC plc                                                                   | TechnipFMC plc                                                                        | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |     19002 | NS      | $749628.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                            | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |     12400 | NS      | $277315.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilltop Holdings, Inc.                                                           | Hilltop Holdings, Inc.                                                                | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      1394 | NS      | $46587.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                       | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121336.30    | 0.02%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                       | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      3584 | NS      | $2734592.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman International LLC                                                       | Huntsman International LLC                                                            | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    266000 | PA      | $254672.16    | 0.04%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing Holdings, Inc.                                     | American Axle & Manufacturing Holdings, Inc.                                          | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |      6591 | NS      | $39611.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-0.17        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                    | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F0426A6<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -3000000 | PA      | $-2910276.66  | -0.50%            | 2055-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                         | WESCO Distribution, Inc.                                                              | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88439.98     | 0.02%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Proto Labs, Inc.                                                                 | Proto Labs, Inc.                                                                      | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |       391 | NS      | $19561.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries, Inc.                                                              | CF Industries, Inc.                                                                   | CUSIP: 12527GAH6<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    238000 | PA      | $238479.21    | 0.04%             | 2026-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Netherlands BV and Bausch & Lomb, Inc.                             | Bausch + Lomb Netherlands BV and Bausch & Lomb, Inc.                                  | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | DBT              | CORP              | CA        |    100000 | PA      | $119200.83    | 0.02%             | 2031-01-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2021-28, Class NI                                                        | CUSIP: 3136BHKQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3253936 | PA      | $328683.94    | 0.06%             | 2041-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                  | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    363000 | PA      | $331380.27    | 0.06%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                            | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43974.19     | 0.01%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                                                       | United Natural Foods, Inc.                                                            | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |       473 | NS      | $17794.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First-Citizens Bank & Trust Co.                                                  | First-Citizens Bank & Trust Co.                                                       | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    580000 | PA      | $602351.63    | 0.10%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                             | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127320.90    | 0.02%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Grindr, Inc.                                                                     | Grindr, Inc.                                                                          | CUSIP: 39854F101<br>LEI: 254900J9EDQSYT0ERQ67 | Long             | EC               | CORP              | US        |      1144 | NS      | $17182.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                         | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    108000 | PA      | $61723.53     | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                                      | Crocs, Inc.                                                                           | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47987.25     | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc., Class C                                                               | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      9403 | NS      | $2290100.65   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                  | WFRBS Commercial Mortgage Trust, Series 2011-C3, Class D                              | CUSIP: 92935VAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171704 | PA      | $63101.08     | 0.01%             | 2044-03-15      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                       | Cloud Software Group, Inc.                                                            | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65657.82     | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mineralys Therapeutics, Inc.                                                     | Mineralys Therapeutics, Inc.                                                          | CUSIP: 603170101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       822 | NS      | $31170.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GGAM Finance Ltd.                                                                | GGAM Finance Ltd.                                                                     | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     25000 | PA      | $25608.72     | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Informa plc                                                                      | Informa plc                                                                           | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |      6433 | NS      | $79681.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                           | Aramark Services, Inc.                                                                | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    122000 | PA      | $121569.89    | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                                  | CUSIP: 3140FXFM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    318810 | PA      | $301649.61    | 0.05%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                        | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |       169 | NS      | $18663.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Foundation Building Materials                                                    | Foundation Building Materials, Inc., First Lien, 2025 Incremental CME Term Loan       | CUSIP: 35039KAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4988 | PA      | $5023.58      | 0.00%             | 2031-01-29      | Variable      | 9.55%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155235.82    | 0.03%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                      | McGraw-Hill Education, Inc.                                                           | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55014.44     | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                                        | Shell plc                                                                             | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     32057 | NS      | $1149802.60   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Uruguay Government Bond                                                               | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     50000 | PA      | $60790.00     | 0.01%             | 2036-03-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Nissin Foods Holdings Co. Ltd.                                                   | Nissin Foods Holdings Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 529900YMZMNSHC1W6V41       | Long             | EC               | CORP              | JP        |      2300 | NS      | $43321.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                       | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25729.10     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                       | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     98000 | PA      | $98021.39     | 0.02%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences, Inc.                                                     | Neurocrine Biosciences, Inc.                                                          | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      5416 | NS      | $760298.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins, Inc.                                                                    | Cummins, Inc.                                                                         | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       347 | NS      | $146562.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                      | RHP Hotel Properties LP / RHP Finance Corp.                                           | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $92595.18     | 0.02%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                          | Boston Scientific Corp.                                                               | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      5604 | NS      | $547118.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust, Series 2017-C7, Class XA                               | CUSIP: 90276WAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2491002 | PA      | $44803.67     | 0.01%             | 2050-12-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | South Bow USA Infrastructure Holdings LLC                                             | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227648.66    | 0.04%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| News Corp.                                                                       | News Corp.                                                                            | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56699.19     | 0.01%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                                     | Intuit, Inc.                                                                          | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       215 | NS      | $146825.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $205014.12    | 0.04%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                         | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       952 | NS      | $134669.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                 | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       551 | NS      | $155470.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers, Inc.                                                            | Scorpio Tankers, Inc.                                                                 | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |      1155 | NS      | $64737.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                            | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    295000 | PA      | $298670.84    | 0.05%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                    | CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $192069.40    | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DiamondRock Hospitality Co.                                                      | DiamondRock Hospitality Co.                                                           | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |      1469 | NS      | $11693.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Bloomberg Commodity Index COMDTY IND NON-EQUITY INDEX 17/DEC/2025 DNZ5                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       836 | NC      | $-46038.52    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Rhythm Pharmaceuticals, Inc.                                                     | Rhythm Pharmaceuticals, Inc.                                                          | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |       803 | NS      | $81094.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                          | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $207515.89    | 0.04%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Urban Outfitters, Inc.                                                           | Urban Outfitters, Inc.                                                                | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |       292 | NS      | $20857.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                               | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    410000 | PA      | $411568.46    | 0.07%             | 2027-01-18      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                | Taylor Morrison Communities, Inc.                                                     | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59861.73     | 0.01%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment, Inc.                                                         | Penn Entertainment, Inc.                                                              | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $80004.93     | 0.01%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Trustmark Corp.                                                                  | Trustmark Corp.                                                                       | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      1178 | NS      | $46648.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TMS International Corp.                                                          | TMS International Corp.                                                               | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87351.93     | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chobani Holdco II LLC                                                            | Chobani Holdco II LLC                                                                 | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31258 | PA      | $33203.53     | 0.01%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                                     | Prysmian SpA                                                                          | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |      4711 | NS      | $468845.75    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hayfin US XIV Ltd.                                                               | Hayfin US XIV Ltd., Series 2021-14A, Class A1                                         | CUSIP: 42088AAA2<br>LEI: 5493000YWK38UXBNS724 | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $150304.26    | 0.03%             | 2034-07-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                                   | WP Carey, Inc.                                                                        | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      2038 | NS      | $137707.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co.                                                          | Abercrombie & Fitch Co., Class A                                                      | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |       746 | NS      | $63820.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Andes SA                                                                     | AES Andes SA                                                                          | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $209634.83    | 0.04%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2023-HQA3, Class M1                                   | CUSIP: 35564K3G2<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |     26403 | PA      | $26566.10     | 0.00%             | 2043-11-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                                   | Long Beach Mortgage Loan Trust, Series 2004-1, Class A2                               | CUSIP: 542514FE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190820 | PA      | $191567.87    | 0.03%             | 2034-02-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Snowflake, Inc.                                                                  | Snowflake, Inc., Class A                                                              | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       873 | NS      | $196905.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd.                                                                   | BHP Group Ltd.                                                                        | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |      1178 | NS      | $32634.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1766.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2019-C17, Class AS                            | CUSIP: 12597BAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194000 | PA      | $174946.99    | 0.03%             | 2052-09-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | Sanofi SA                                                                             | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |     11639 | NS      | $1102142.36   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                        | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     84000 | PA      | $80390.59     | 0.01%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                              | Citigroup Mortgage Loan Trust, Inc., Series 2005-2, Class 1A2A                        | CUSIP: 17307GQZ4<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     51975 | PA      | $51329.46     | 0.01%             | 2035-05-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1058.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GE Vernova, Inc.                                                                 | GE Vernova, Inc.                                                                      | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      3739 | NS      | $2299111.10   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Next plc                                                                         | Next plc                                                                              | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |       493 | NS      | $82185.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kodiak Gas Services, Inc.                                                        | Kodiak Gas Services, Inc.                                                             | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       345 | NS      | $12754.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty, Inc.                                                                  | PagerDuty, Inc.                                                                       | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |      3167 | NS      | $52318.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2021-117, Class MI                                                       | CUSIP: 38382WEX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3318249 | PA      | $527646.39    | 0.09%             | 2042-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                  | Live Nation Entertainment, Inc.                                                       | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50504.80     | 0.01%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                            | Petronas Capital Ltd.                                                                 | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    220000 | PA      | $227207.38    | 0.04%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                               | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $56187.54     | 0.01%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                                                   | Fortescue Ltd.                                                                        | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |     23068 | NS      | $285684.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                               | Hyatt Hotels Corp.                                                                    | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    132000 | PA      | $134528.34    | 0.02%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GSK plc                                                                          | GSK plc                                                                               | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |      7621 | NS      | $163637.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc., Class A                                                      | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       609 | NS      | $139753.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd.                                                               | Everest Group Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |       405 | NS      | $141843.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology, Inc.                                                              | Kura Oncology, Inc.                                                                   | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |      4983 | NS      | $44099.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                           | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     66086 | NS      | $16827478.18  | 2.89%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VVZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5009020 | PA      | $4497224.21   | 0.77%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJVH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14651 | PA      | $15121.10     | 0.00%             | 2049-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Global Partners LP / GLP Finance Corp.                                           | Global Partners LP / GLP Finance Corp.                                                | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $138477.33    | 0.02%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                              | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     78000 | PA      | $70531.27     | 0.01%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury Ultra Bonds                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       115 | NC      | $418051.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                                                   | Constellium SE, Class A                                                               | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |      4499 | NS      | $66945.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco plc                                                     | British American Tobacco plc                                                          | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |     10379 | NS      | $552031.08    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Hospitality REIT, Inc.                                                     | Apple Hospitality REIT, Inc.                                                          | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |       904 | NS      | $10857.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2016-C01, Class 1M2                  | CUSIP: 30711XBM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    107381 | PA      | $109583.41    | 0.02%             | 2028-08-25      | Floating      | 11.22%                | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd.                                           | Check Point Software Technologies Ltd.                                                | CUSIP: N/A<br>LEI: 2549003ZVBH73EPNS513       | Long             | EC               | CORP              | IL        |       600 | NS      | $124146.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                                                  | Automatic Data Processing, Inc.                                                       | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      6263 | NS      | $1838190.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd.                                                                 | SiriusPoint Ltd.                                                                      | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | BM        |       785 | NS      | $14200.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quikrete Holdings, Inc.                                                          | Quikrete Holdings, Inc.                                                               | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57014.32     | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                       | AAdvantage Loyalty IP Ltd., First Lien, CME Term Loan                                 | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-04-20      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                        | CUSIP: 74368CBV5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    195000 | PA      | $202448.04    | 0.03%             | 2028-12-08      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| DoorDash, Inc.                                                                   | DoorDash, Inc., Class A                                                               | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      7597 | NS      | $2066308.03   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                          | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      1002 | NS      | $129187.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Station Place Securitization Trust                                               | Station Place Securitization Trust, Series 2025-3, Class A                            | CUSIP: 85779TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $421708.56    | 0.07%             | 2026-09-23      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| DexKo Global, Inc.                                                               | DexKo Global, Inc., First Lien, Closing Date Dollar CME Term Loan                     | CUSIP: 25213YAU9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49590 | PA      | $48976.08     | 0.01%             | 2028-10-04      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                                             | NextEra Energy, Inc.                                                                  | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     15603 | NS      | $1177870.47   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                                                           | Howmet Aerospace, Inc.                                                                | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    413000 | PA      | $398607.65    | 0.07%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GEO Group, Inc. (The)                                                            | GEO Group, Inc. (The)                                                                 | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |       520 | NS      | $10654.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Recruit Holdings Co. Ltd.                                                        | Recruit Holdings Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |      5600 | NS      | $301077.70    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                                            | Ahead DB Holdings LLC                                                                 | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10013.97     | 0.00%             | 2028-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $43.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                   | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29798.84     | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                                                     | Komatsu Ltd.                                                                          | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |      1500 | NS      | $52255.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                           | Southwest Airlines Co.                                                                | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     27293 | NS      | $870919.63    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 5121, Class KI                                                          | CUSIP: 3137H0LW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2391407 | PA      | $528862.52    | 0.09%             | 2051-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| adidas AG                                                                        | adidas AG                                                                             | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |       298 | NS      | $63140.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                      | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       626 | NS      | $135109.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dornoch Debt Merger Sub, Inc.                                                    | Dornoch Debt Merger Sub, Inc.                                                         | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $73209.67     | 0.01%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ4U7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32602 | PA      | $34223.41     | 0.01%             | 2049-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hudson Technologies, Inc.                                                        | Hudson Technologies, Inc.                                                             | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2080 | NS      | $20654.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp. International                                                      | Service Corp. International                                                           | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51012.90     | 0.01%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2021-HQA4, Class M1                                   | CUSIP: 35564KNK1<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |     32094 | PA      | $32115.27     | 0.01%             | 2041-12-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Sun Communities, Inc.                                                            | Sun Communities, Inc.                                                                 | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      1072 | NS      | $138288.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2021-DNA7, Class M2                                   | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |    346000 | PA      | $349058.71    | 0.06%             | 2041-11-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                                                     | Dai-ichi Life Holdings, Inc.                                                          | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |      7100 | NS      | $55849.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Energizer Gamma Acquisition BV                                                   | Energizer Gamma Acquisition BV                                                        | CUSIP: N/A<br>LEI: 5493002SUYZDHEQ3JN34       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $115886.24    | 0.02%             | 2029-06-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FDJ United                                                                       | FDJ United                                                                            | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |       656 | NS      | $21997.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryohin Keikaku Co. Ltd.                                                          | Ryohin Keikaku Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 549300PMNF56J66BY371       | Long             | EC               | CORP              | JP        |      8200 | NS      | $163156.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Birch Grove CLO 2 Ltd.                                                           | Birch Grove CLO 2 Ltd., Series 2021-2A, Class A1R                                     | CUSIP: 09077LAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250825.32    | 0.04%             | 2037-10-19      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                               | Deutsche Boerse AG                                                                    | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |      2038 | NS      | $545758.34    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd.                                                            | Sonic Healthcare Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |      8819 | NS      | $124911.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Excelerate Energy, Inc.                                                          | Excelerate Energy, Inc., Class A                                                      | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       484 | NS      | $12191.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 5024, Class HI                                                          | CUSIP: 3137FWKE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2128993 | PA      | $508253.19    | 0.09%             | 2050-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SBI Holdings, Inc.                                                               | SBI Holdings, Inc.                                                                    | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | EC               | CORP              | JP        |      8300 | NS      | $361361.05    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group plc                                                                | Compass Group plc                                                                     | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |     19440 | NS      | $662627.17    | 0.11%             |  |  |  | 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      | $2.21         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Energy Services Reunited Corp.                                          | National Energy Services Reunited Corp.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |      1599 | NS      | $16405.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials, Inc.                                                | Rayonier Advanced Materials, Inc.                                                     | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |      2597 | NS      | $18750.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox, Inc.                                                                    | Dropbox, Inc., Class A                                                                | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      4506 | NS      | $136126.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $148.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                               | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    135000 | PA      | $145135.71    | 0.02%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury Long Bonds                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       240 | NC      | $581107.77    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                                                          | Lantheus Holdings, Inc.                                                               | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |       963 | NS      | $49392.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                             | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55948.80     | 0.01%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                         | WESCO Distribution, Inc.                                                              | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36306.84     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2024-98, Class FA                                                        | CUSIP: 3136BUCU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229305 | PA      | $230209.80    | 0.04%             | 2053-12-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                            | Cheniere Energy, Inc.                                                                 | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      5966 | NS      | $1401890.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                        | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    251000 | PA      | $247574.00    | 0.04%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ross Stores, Inc.                                                                | Ross Stores, Inc.                                                                     | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       921 | NS      | $140351.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners, Inc.                                                 | Virtus Investment Partners, Inc.                                                      | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       185 | NS      | $35155.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp.                                                                    | Veralto Corp.                                                                         | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      1297 | NS      | $138273.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McAfee Corp.                                                                     | McAfee Corp.                                                                          | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88231.86     | 0.02%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| National Health Investors, Inc.                                                  | National Health Investors, Inc.                                                       | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |       157 | NS      | $12481.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                  | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       429 | NS      | $142496.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1724.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc., Series GG                                               | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    318000 | PA      | $294835.43    | 0.05%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                  | CFCRE Commercial Mortgage Trust, Series 2011-C2, Class E                              | CUSIP: 12527DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $131086.38    | 0.02%             | 2047-12-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Shore Bancshares, Inc.                                                           | Shore Bancshares, Inc.                                                                | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       494 | NS      | $8106.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                    | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    228000 | PA      | $231465.39    | 0.04%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                  | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    111000 | PA      | $109937.01    | 0.02%             | 2026-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                          | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235260.01    | 0.04%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                          | Uber Technologies, Inc.                                                               | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      1453 | NS      | $142350.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Partners of America Trust                                                   | Home Partners of America Trust, Series 2021-2, Class C                                | CUSIP: 43732VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    191899 | PA      | $186178.83    | 0.03%             | 2026-12-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                   | Jefferson Capital Holdings LLC                                                        | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $105682.90    | 0.02%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                                            | Spotify Technology SA                                                                 | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |      1050 | NS      | $732900.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                  | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      5176 | NS      | $1111028.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK International, Inc.                                                          | NPK International, Inc.                                                               | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |      1043 | NS      | $11796.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTracker, Inc.                                                                 | NEXTracker, Inc., Class A                                                             | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $51793.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc      | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    100000 | PA      | $108649.72    | 0.02%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                               | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     38000 | PA      | $35207.65     | 0.01%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | Camden Property Trust                                                                 | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      1265 | NS      | $135076.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                                             | Edison International                                                                  | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     19616 | NS      | $1084372.48   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior SA                                    | Banco Latinoamericano de Comercio Exterior SA, Class E                                | CUSIP: N/A<br>LEI: 549300CN3134K4LC0651       | Long             | EC               | NUSS              | PA        |       445 | NS      | $20456.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marks & Spencer Group plc                                                        | Marks & Spencer Group plc                                                             | CUSIP: N/A<br>LEI: 213800EJP14A79ZG1X44       | Long             | EC               | CORP              | GB        |      3419 | NS      | $16774.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-23.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Berry Corp.                                                                      | Berry Corp.                                                                           | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3900 | NS      | $14742.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products, Inc.                                                     | Mueller Water Products, Inc., Class A                                                 | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |       555 | NS      | $14163.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                                                            | MGIC Investment Corp.                                                                 | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      4915 | NS      | $139438.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Gas Services LLC                                                          | Kodiak Gas Services LLC                                                               | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72686.95     | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                  | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    413000 | PA      | $405851.59    | 0.07%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     15081 | NS      | $2796319.02   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                       | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71325.78     | 0.01%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Tokyo Gas Co. Ltd.                                                               | Tokyo Gas Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |      4900 | NS      | $174237.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      6951 | NS      | $583397.43    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc., Class A                                                             | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      8297 | NS      | $4719416.57   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                   | Jefferson Capital Holdings LLC                                                        | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $94202.55     | 0.02%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Innospec, Inc.                                                                   | Innospec, Inc.                                                                        | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |       351 | NS      | $27083.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                          | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |     88620 | NS      | $455978.77    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                              | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |    433298 | NS      | $490313.52    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                   | DTE Energy Co.                                                                        | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      1018 | NS      | $143975.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                          | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     55000 | PA      | $56121.81     | 0.01%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                            | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     28256 | NS      | $797949.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAVO Residential Funding Trust                                                  | BRAVO Residential Funding Trust, Series 2021-HE3, Class A2                            | CUSIP: 10569VAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121216 | PA      | $120701.91    | 0.02%             | 2069-08-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                  | WFRBS Commercial Mortgage Trust, Series 2014-C23, Class B                             | CUSIP: 92939HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93000 | PA      | $90285.56     | 0.02%             | 2057-10-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2016-C05, Class 2M2                  | CUSIP: 30711XDK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    196005 | PA      | $199216.99    | 0.03%             | 2029-01-25      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                       | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    320000 | PA      | $320246.79    | 0.05%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 10X Genomics, Inc.                                                               | 10X Genomics, Inc., Class A                                                           | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |      4815 | NS      | $56287.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Akzo Nobel NV                                                                    | Akzo Nobel NV                                                                         | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |      3755 | NS      | $267985.78    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                        | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64909.56     | 0.01%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                         | Equitable Holdings, Inc.                                                              | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     15256 | NS      | $774699.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                          | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      5834 | NS      | $148650.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      6205 | NS      | $567526.66    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Zscaler, Inc.                                                                    | Zscaler, Inc.                                                                         | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       496 | NS      | $148631.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2022-R09, Class 2M1                  | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51601 | PA      | $52338.09     | 0.01%             | 2042-09-25      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Toucan FinCo Ltd. / Toucan FinCo Can, Inc. / Toucan FinCo US LLC                 | Toucan FinCo Ltd. / Toucan FinCo Can, Inc. / Toucan FinCo US LLC                      | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $151982.15    | 0.03%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3140KKLK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2427040 | PA      | $2068256.84   | 0.35%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                                    | CUSIP: 478375AR9<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    194000 | PA      | $193609.81    | 0.03%             | 2026-02-14      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    688000 | PA      | $583541.82    | 0.10%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co.                                       | Clarios Global LP / Clarios US Finance Co.                                            | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61367.10     | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | 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        |     10000 | NS      | $434378.27    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Udemy, Inc.                                                                      | Udemy, Inc.                                                                           | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |      1769 | NS      | $12400.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Global Funding                                                               | CNO Global Funding                                                                    | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142000.19    | 0.02%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                      | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46512.11     | 0.01%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-6028.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                         | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    123000 | PA      | $117837.89    | 0.02%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                  | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      3299 | NS      | $129320.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                                                 | McGrath RentCorp                                                                      | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |       138 | NS      | $16187.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health, Inc.                                                             | Teladoc Health, Inc.                                                                  | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |      8560 | NS      | $66168.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinitas CLO XVIII Ltd.                                                          | Trinitas CLO XVIII Ltd., Series 2021-18A, Class A1R                                   | CUSIP: 89640LAL6<br>LEI: 2549005HDP7QU1IK5W96 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250750.00    | 0.04%             | 2035-01-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Pentair plc                                                                      | Pentair plc                                                                           | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |      1273 | NS      | $140997.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO Building Products, Inc.                                                      | QXO Building Products, Inc.                                                           | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145305.47    | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Curbline Properties Corp.                                                        | Curbline Properties Corp.                                                             | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |      1080 | NS      | $24084.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                 | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    245000 | PA      | $249667.67    | 0.04%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                          | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69981.77     | 0.01%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                       | Spectra Energy Partners LP                                                            | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    222000 | PA      | $220394.65    | 0.04%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                                    | Industria de Diseno Textil SA                                                         | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |       886 | NS      | $49034.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Levi Strauss & Co.                                                               | Levi Strauss & Co.                                                                    | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    115000 | PA      | $106917.26    | 0.02%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                  | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    335000 | PA      | $345324.79    | 0.06%             | 2031-04-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Home Corp.                                                       | Taylor Morrison Home Corp., Class A                                                   | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      1191 | NS      | $78617.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Global Funding                                                        | Corebridge Global Funding                                                             | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    102000 | PA      | $104801.41    | 0.02%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | Cie de Saint-Gobain SA                                                                | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |      7527 | NS      | $815562.23    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC / Ashton Woods Finance Co.                                  | Ashton Woods USA LLC / Ashton Woods Finance Co.                                       | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75711.15     | 0.01%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sun Country Airlines Holdings, Inc.                                              | Sun Country Airlines Holdings, Inc.                                                   | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |      1396 | NS      | $16486.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DP World Salaam                                                                  | DP World Salaam                                                                       | CUSIP: N/A<br>LEI: 549300SUYBT9X88E9435       | Long             | DBT              | CORP              | KY        |    260000 | PA      | $260484.58    | 0.04%             | 2025-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tesla, Inc.                                                                      | Tesla, Inc.                                                                           | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     14946 | NS      | $6646785.12   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                                  | CUSIP: 3140FXES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    905867 | PA      | $824865.23    | 0.14%             | 2056-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor, Inc.                       | Directv Financing LLC / Directv Financing Co-Obligor, Inc.                            | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $64953.33     | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                               | CHS/Community Health Systems, Inc.                                                    | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81499.43     | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                          | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    311000 | PA      | $308428.19    | 0.05%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Pandora A/S                                                                      | Pandora A/S                                                                           | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |      1628 | NS      | $212856.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Amalgamated Financial Corp.                                                      | Amalgamated Financial Corp.                                                           | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       813 | NS      | $22072.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                          | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |     80000 | PA      | $71804.12     | 0.01%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C10, Class B          | CUSIP: 61762MBZ3<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    296065 | PA      | $280819.66    | 0.05%             | 2046-07-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Hims & Hers Health, Inc.                                                         | Hims & Hers Health, Inc.                                                              | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |      1460 | NS      | $82811.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS, Inc.                                                               | Leonardo DRS, Inc.                                                                    | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |      3217 | NS      | $146051.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                        | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $199654.85    | 0.03%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | Truist Bank                                                                           | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    390000 | PA      | $393181.90    | 0.07%             | 2029-09-17      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust, Series 2014-CR17, Class C                                        | CUSIP: 12631DBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    217000 | PA      | $200616.50    | 0.03%             | 2047-05-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                         | Spirit AeroSystems, Inc.                                                              | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26361.73     | 0.00%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Watts Water Technologies, Inc.                                                   | Watts Water Technologies, Inc., Class A                                               | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |       322 | NS      | $89928.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                                          | KB Home                                                                               | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |       200 | NS      | $12728.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus, Inc.                                                                   | Cargurus, Inc., Class A                                                               | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |      1710 | NS      | $63663.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                  | CFCRE Commercial Mortgage Trust, Series 2011-C2, Class D                              | CUSIP: 12527DAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24425 | PA      | $23609.17     | 0.00%             | 2047-12-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                     | Vistra Corp.                                                                          | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25590.33     | 0.00%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica, Inc.                                                        | Lululemon Athletica, Inc.                                                             | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       828 | NS      | $147326.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies, Inc.                                                           | SPX Technologies, Inc.                                                                | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |        77 | NS      | $14382.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen SA                                                                         | Ipsen SA                                                                              | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |       720 | NS      | $96678.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2021-DNA5, Class M2                                   | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |     17460 | PA      | $17517.60     | 0.00%             | 2034-01-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-12.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                       | Builders FirstSource, Inc.                                                            | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41254.24     | 0.01%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Teekay Tankers Ltd.                                                              | Teekay Tankers Ltd., Class A                                                          | CUSIP: N/A<br>LEI: 549300DE8ZAIYS2T6Q22       | Long             | EC               | CORP              | BM        |      1162 | NS      | $58739.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mill City Mortgage Loan Trust                                                    | Mill City Mortgage Loan Trust, Series 2023-NQM2, Class A1                             | CUSIP: 59981CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124733 | PA      | $125057.82    | 0.02%             | 2067-12-25      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      4407 | NS      | $824858.19    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Filtration Group Corp.                                                           | Filtration Group Corp., First Lien, 2025 Incremental Dollar CME Term Loan, B          | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |     29922 | PA      | $30093.94     | 0.01%             | 2028-10-23      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2016-C07, Class 2M2                  | CUSIP: 30711XEC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    157817 | PA      | $162253.87    | 0.03%             | 2029-05-25      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 3391                                                                    | CUSIP: 31397P6U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1872 | PA      | $1642.46      | 0.00%             | 2037-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                  | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61432.13     | 0.01%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Korn Ferry                                                                       | Korn Ferry                                                                            | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       533 | NS      | $37299.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                                                            | Arista Networks, Inc.                                                                 | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      8070 | NS      | $1175879.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                                     | Jones Deslauriers Insurance Management, Inc.                                          | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $36799.88     | 0.01%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Rain Carbon, Inc.                                                                | Rain Carbon, Inc.                                                                     | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69687.67     | 0.01%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                                  | CUSIP: 3140FXDF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    362262 | PA      | $330483.05    | 0.06%             | 2056-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2016-C02, Class 1M2                  | CUSIP: 30711XCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     37204 | PA      | $37637.12     | 0.01%             | 2028-09-25      | Floating      | 10.47%                | No            |                  2 | On Loan: No      |
| Sound Point CLO XXXII Ltd.                                                       | Sound Point CLO XXXII Ltd., Series 2021-4A, Class A                                   | CUSIP: 83616AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250478.68    | 0.04%             | 2034-10-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                            | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      1293 | NS      | $134135.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower LP                                                                   | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77214.32     | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                    | CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $59920.66     | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hyster-Yale, Inc.                                                                | Hyster-Yale, Inc.                                                                     | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       331 | NS      | $12200.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture XIX CLO Ltd.                                                             | Venture XIX CLO Ltd., Series 2014-19A, Class ARR                                      | CUSIP: 92330EAP2<br>LEI: 549300KIDQKDB48YU144 | Long             | ABS-CBDO         | CORP              | KY        |    123910 | PA      | $124132.83    | 0.02%             | 2032-01-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| OceanFirst Financial Corp.                                                       | OceanFirst Financial Corp.                                                            | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       936 | NS      | $16445.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                                                   | Synopsys, Inc.                                                                        | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    224000 | PA      | $228231.00    | 0.04%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2021-RPL4, Class A1                                                | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116817 | PA      | $116431.18    | 0.02%             | 2060-12-27      | Variable      | 4.14%                 | 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      | $42.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                         | Energizer Holdings, Inc., First Lien, Initial CME Term Loan                           | CUSIP: 29267YAW2<br>LEI: 5493000D6NN0V57UME20 | Long             | LON              | CORP              | US        |     89775 | PA      | $90073.95     | 0.02%             | 2032-03-19      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| WaVe Life Sciences Ltd.                                                          | WaVe Life Sciences Ltd.                                                               | CUSIP: N/A<br>LEI: 54930070006GPKFYZ813       | Long             | EC               | CORP              | SG        |      1643 | NS      | $12026.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, Inc.                                                                     | ALLETE, Inc.                                                                          | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |       238 | NS      | $15803.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc., Class B                                                  | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      1651 | NS      | $137908.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-11.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179YKM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    406447 | PA      | $364751.42    | 0.06%             | 2053-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-10190.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                                                        | Thales SA                                                                             | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |      2736 | NS      | $864888.67    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                      | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     43000 | PA      | $48727.90     | 0.01%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. III LLC                                                    | KKR Group Finance Co. III LLC                                                         | CUSIP: 48250AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $154878.79    | 0.03%             | 2044-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp.                                                               | SITE Centers Corp.                                                                    | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |      4793 | NS      | $43184.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                                           | Cathay General Bancorp                                                                | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      1371 | NS      | $65821.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50584.85     | 0.01%             | 2027-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                          | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |      5594 | NS      | $229989.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3138WH5S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    371440 | PA      | $335904.80    | 0.06%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                         | Marvell Technology, Inc.                                                              | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5983 | NS      | $502990.81    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite, Inc.                                                                    | Magnite, Inc.                                                                         | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |      1310 | NS      | $28531.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                                                       | Simon Property Group, Inc.                                                            | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      6880 | NS      | $1291169.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions, Inc.                                                            | Viavi Solutions, Inc.                                                                 | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |      1073 | NS      | $13616.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro CLO XII Ltd.                                                             | Allegro CLO XII Ltd., Series 2020-1A, Class A1R                                       | CUSIP: 01750TAN6<br>LEI: 254900E0ZQX4DLP7HF87 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251249.71    | 0.04%             | 2037-07-21      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                           | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    373000 | PA      | $373314.35    | 0.06%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10 Year Notes                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -57 | NC      | $6139.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                 | Omega Healthcare Investors, Inc.                                                      | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      3344 | NS      | $141183.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2021-65, Class LI                                                        | CUSIP: 3136BJRV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1824319 | PA      | $315971.29    | 0.05%             | 2051-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                          | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $201448.00    | 0.03%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                        | Outfront Media Capital LLC / Outfront Media Capital Corp.                             | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $47506.41     | 0.01%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                    | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    236000 | PA      | $241765.88    | 0.04%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Boise Cascade Co.                                                                | Boise Cascade Co.                                                                     | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |       484 | NS      | $37422.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| White Cap Supply Holdings LLC                                                    | White Cap Supply Holdings LLC, First Lien, CME Term Loan, C                           | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |     91359 | PA      | $91480.51     | 0.02%             | 2029-10-19      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Wise CLO Ltd.                                                                    | Wise CLO Ltd., Series 2024-2A, Class A                                                | CUSIP: 97718GAA1<br>LEI: 254900UJ1RZE30CBZ497 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250862.50    | 0.04%             | 2037-07-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                      | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126173.15    | 0.02%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4521.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc., First Lien, 2024 Refinancing CME Term Loan      | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |     36134 | PA      | $36242.46     | 0.01%             | 2028-08-23      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust, Series 2014-CR17, Class D                                        | CUSIP: 12631DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159000 | PA      | $134076.75    | 0.02%             | 2047-05-10      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | Eni SpA                                                                               | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |      4054 | NS      | $70929.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                                         | Vinci SA                                                                              | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |      6214 | NS      | $863571.77    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                      | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80884.93     | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                    | Novelis Corp.                                                                         | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62268.24     | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                                          | RR Donnelley & Sons Co.                                                               | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123094.80    | 0.02%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Arlo Technologies, Inc.                                                          | Arlo Technologies, Inc.                                                               | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |      2266 | NS      | $38408.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust, Series 2024-9, Class A1                                     | CUSIP: 03466JAA7<br>LEI: 254900O3R79X1AD55F36 | Long             | ABS-MBS          | CORP              | US        |    119887 | PA      | $119938.43    | 0.02%             | 2069-09-25      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                             | Bulgaria Government Bond                                                              | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |     50000 | PA      | $50112.33     | 0.01%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                                    | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |      9064 | NS      | $996586.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Weave Communications, Inc.                                                       | Weave Communications, Inc.                                                            | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1645 | NS      | $10988.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                                 | American Builders & Contractors Supply Co., Inc.                                      | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47485.07     | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                                      | Apollo Commercial Real Estate Finance, Inc.                                           | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81754.07     | 0.01%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Interface, Inc.                                                                  | Interface, Inc., Class A                                                              | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      1461 | NS      | $42281.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair LLC                                                                      | Wayfair LLC                                                                           | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77515.55     | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                                | Brink's Co. (The)                                                                     | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |       617 | NS      | $72102.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                              | LVMH Moet Hennessy Louis Vuitton SE                                                   | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |        55 | NS      | $33845.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pegasystems, Inc.                                                                | Pegasystems, Inc.                                                                     | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      2399 | NS      | $137942.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life, Inc.                                                                 | Globe Life, Inc.                                                                      | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      2546 | NS      | $364001.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                                                | Essent Group Ltd.                                                                     | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |       213 | NS      | $13538.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KazMunayGas National Co. JSC                                                     | KazMunayGas National Co. JSC                                                          | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $205957.50    | 0.04%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                                   | Illumina, Inc.                                                                        | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86423.43     | 0.01%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                             | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    253000 | PA      | $252860.00    | 0.04%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2025-DNA3, Class M1                                   | CUSIP: 35564UAR8<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | CORP              | US        |    227000 | PA      | $227709.38    | 0.04%             | 2045-09-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Prudential plc                                                                   | Prudential plc                                                                        | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |     37600 | NS      | $526389.53    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                                  | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42030.04     | 0.01%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                            | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    334000 | PA      | $341846.74    | 0.06%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP / Scientific Games US FinCo, Inc.                   | Scientific Games Holdings LP / Scientific Games US FinCo, Inc.                        | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $69781.73     | 0.01%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                               | CUSIP: 263901AB6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    166000 | PA      | $186099.80    | 0.03%             | 2039-04-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                           | Howmet Aerospace, Inc.                                                                | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    106000 | PA      | $108845.31    | 0.02%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.                                 | MPT Operating Partnership LP / MPT Finance Corp.                                      | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $170132.32    | 0.03%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp.                                                                | LendingClub Corp.                                                                     | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      3962 | NS      | $60182.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3170.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                               | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       542 | NS      | $133846.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co., Inc.                                                      | CommScope Holding Co., Inc.                                                           | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |      1210 | NS      | $18730.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                        | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    372000 | PA      | $374120.09    | 0.06%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                           | Mineral Resources Ltd.                                                                | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     40000 | PA      | $40542.64     | 0.01%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Glencore plc                                                                     | Glencore plc                                                                          | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |    127898 | NS      | $589050.61    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Brightstar Lottery plc                                                           | Brightstar Lottery plc                                                                | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | GB        |      3621 | NS      | $62462.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp.                                                                    | Visteon Corp.                                                                         | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       588 | NS      | $70477.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp.                                                          | Paylocity Holding Corp.                                                               | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       821 | NS      | $130760.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                                             | Schindler Holding AG                                                                  | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |       689 | NS      | $262010.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2021-7A, Class AR                                           | CUSIP: 12567HAQ5<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-CBDO         | CORP              | KY        |    496000 | PA      | $497766.50    | 0.09%             | 2035-01-23      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                          | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     97000 | PA      | $100039.36    | 0.02%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                        | Westinghouse Air Brake Technologies Corp.                                             | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       698 | NS      | $139928.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Guatemala                                                            | Guatemala Government Bond                                                             | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $219953.55    | 0.04%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                              | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    648000 | PA      | $643376.99    | 0.11%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3140KPNQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    470002 | PA      | $406609.64    | 0.07%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-OA19, Class A1                                    | CUSIP: 12668RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179687 | PA      | $145377.99    | 0.02%             | 2047-02-20      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       330 | NS      | $133712.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                        | CUSIP: 2027A0JT7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    564000 | PA      | $556517.82    | 0.10%             | 2027-09-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp. Japan                                                                    | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |       900 | NS      | $91892.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd.                                                         | QBE Insurance Group Ltd.                                                              | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |      4265 | NS      | $58039.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $135337.23    | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                        | Airbus SE                                                                             | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |      5266 | NS      | $1229747.85   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeva Technologies, Inc.                                                          | Aeva Technologies, Inc.                                                               | CUSIP: 00835Q202<br>LEI: 529900EOW3TB2FR95A21 | Long             | EC               | CORP              | US        |      1002 | NS      | $14529.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes, Inc.                                                                  | LGI Homes, Inc.                                                                       | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99792.28     | 0.02%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Arcturus Therapeutics Holdings, Inc.                                             | Arcturus Therapeutics Holdings, Inc.                                                  | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       976 | NS      | $17987.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial, Inc.                                                              | MFA Financial, Inc.                                                                   | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |      1129 | NS      | $10375.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                                                          | Daiichi Sankyo Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |      9400 | NS      | $211501.99    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp.                                                                            | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93743.16     | 0.02%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                                                                                | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |       974 | NS      | $46708.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $449.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                              | Kinetik Holdings LP                                                                   | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156017.73    | 0.03%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H0526A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1007598.53   | 0.17%             | 2055-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2022-DNA6, Class M1B                                  | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |     12000 | PA      | $12619.15     | 0.00%             | 2042-09-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Exelixis, Inc.                                                                   | Exelixis, Inc.                                                                        | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     14866 | NS      | $613965.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp.                                                                  | Blue Bird Corp.                                                                       | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |       673 | NS      | $38731.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                                                            | Commercial Metals Co.                                                                 | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33058.99     | 0.01%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                                  | Residential Mortgage Loan Trust, Series 2020-2, Class A2                              | CUSIP: 76123MAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83575 | PA      | $83037.01     | 0.01%             | 2060-05-25      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1024.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cinemark Holdings, Inc.                                                          | Cinemark Holdings, Inc.                                                               | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |       826 | NS      | $23144.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    193000 | PA      | $169345.26    | 0.03%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Vnom Sub, Inc.                                                                   | Vnom Sub, Inc.                                                                        | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30024.00     | 0.01%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                            | Schneider Electric SE                                                                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |      2025 | NS      | $569981.05    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                       | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1408000 | PA      | $1395836.23   | 0.24%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| California Water Service Group                                                   | California Water Service Group                                                        | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |       279 | NS      | $12803.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                          | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    188000 | PA      | $184534.03    | 0.03%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                            | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |      4009 | NS      | $128488.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-0.91        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                            | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    593000 | PA      | $511364.90    | 0.09%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Prothena Corp. plc                                                               | Prothena Corp. plc                                                                    | CUSIP: N/A<br>LEI: 5299009ZXQ8NIIJ8OL30       | Long             | EC               | CORP              | IE        |      1116 | NS      | $10892.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                       | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    138000 | PA      | $129117.13    | 0.02%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2024-R06, Class 1A1                  | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123221 | PA      | $123685.23    | 0.02%             | 2044-09-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Gentherm, Inc.                                                                   | Gentherm, Inc.                                                                        | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |       363 | NS      | $12363.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                                                                    | Popular, Inc.                                                                         | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      1129 | NS      | $143394.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd.                                                               | Telstra Group Ltd.                                                                    | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |     67040 | NS      | $213731.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                  | Sinclair Television Group, Inc.                                                       | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190008.87    | 0.03%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                                          | Bank Leumi Le-Israel BM                                                               | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |     20673 | NS      | $407311.71    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                   | NCL Corp. Ltd.                                                                        | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     35000 | PA      | $35203.03     | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Maplebear, Inc.                                                                  | Maplebear, Inc.                                                                       | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3003 | NS      | $110390.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp.                    | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp.                         | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55524.78     | 0.01%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West, Inc.                                                       | Evergy Missouri West, Inc.                                                            | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    316000 | PA      | $321910.17    | 0.06%             | 2027-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cerdia Finanz GmbH                                                               | Cerdia Finanz GmbH                                                                    | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |     70000 | PA      | $74287.50     | 0.01%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions, Inc.                                                         | Skyworks Solutions, Inc.                                                              | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       878 | NS      | $67588.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines, Inc.                                                            | United Airlines, Inc.                                                                 | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88689.94     | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LifeMD, Inc.                                                                     | LifeMD, Inc.                                                                          | CUSIP: 53216B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2114 | NS      | $14354.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                                                           | Trane Technologies plc                                                                | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |      1671 | NS      | $705095.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-139.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FS Rialto                                                                        | FS Rialto, Series 2021-FL3, Class A                                                   | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     68131 | PA      | $68222.75     | 0.01%             | 2036-11-16      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      2307 | NS      | $146148.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M2                  | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $387899.17    | 0.07%             | 2042-01-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    140000 | PA      | $160340.81    | 0.03%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ2S4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24770 | PA      | $25880.15     | 0.00%             | 2049-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Replimune Group, Inc.                                                            | Replimune Group, Inc.                                                                 | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |      2289 | NS      | $9590.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                      | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $64778.52     | 0.01%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                                    | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22112.70     | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                    | Novelis Corp.                                                                         | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67584.52     | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                           | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    494000 | PA      | $490067.41    | 0.08%             | 2031-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2023-R07, Class 2M1                  | CUSIP: 20753BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7607 | PA      | $7643.94      | 0.00%             | 2043-09-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                          | Bath & Body Works, Inc.                                                               | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145838.28    | 0.03%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                       | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    149000 | PA      | $126087.61    | 0.02%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Scout24 SE                                                                       | Scout24 SE                                                                            | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |       567 | NS      | $71134.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp.             | Targa Resources Partners LP / Targa Resources Partners Finance Corp.                  | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     93000 | PA      | $93294.79     | 0.02%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                                   | VeriSign, Inc.                                                                        | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       492 | NS      | $137548.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                                                    | Hologic, Inc.                                                                         | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      2221 | NS      | $149895.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Icosavax, Inc.                                                                   | Icosavax, Inc., CVR                                                                   | CUSIP: 451CVR021<br>LEI: N/A                  | Long             |  | CORP              | US        |       687 | NS      | $206.10       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Novocure Ltd.                                                                    | Novocure Ltd.                                                                         | CUSIP: N/A<br>LEI: 213800YPP55UMHWA4826       | Long             | EC               | CORP              | JE        |      5080 | NS      | $65633.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-694.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Old Republic International Corp.                                                 | Old Republic International Corp.                                                      | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      3501 | NS      | $148687.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                              | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      5340 | NS      | $1072966.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                                         | Hermes International SCA                                                              | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |       129 | NS      | $317216.12    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                                 | Weyerhaeuser Co.                                                                      | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      5593 | NS      | $138650.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Foundation Building Materials                                                    | Foundation Building Materials, Inc., First Lien, CME Term Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     79198 | PA      | $79432.02     | 0.01%             | 2031-01-29      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                    | Transocean International Ltd.                                                         | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $84767.39     | 0.01%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-837.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                  | Telefonaktiebolaget LM Ericsson, Class B                                              | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |     21660 | NS      | $179474.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REV Group, Inc.                                                                  | REV Group, Inc.                                                                       | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |       765 | NS      | $43352.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences, Inc.                                                         | Castle Biosciences, Inc.                                                              | CUSIP: 14843C105<br>LEI: 2549007M2Q4HLR1XD252 | Long             | EC               | CORP              | US        |      2346 | NS      | $53418.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Forvia SE                                                                        | Forvia SE                                                                             | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $203036.78    | 0.03%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                        | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59912.88     | 0.01%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                        | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    134000 | PA      | $136048.41    | 0.02%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3140J5JS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    355970 | PA      | $324665.52    | 0.06%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                               | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49515.97     | 0.01%             | 2031-01-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                    | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |     67866 | NS      | $712207.42    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    658000 | PA      | $639104.67    | 0.11%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47651.27     | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                     | Avient Corp.                                                                          | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30488.20     | 0.01%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                            | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       490 | NS      | $136817.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                                         | Enel SpA                                                                              | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |     44240 | NS      | $419242.17    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                       | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77600.55     | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings, Inc.                                                      | Endo Finance Holdings, Inc., First Lien, 2024 Refinancing CME Term Loan               | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80190 | PA      | $80449.01     | 0.01%             | 2031-04-23      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| HealthStream, Inc.                                                               | HealthStream, Inc.                                                                    | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |       470 | NS      | $13272.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC                                                           | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99690.22     | 0.02%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2021-RPL7, Class A1                                                | CUSIP: 12598JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112459 | PA      | $112024.18    | 0.02%             | 2061-07-27      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                              | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    271000 | PA      | $282472.07    | 0.05%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2015-C04, Class 1M2                  | CUSIP: 30711XBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    334754 | PA      | $336016.48    | 0.06%             | 2028-04-25      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                       | PRPM Trust, Series 2024-NQM2, Class A1                                                | CUSIP: 74448PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    404364 | PA      | $413752.96    | 0.07%             | 2069-06-25      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                   | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    174000 | PA      | $176476.46    | 0.03%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Rithm Capital Corp.                                                              | Rithm Capital Corp.                                                                   | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |     10882 | NS      | $123945.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                                                      | Adobe, Inc.                                                                           | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      5939 | NS      | $2094982.25   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                                                 | Novo Nordisk A/S, Class B                                                             | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |     13044 | NS      | $726311.67    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                              | Starwood Mortgage Residential Trust, Series 2021-3, Class A1                          | CUSIP: 85573JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98612 | PA      | $87512.78     | 0.02%             | 2056-06-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Air Liquide SA                                                                   | Air Liquide SA                                                                        | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      1207 | NS      | $251486.45    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC Therapeutics, Inc.                                                           | PTC Therapeutics, Inc.                                                                | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      1170 | NS      | $71802.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2016-LC25, Class XA                     | CUSIP: 95000JAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3754436 | PA      | $22696.32     | 0.00%             | 2059-12-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Northwestern Energy Group, Inc.                                                  | Northwestern Energy Group, Inc.                                                       | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |       220 | NS      | $12894.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CD Mortgage Trust                                                                | CD Mortgage Trust, Series 2017-CD4, Class B                                           | CUSIP: 12515DAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182000 | PA      | $172603.27    | 0.03%             | 2050-05-10      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                           | Mauser Packaging Solutions Holding Co.                                                | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70219.31     | 0.01%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Imperial Brands plc                                                              | Imperial Brands plc                                                                   | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |      9823 | NS      | $417295.30    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nassau Ltd.                                                                      | Nassau Ltd., Series 2020-1A, Class A1R                                                | CUSIP: 631715AW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    248192 | PA      | $249207.51    | 0.04%             | 2035-01-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3138WG5Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310362 | PA      | $280138.06    | 0.05%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    383000 | PA      | $303544.20    | 0.05%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                                      | Terex Corp.                                                                           | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44355.80     | 0.01%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods, Inc.                                                           | Smithfield Foods, Inc.                                                                | CUSIP: 832248207<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | EC               | CORP              | US        |      5700 | NS      | $133836.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2024-9, Class A11                                  | CUSIP: 46593DAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111120 | PA      | $111426.97    | 0.02%             | 2055-02-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| NewMarket Corp.                                                                  | NewMarket Corp.                                                                       | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       398 | NS      | $329627.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower LP, First Lien, 2028 Refinancing CME Term Loan                       | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     39243 | PA      | $39282.48     | 0.01%             | 2028-10-23      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                         | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      2284 | NS      | $215385.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2023-R02, Class 1M1                  | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33895 | PA      | $34526.34     | 0.01%             | 2043-01-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp.                                                             | Sprint Capital Corp.                                                                  | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    111000 | PA      | $119418.64    | 0.02%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2023-HE2, Class A1                                 | CUSIP: 46657FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45735 | PA      | $46011.48     | 0.01%             | 2054-03-20      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                 | CUSIP: 254687EZ5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    183000 | PA      | $239212.53    | 0.04%             | 2045-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179V7F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31355 | PA      | $28037.86     | 0.00%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   5080000 | PA      | $80221.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Veeva Systems, Inc.                                                              | Veeva Systems, Inc., Class A                                                          | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      4181 | NS      | $1245561.71   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2025-1, Class A11                                  | CUSIP: 46658UAY7<br>LEI: 529900DB310G9HU4BP72 | Long             | ABS-MBS          | CORP              | US        |    175196 | PA      | $175089.31    | 0.03%             | 2055-06-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                              | Vertiv Holdings Co., Class A                                                          | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      3306 | NS      | $498743.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp, Inc.                                                               | Hope Bancorp, Inc.                                                                    | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |      1668 | NS      | $17964.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Software, Inc.                                                            | Rocket Software, Inc., First Lien, CME Term Loan                                      | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |     56147 | PA      | $56334.75     | 0.01%             | 2028-11-28      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                             | Banco de Sabadell SA                                                                  | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |     22504 | NS      | $87837.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2024-VIS2, Class A1                                | CUSIP: 46658DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124936 | PA      | $126335.25    | 0.02%             | 2064-11-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| H2O America                                                                      | H2O America                                                                           | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       270 | NS      | $13149.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp.                                                                     | ROBLOX Corp., Class A                                                                 | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6224 | NS      | $862148.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                     | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    418000 | PA      | $335736.52    | 0.06%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Workiva, Inc.                                                                    | Workiva, Inc., Class A                                                                | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |       152 | NS      | $13084.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aristocrat Leisure Ltd.                                                          | Aristocrat Leisure Ltd.                                                               | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |      8423 | NS      | $389929.95    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                    | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1274684.08   | 0.22%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2014-2RA, Class AR                                          | CUSIP: 12548RAH7<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250724.51    | 0.04%             | 2037-10-24      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $313.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       929 | NS      | $316789.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Imola Merger Corp.                                                               | Imola Merger Corp.                                                                    | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $77879.97     | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                             | Dollar General Corp.                                                                  | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      1334 | NS      | $137868.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA, Inc.                                                                       | CEVA, Inc.                                                                            | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |       233 | NS      | $6153.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chobani LLC / Chobani Finance Corp., Inc.                                        | Chobani LLC / Chobani Finance Corp., Inc.                                             | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $83519.76     | 0.01%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                            | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39588.91     | 0.01%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GEA Group AG                                                                     | GEA Group AG                                                                          | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |      2520 | NS      | $186308.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                                  | CUSIP: 3140HUDV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185458 | PA      | $176376.54    | 0.03%             | 2029-09-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                              | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84301.27     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                      | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82057.28     | 0.01%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HNI Corp.                                                                        | HNI Corp.                                                                             | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |       263 | NS      | $12321.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                                                                   | Autodesk, Inc.                                                                        | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      3721 | NS      | $1182050.07   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure, Inc.                                                                   | AtriCure, Inc.                                                                        | CUSIP: 04963C209<br>LEI: 254900B2I6GPHK2EXM59 | Long             | EC               | CORP              | US        |       331 | NS      | $11667.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                                                           | Independent Bank Corp.                                                                | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       370 | NS      | $11460.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                                                     | Plexus Corp.                                                                          | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |        86 | NS      | $12443.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope, Inc.                                                                  | CommScope, Inc., First Lien, Initial CME Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     90000 | PA      | $91217.25     | 0.02%             | 2029-12-18      | Variable      | 8.91%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                      | Deere & Co.                                                                           | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       296 | NS      | $135348.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PK Alift Loan Funding 7 LP                                                       | PK Alift Loan Funding 7 LP, Series 2025-2, Class A                                    | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250658.75    | 0.04%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Group, Inc.                                                            | TransDigm Group, Inc.                                                                 | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       331 | NS      | $436264.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                           | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94262.98     | 0.02%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                  | Universal Health Services, Inc., Class B                                              | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       727 | NS      | $148627.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  26093000 | PA      | $-387495.55   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2015-H26, Class EI                                                       | CUSIP: 38376RJY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    401215 | PA      | $12702.86     | 0.00%             | 2065-10-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Lyft, Inc.                                                                       | Lyft, Inc., Class A                                                                   | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |      7480 | NS      | $164634.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions, Inc.                                                        | Perimeter Solutions, Inc.                                                             | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3264 | NS      | $73080.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corp.                                                                  | Astronics Corp.                                                                       | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |       691 | NS      | $31516.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                         | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    310000 | PA      | $307995.54    | 0.05%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2022-DNA5, Class M1A                                  | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | CORP              | US        |    115129 | PA      | $117450.34    | 0.02%             | 2042-06-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                 | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50141.50     | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                                  | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125554.08    | 0.02%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    363000 | PA      | $340291.11    | 0.06%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Tesco plc                                                                        | Tesco plc                                                                             | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |     75313 | NS      | $451402.83    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd.                                                       | Axis Capital Holdings Ltd.                                                            | CUSIP: N/A<br>LEI: 635400VD2NQBYAHMEM55       | Long             | EC               | CORP              | BM        |      1454 | NS      | $139293.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2022-R07, Class 1M1                  | CUSIP: 20754MBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28967 | PA      | $29727.84     | 0.01%             | 2042-06-25      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                                     | Iberdrola SA                                                                          | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |     64619 | NS      | $1223194.73   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                                      | Cie Financiere Richemont SA                                                           | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |        99 | NS      | $19004.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Red Rock Resorts, Inc.                                                           | Red Rock Resorts, Inc., Class A                                                       | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       250 | NS      | $15265.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                  | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    326000 | PA      | $344589.73    | 0.06%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 9 Ltd.                                         | GoldenTree Loan Management US CLO 9 Ltd., Series 2021-9A, Class AR                    | CUSIP: 38138JAN3<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250888.61    | 0.04%             | 2037-04-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Lincoln Electric Holdings, Inc.                                                  | Lincoln Electric Holdings, Inc.                                                       | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       559 | NS      | $131828.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                   | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29012.98     | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3140XB3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1293585 | PA      | $1118823.71   | 0.19%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison, Inc.                                                        | Consolidated Edison, Inc.                                                             | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      1428 | NS      | $143542.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2022-R04, Class 1M2                  | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44000 | PA      | $45232.18     | 0.01%             | 2042-03-25      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2025-R04, Class 1M1                  | CUSIP: 20755TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182815 | PA      | $183346.35    | 0.03%             | 2045-05-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| ESCO Technologies, Inc.                                                          | ESCO Technologies, Inc.                                                               | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |        87 | NS      | $18366.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                      | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     96000 | PA      | $90016.08     | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1677000 | PA      | $1679329.22   | 0.29%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| NOF Corp.                                                                        | NOF Corp.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     14300 | NS      | $249515.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                                      | BANK5 Trust, Series 2024-5YR7, Class XA                                               | CUSIP: 06211UBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3733932 | PA      | $160910.83    | 0.03%             | 2057-06-15      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc.                                                           | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105254.63    | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Horace Mann Educators Corp.                                                      | Horace Mann Educators Corp.                                                           | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |       720 | NS      | $32522.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co.                                                                      | Tennant Co.                                                                           | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       150 | NS      | $12159.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 406, Class F30                                                          | CUSIP: 3133Q3H79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    188506 | PA      | $189850.29    | 0.03%             | 2053-10-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     21688 | NS      | $850603.36    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  11469000 | PA      | $-45719.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Natera, Inc.                                                                     | Natera, Inc.                                                                          | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       827 | NS      | $133122.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners plc                                               | Coca-Cola Europacific Partners plc                                                    | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | EC               | CORP              | GB        |      3678 | NS      | $332527.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR Grace Holdings LLC                                                                 | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46514.39     | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Boise Cascade Co.                                                                | Boise Cascade Co.                                                                     | CUSIP: 09739DAD2<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93130.50     | 0.02%             | 2030-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital 27 Ltd.                                                       | Northwoods Capital 27 Ltd., Series 2021-27A, Class A1R                                | CUSIP: 66860XAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    330000 | PA      | $330717.51    | 0.06%             | 2034-10-17      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| EW Scripps Co. (The)                                                             | EW Scripps Co. (The)                                                                  | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140934.46    | 0.02%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                            | Directv Financing LLC                                                                 | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29778.00     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                            | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      1721 | NS      | $595913.46    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                          | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    317000 | PA      | $294466.68    | 0.05%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                  | Fairfax Financial Holdings Ltd.                                                       | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    570000 | PA      | $577722.10    | 0.10%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                    | CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $74049.34     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Beacon Financial Corp.                                                           | Beacon Financial Corp.                                                                | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |       590 | NS      | $13988.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                        | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    398000 | PA      | $397252.48    | 0.07%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    117000 | PA      | $107862.62    | 0.02%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                             | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    119000 | PA      | $114721.76    | 0.02%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                       | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     45390 | NS      | $4607085.00   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| TIAA Real Estate CDO Ltd.                                                        | TIAA Real Estate CDO Ltd., Series 2003-1A, Class E                                    | CUSIP: 88631FAA6<br>LEI: 5493005Y5RSPJ6PO8N21 | Long             | ABS-CBDO         | CORP              | KY        |    357873 | PA      | $33.64        | 0.00%             | 2038-12-28      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bandwidth, Inc.                                                                  | Bandwidth, Inc., Class A                                                              | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |      1054 | NS      | $17570.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                                                             | UFP Industries, Inc.                                                                  | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |       635 | NS      | $59366.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group plc                                                                     | 3i Group plc                                                                          | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |      7491 | NS      | $412926.25    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                                     | Fortescue Treasury Pty. Ltd.                                                          | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     65000 | PA      | $67217.02     | 0.01%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                    | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    204000 | PA      | $203658.47    | 0.03%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fast Retailing Co. Ltd.                                                          | Fast Retailing Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |      1200 | NS      | $364454.20    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 5010, Class IA                                                          | CUSIP: 3137FVPZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1568591 | PA      | $288340.42    | 0.05%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class C          | CUSIP: 61690FAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234000 | PA      | $207326.22    | 0.04%             | 2048-04-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| BP plc                                                                           | BP plc                                                                                | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |     45105 | NS      | $258977.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank Holdings Corp.                                                     | National Bank Holdings Corp., Class A                                                 | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       327 | NS      | $12635.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated British Foods plc                                                     | Associated British Foods plc                                                          | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |     10435 | NS      | $288332.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CareDx, Inc.                                                                     | CareDx, Inc.                                                                          | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |       837 | NS      | $12169.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Power Co.                                                               | Southern Power Co., Series A                                                          | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     73000 | PA      | $72596.05     | 0.01%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                                     | Airbnb, Inc., Class A                                                                 | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      1104 | NS      | $134047.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                                   | Structured Asset Mortgage Investments II Trust, Series 2007-AR1, Class 2A1            | CUSIP: 86362XAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65824 | PA      | $58899.49     | 0.01%             | 2037-01-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                     | Vistra Corp.                                                                          | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81280.00     | 0.01%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Surmodics, Inc.                                                                  | Surmodics, Inc.                                                                       | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |       367 | NS      | $10969.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microvast Holdings, Inc.                                                         | Microvast Holdings, Inc.                                                              | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Long             | EC               | CORP              | US        |     16169 | NS      | $62250.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp.                                                               | Seneca Foods Corp., Class A                                                           | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       115 | NS      | $12413.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnetite XL Ltd.                                                                | Magnetite XL Ltd., Series 2024-40A, Class A1                                          | CUSIP: 55955RAA7<br>LEI: 5299008V4F49IY3SSP69 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250804.53    | 0.04%             | 2037-07-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Moog, Inc.                                                                       | Moog, Inc., Class A                                                                   | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |        58 | NS      | $12044.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allient, Inc.                                                                    | Allient, Inc.                                                                         | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |       549 | NS      | $24567.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                                                            | Axon Enterprise, Inc.                                                                 | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |        84 | NS      | $60281.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmwood CLO 27 Ltd.                                                              | Elmwood CLO 27 Ltd., Series 2024-3A, Class A                                          | CUSIP: 29003FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250887.80    | 0.04%             | 2037-04-18      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp. / Broadcom Cayman Finance Ltd.                                    | Broadcom Corp. / Broadcom Cayman Finance Ltd.                                         | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    468000 | PA      | $467839.64    | 0.08%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Universal Insurance Holdings, Inc.                                               | Universal Insurance Holdings, Inc.                                                    | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |       682 | NS      | $17936.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                     | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31849.78     | 0.01%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                 | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73236.93     | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wise CLO Ltd.                                                                    | Wise CLO Ltd., Series 2023-2A, Class A                                                | CUSIP: 97719TAA2<br>LEI: 2549000Z4RGK1HNAPB35 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250843.24    | 0.04%             | 2037-01-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                        | Standard Industries, Inc.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     73291 | PA      | $85625.73     | 0.01%             | 2026-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     68000 | PA      | $69206.20     | 0.01%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3138WGX90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    531666 | PA      | $481353.11    | 0.08%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                      | Carvana Co.                                                                           | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     64200 | PA      | $72736.55     | 0.01%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Chimera Investment Corp.                                                         | Chimera Investment Corp.                                                              | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |       846 | NS      | $11184.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                              | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    255000 | PA      | $261898.65    | 0.04%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                               | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202279.10    | 0.03%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2022-R01, Class 1M1                  | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23754 | PA      | $23734.61     | 0.00%             | 2041-12-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Avanos Medical, Inc.                                                             | Avanos Medical, Inc.                                                                  | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |       983 | NS      | $11363.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2025-R04, Class 1A1                  | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68512 | PA      | $68621.31     | 0.01%             | 2045-05-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Westamerica BanCorp                                                              | Westamerica BanCorp                                                                   | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |       255 | NS      | $12747.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                                                  | LSTAR Commercial Mortgage Trust, Series 2017-5, Class A5                              | CUSIP: 54910TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    386000 | PA      | $379315.79    | 0.07%             | 2050-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                  | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    325000 | PA      | $296655.32    | 0.05%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Corteva, Inc.                                                                    | Corteva, Inc.                                                                         | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     13999 | NS      | $946752.37    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                                                      | Terex Corp.                                                                           | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61170.96     | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                   | Opal Bidco SAS                                                                        | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $205125.20    | 0.04%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Williams-Sonoma, Inc.                                                            | Williams-Sonoma, Inc.                                                                 | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       671 | NS      | $131146.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp.                                                                   | UniFirst Corp.                                                                        | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |        73 | NS      | $12204.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education, Inc.                                                         | Laureate Education, Inc.                                                              | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |      2555 | NS      | $80584.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc., Series J                                           | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    363000 | PA      | $364748.46    | 0.06%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Axos Financial, Inc.                                                             | Axos Financial, Inc.                                                                  | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |       832 | NS      | $70428.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2024-R04, Class 1M1                  | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27817 | PA      | $27842.83     | 0.00%             | 2044-05-25      | Floating      | 5.46%                 | 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      | $169.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Park Place Securities, Inc.                                                      | Park Place Securities, Inc., Series 2004-WCW2, Class M3                               | CUSIP: 70069FAZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76981 | PA      | $76236.93     | 0.01%             | 2034-10-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-50.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                         | International Flavors & Fragrances, Inc.                                              | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     42000 | PA      | $37594.77     | 0.01%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Towne Bank                                                                       | Towne Bank                                                                            | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |       349 | NS      | $12064.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                                    | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31598.47     | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                    | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113261.75    | 0.02%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXVI Ltd.                                                        | Sound Point CLO XXVI Ltd., Series 2020-1A, Class AR                                   | CUSIP: 83614XAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    258000 | PA      | $258349.47    | 0.04%             | 2034-07-20      | Floating      | 5.76%                 | 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      | $1061.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MSCI EAFE Index                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -234 | NC      | $130050.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                            | Acrisure LLC / Acrisure Finance, Inc.                                                 | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $94560.66     | 0.02%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Xenia Hotels & Resorts, Inc.                                                     | Xenia Hotels & Resorts, Inc.                                                          | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |       442 | NS      | $6064.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federative Republic of Brazil                                                    | Brazil Government Bond                                                                | CUSIP: 105756CE8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    250000 | PA      | $231637.50    | 0.04%             | 2031-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                         | SCIH Salt Holdings, Inc.                                                              | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $63783.82     | 0.01%             | 2029-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                 | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     51000 | PA      | $46693.21     | 0.01%             | 2039-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO Global Funding                                                                    | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     94000 | PA      | $95253.51     | 0.02%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                      | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       775 | NS      | $377200.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                      | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     51000 | PA      | $47879.14     | 0.01%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                             | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    401000 | PA      | $376305.30    | 0.06%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BioMerieux                                                                       | BioMerieux                                                                            | CUSIP: N/A<br>LEI: 549300AK8Y0LBIQ4T071       | Long             | EC               | CORP              | FR        |       604 | NS      | $81067.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL Core CLO 31 Ltd.                                                             | AGL Core CLO 31 Ltd., Series 2024-31A, Class A                                        | CUSIP: 00852MAA8<br>LEI: 254900LYT9TA0J0GKX14 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250809.32    | 0.04%             | 2037-07-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                 | GE HealthCare Technologies, Inc.                                                      | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    157000 | PA      | $160196.30    | 0.03%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                          | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    473000 | PA      | $333468.63    | 0.06%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133C32D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117106 | PA      | $121193.28    | 0.02%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                       | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     10295 | NS      | $789832.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics, Inc.                                                          | Qnity Electronics, Inc.                                                               | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30673.08     | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Apogee Enterprises, Inc.                                                         | Apogee Enterprises, Inc.                                                              | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |       648 | NS      | $28233.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                          | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      6239 | NS      | $551839.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2012-C5, Class E           | CUSIP: 61761AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    272225 | PA      | $267265.46    | 0.05%             | 2045-08-15      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                        | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        35 | NS      | $150158.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA, Inc.                                                                      | IQVIA, Inc.                                                                           | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    195000 | PA      | $200731.25    | 0.03%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                                            | Jane Street Group LLC, First Lien, Extended CME Term Loan                             | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    139634 | PA      | $138804.78    | 0.02%             | 2031-12-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Jackson Financial, Inc.                                                          | Jackson Financial, Inc., Class A                                                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |       919 | NS      | $93030.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp.                                                                     | Avient Corp.                                                                          | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35996.21     | 0.01%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Adient plc                                                                       | Adient plc                                                                            | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |      1238 | NS      | $29811.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp.                                                             | Federal Signal Corp.                                                                  | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |       121 | NS      | $14397.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                               | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    552000 | PA      | $557836.39    | 0.10%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fresh Del Monte Produce, Inc.                                                    | Fresh Del Monte Produce, Inc.                                                         | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | KY        |       976 | NS      | $33886.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $104876.12    | 0.02%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2022-R05, Class 2M2                  | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    497000 | PA      | $510532.27    | 0.09%             | 2042-04-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2017-C02, Class 2M2C                 | CUSIP: 30711XGN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     24884 | PA      | $25209.59     | 0.00%             | 2029-09-25      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                      | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $3014.99      | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                      | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    280000 | PA      | $275333.00    | 0.05%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3140XGML0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1100151 | PA      | $1018276.67   | 0.17%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                             | Otis Worldwide Corp.                                                                  | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      5313 | NS      | $485767.59    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GigaCloud Technology, Inc.                                                       | GigaCloud Technology, Inc., Class A                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       385 | NS      | $10934.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2016-C06, Class 1M2                  | CUSIP: 30711XDS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    106537 | PA      | $108196.70    | 0.02%             | 2029-04-25      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-297.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $64.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | S&P 500 E-Mini Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -366 | NC      | $-1084578.78  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Vital Energy, Inc.                                                               | Vital Energy, Inc.                                                                    | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72856.67     | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                          | AS Mileage Plan IP Ltd.                                                               | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    195000 | PA      | $195188.71    | 0.03%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                               | Hyatt Hotels Corp.                                                                    | CUSIP: 448579AF9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    404000 | PA      | $404332.08    | 0.07%             | 2026-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Klockner Pentaplast of America, Inc.                                             | Klockner Pentaplast of America, Inc., First Lien, USD CME Term Loan, B                | CUSIP: 49865NAT7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     47544 | PA      | $23757.15     | 0.00%             | 2026-02-12      | Variable      | 9.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $224.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $272.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust, Series 2015-CR22, Class B                                        | CUSIP: 12592XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134429 | PA      | $129457.03    | 0.02%             | 2048-03-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd.                                                                  | ICG US CLO Ltd., Series 2017-1A, Class ARR                                            | CUSIP: 449259AJ9<br>LEI: 254900T2ODAPJRGAZY53 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250492.13    | 0.04%             | 2034-07-28      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                 | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |      5800 | NS      | $494215.69    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                                  | BAE Systems plc                                                                       | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    305000 | PA      | $316175.90    | 0.05%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJZ25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21503 | PA      | $22597.04     | 0.00%             | 2048-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                    | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F0226A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  19480000 | PA      | $16414862.91  | 2.82%             | 2055-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hoya Corp.                                                                       | Hoya Corp.                                                                            | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |      8300 | NS      | $1147643.99   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                   | Univision Communications, Inc.                                                        | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74655.49     | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                             | Cross Mortgage Trust, Series 2024-H4, Class A1                                        | CUSIP: 22758HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107320 | PA      | $108779.03    | 0.02%             | 2069-07-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                  | Live Nation Entertainment, Inc.                                                       | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      2350 | NS      | $383990.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunker Hill Loan Depositary Trust                                                | Bunker Hill Loan Depositary Trust, Series 2020-1, Class A2                            | CUSIP: 12062RAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $244794.68    | 0.04%             | 2055-02-25      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                        | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     19764 | NS      | $6520341.24   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                | Taylor Morrison Communities, Inc.                                                     | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30389.49     | 0.01%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                   | McKesson Corp.                                                                        | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      1962 | NS      | $1515723.48   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT, Inc.                                                                        | ADT, Inc.                                                                             | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15856 | NS      | $138105.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-34.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1133000 | PA      | $1058922.11   | 0.18%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                                                  | Gap, Inc. (The)                                                                       | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      6082 | NS      | $130093.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2016-C03, Class 2M2                  | CUSIP: 30711XCT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     13588 | PA      | $13796.27     | 0.00%             | 2028-10-25      | Floating      | 10.37%                | 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      | $-2224.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-85.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                            | Jane Street Group / JSG Finance, Inc.                                                 | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67561.93     | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                            | Axon Enterprise, Inc.                                                                 | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56624.01     | 0.01%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                             | IHO Verwaltungs GmbH                                                                  | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $209414.83    | 0.04%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                  | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    383000 | PA      | $378698.03    | 0.06%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                         | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |    395000 | PA      | $483742.62    | 0.08%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Simply Good Foods Co. (The)                                                      | Simply Good Foods Co. (The)                                                           | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       232 | NS      | $5758.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                                                        | CNO Financial Group, Inc.                                                             | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      1600 | NS      | $63280.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Mortgage Corp.                                                           | Freedom Mortgage Corp.                                                                | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     65000 | PA      | $72565.16     | 0.01%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| ABB Ltd.                                                                         | ABB Ltd.                                                                              | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |      8318 | NS      | $601918.18    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73308.77     | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oklo, Inc.                                                                       | Oklo, Inc., Class A                                                                   | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       306 | NS      | $34158.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Stock Exchange Group plc                                                  | London Stock Exchange Group plc                                                       | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |      1015 | NS      | $116403.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo. SARL                                                          | Froneri Lux FinCo SARL                                                                | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $200481.88    | 0.03%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    722000 | PA      | $779120.25    | 0.13%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Venture XV CLO Ltd.                                                              | Venture XV CLO Ltd., Series 2013-15A, Class AR3                                       | CUSIP: 92328XBD0<br>LEI: 549300UYHZCJPN3LMT03 | Long             | ABS-CBDO         | CORP              | KY        |     96082 | PA      | $96104.84     | 0.02%             | 2032-07-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                                                     | Northern Star Resources Ltd.                                                          | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |      3011 | NS      | $47017.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                                                      | Investor AB, Class B                                                                  | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |     14147 | NS      | $442862.46    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp.                                                        | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    656000 | PA      | $658420.21    | 0.11%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                   | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       995 | NS      | $133270.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                                   | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     52000 | PA      | $58474.00     | 0.01%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp. / Broadcom Cayman Finance Ltd.                                    | Broadcom Corp. / Broadcom Cayman Finance Ltd.                                         | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1053000 | PA      | $1041042.33   | 0.18%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc., Class A                                                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     10829 | NS      | $7952601.02   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                        | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    285000 | PA      | $255559.07    | 0.04%             | 2035-08-12      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $200564.29    | 0.03%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Medtronic plc                                                                    | Medtronic plc                                                                         | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |      5556 | NS      | $529153.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                      | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     88000 | PA      | $86225.18     | 0.01%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                    | Koninklijke Ahold Delhaize NV                                                         | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |      7805 | NS      | $315825.44    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                                   | United Airlines Holdings, Inc.                                                        | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      1308 | NS      | $126222.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4975.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                           | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      9442 | NS      | $2007180.36   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                                                           | Costco Wholesale Corp.                                                                | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       143 | NS      | $132365.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | Deutsche Telekom International Finance BV                                             | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    106000 | PA      | $124975.86    | 0.02%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                            | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183074.58    | 0.03%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Hanmi Financial Corp.                                                            | Hanmi Financial Corp.                                                                 | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |       787 | NS      | $19431.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair LLC                                                                      | Wayfair LLC                                                                           | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84099.64     | 0.01%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1656429.50   | 0.28%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Nexxen International Ltd.                                                        | Nexxen International Ltd.                                                             | CUSIP: N/A<br>LEI: 213800ZNSR7AIJZ2J557       | Long             | EC               | CORP              | IL        |      1845 | NS      | $17066.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2025-41, Class FA                                                        | CUSIP: 3136BV4Y1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167378 | PA      | $168049.71    | 0.03%             | 2054-06-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                                   | Structured Asset Mortgage Investments II Trust, Series 2007-AR7, Class 1A1            | CUSIP: 86364KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335329 | PA      | $275153.11    | 0.05%             | 2047-05-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Generac Holdings, Inc.                                                           | Generac Holdings, Inc.                                                                | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       755 | NS      | $126387.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp.                                                             | Peabody Energy Corp.                                                                  | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      3546 | NS      | $94039.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust, Series 2014-UBS3, Class AM                                       | CUSIP: 12591YBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22903 | PA      | $22513.83     | 0.00%             | 2047-06-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                                    | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58454.11     | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2025-R03, Class 2A1                  | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18973 | PA      | $19100.88     | 0.00%             | 2045-03-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                           | Kazakhstan Government Bond                                                            | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $199121.16    | 0.03%             | 2035-04-09      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1728.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor, Inc.                       | Directv Financing LLC / Directv Financing Co-Obligor, Inc.                            | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $12995.23     | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                             | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $208953.36    | 0.04%             | 2085-04-27      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| TTM Technologies, Inc.                                                           | TTM Technologies, Inc.                                                                | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120328.86    | 0.02%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                                               | Southern Power Co., Series B                                                          | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15788.21     | 0.00%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FB Financial Corp.                                                               | FB Financial Corp.                                                                    | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |       211 | NS      | $11761.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                            | FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-2, Class M1                    | CUSIP: 35563PBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13645 | PA      | $13597.02     | 0.00%             | 2056-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                                              | White Cap Buyer LLC                                                                   | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $129732.14    | 0.02%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HubSpot, Inc.                                                                    | HubSpot, Inc.                                                                         | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       830 | NS      | $388274.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    179000 | PA      | $193089.27    | 0.03%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5269.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Birch Grove CLO 8 Ltd.                                                           | Birch Grove CLO 8 Ltd., Series 2024-8A, Class A1                                      | CUSIP: 09077TAA3<br>LEI: 254900WH1INTG23INE62 | Long             | ABS-CBDO         | CORP              | JE        |    200000 | PA      | $200971.02    | 0.03%             | 2037-04-20      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                       | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    402000 | PA      | $403741.21    | 0.07%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                  | ASML Holding NV                                                                       | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |      1837 | NS      | $1791418.64   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                          | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     70000 | PA      | $70435.29     | 0.01%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                      | Beach Acquisition Bidco LLC                                                           | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216232.40    | 0.04%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| IDT Corp.                                                                        | IDT Corp., Class B                                                                    | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |       491 | NS      | $25684.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                                                        | Towd Point Mortgage Trust, Series 2016-5, Class M2                                    | CUSIP: 89173CAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    174000 | PA      | $165587.80    | 0.03%             | 2056-10-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                      | Keysight Technologies, Inc.                                                           | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       810 | NS      | $141685.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MIWD Holdco II LLC / MIWD Finance Corp.                                          | MIWD Holdco II LLC / MIWD Finance Corp.                                               | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $83012.13     | 0.01%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                     | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     18077 | NS      | $2932089.40   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1175.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LivaNova plc                                                                     | LivaNova plc                                                                          | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |       801 | NS      | $41956.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Life360, Inc.                                                                    | Life360, Inc.                                                                         | CUSIP: 532206109<br>LEI: 254900VO9VDOQBQAHF07 | Long             | EC               | CORP              | US        |       192 | NS      | $20409.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd.                                                              | Qantas Airways Ltd.                                                                   | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |     45777 | NS      | $330775.59    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2021-DNA6, Class M2                                   | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |    124973 | PA      | $125349.61    | 0.02%             | 2041-10-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II, Inc.                                          | GLP Capital LP / GLP Financing II, Inc.                                               | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    193000 | PA      | $173794.94    | 0.03%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Life Time Group Holdings, Inc.                                                   | Life Time Group Holdings, Inc.                                                        | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       437 | NS      | $12061.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                                                    | Alnylam Pharmaceuticals, Inc.                                                         | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       306 | NS      | $139536.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                             | American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26250 | PA      | $26283.89     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Associated Banc-Corp.                                                            | Associated Banc-Corp.                                                                 | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |       489 | NS      | $12572.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC               | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $98779.58     | 0.02%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Inhibrx Biosciences, Inc.                                                        | Inhibrx Biosciences, Inc.                                                             | CUSIP: 45720N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       492 | NS      | $16570.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmland Partners, Inc.                                                          | Farmland Partners, Inc.                                                               | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               | CORP              | US        |      1050 | NS      | $11424.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Cruises Ltd.                                                              | Viking Cruises Ltd.                                                                   | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     30000 | PA      | $30171.39     | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                                                      | Reckitt Benckiser Group plc                                                           | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |      2708 | NS      | $208521.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Coeur Mining, Inc.                                                               | Coeur Mining, Inc.                                                                    | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |       933 | NS      | $17503.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banijay Entertainment SAS                                                        | Banijay Entertainment SAS                                                             | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    215000 | PA      | $223481.54    | 0.04%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp.                                                                 | Murphy Oil Corp.                                                                      | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      1773 | NS      | $50370.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies, Inc.                                                      | Palantir Technologies, Inc., Class A                                                  | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      2754 | NS      | $502384.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolta AG                                                                        | Avolta AG                                                                             | CUSIP: N/A<br>LEI: 549300X53WDBVW7TIF57       | Long             | EC               | CORP              | CH        |       897 | NS      | $48979.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      5114 | NS      | $130458.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Holdings, Inc.                                                         | RB Global Holdings, Inc.                                                              | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57593.42     | 0.01%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Paysafe Ltd.                                                                     | Paysafe Ltd.                                                                          | CUSIP: N/A<br>LEI: 2138003K6PVDCI5TBN11       | Long             | EC               | CORP              | BM        |       845 | NS      | $10917.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media, Inc.                                                                 | Gray Media, Inc.                                                                      | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     85000 | PA      | $63910.02     | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp.                                                                | Boyd Gaming Corp.                                                                     | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    160000 | PA      | $154373.78    | 0.03%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Domo, Inc.                                                                       | Domo, Inc., Class B                                                                   | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |      2653 | NS      | $42023.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods, Inc.                                                                   | US Foods, Inc.                                                                        | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20963.84     | 0.00%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 12-A                                | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    126000 | PA      | $110223.04    | 0.02%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                            | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    450000 | PA      | $383363.43    | 0.07%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Keros Therapeutics, Inc.                                                         | Keros Therapeutics, Inc.                                                              | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1702 | NS      | $26925.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                   | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |     40110 | NS      | $265495.17    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes, Inc.                                                           | Invitation Homes, Inc.                                                                | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4459 | NS      | $130782.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                 | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77831.85     | 0.01%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                    | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $241199.54    | 0.04%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SkyWest, Inc.                                                                    | SkyWest, Inc.                                                                         | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |       746 | NS      | $75062.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp., Class A                                                                | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     14461 | NS      | $454364.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp.                                                            | First Merchants Corp.                                                                 | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |       153 | NS      | $5768.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy, Inc.                                                                    | GoDaddy, Inc., Class A                                                                | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       961 | NS      | $131493.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     15000 | PA      | $398.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                   | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147040.88    | 0.03%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Avista Corp.                                                                     | Avista Corp.                                                                          | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      1306 | NS      | $49379.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp.                                                             | Ladder Capital Corp., Class A                                                         | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |      1105 | NS      | $12055.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Building Solutions, Inc.                                                | Standard Building Solutions, Inc.                                                     | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92434.14     | 0.02%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                                                   | Fortinet, Inc.                                                                        | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      1795 | NS      | $150923.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    277000 | PA      | $257666.97    | 0.04%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                                                   | BHP Group Ltd.                                                                        | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |     20261 | NS      | $565995.55    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Time Warner Cable Enterprises LLC                                                | Time Warner Cable Enterprises LLC                                                     | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $32860.50     | 0.01%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                    | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F0326A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7000000 | PA      | $6396288.92   | 1.10%             | 2055-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                 | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |     16000 | NS      | $450126.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanesbrands, Inc.                                                                | Hanesbrands, Inc.                                                                     | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |      2228 | NS      | $14682.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                   | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75756.50     | 0.01%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $0.92         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                              | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       296 | NS      | $135357.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Funding Luxco SARL                                                         | Eagle Funding Luxco SARL                                                              | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    360000 | PA      | $365691.60    | 0.06%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                                               | Elevation CLO Ltd., Series 2021-13A, Class A1R                                        | CUSIP: 28622EAS7<br>LEI: 549300YZ3RIOTSOP0V95 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250468.09    | 0.04%             | 2034-07-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2023-DNA1, Class M1A                                  | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | CORP              | US        |     61516 | PA      | $62413.69     | 0.01%             | 2043-03-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd.                                              | Hong Kong Exchanges & Clearing Ltd.                                                   | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |      1300 | NS      | $73801.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                                     | Scientific Games Holdings LP, First Lien, 2024 Refinancing Dollar CME Term Loan       | CUSIP: 80875CAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34649 | PA      | $34403.67     | 0.01%             | 2029-04-04      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                     | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |       936 | NS      | $57648.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                   | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189228.04    | 0.03%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RMF Buyout Issuance Trust                                                        | RMF Buyout Issuance Trust, Series 2020-HB1, Class A1                                  | CUSIP: 76971EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56679 | PA      | $53417.84     | 0.01%             | 2050-10-25      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $20504.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                       | Cloud Software Group, Inc.                                                            | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46725.36     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PRMI Securitization Trust                                                        | PRMI Securitization Trust, Series 2024-CMG1, Class A1                                 | CUSIP: 74275VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225585 | PA      | $226295.00    | 0.04%             | 2054-07-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                         | Lumen Technologies, Inc.                                                              | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     14348 | NS      | $87809.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellanova                                                                        | Kellanova, Series B                                                                   | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     44000 | PA      | $50436.11     | 0.01%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL / Connect US Finco LLC                                        | Connect Finco SARL / Connect US Finco LLC                                             | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $210530.96    | 0.04%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                            | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    188000 | PA      | $185218.01    | 0.03%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                            | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20413.28     | 0.00%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                              | Bausch + Lomb Corp., First Lien, Third Amendment CME Term Loan                        | CUSIP: C0787FAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     61265 | PA      | $61379.93     | 0.01%             | 2031-01-15      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                    | Smyrna Ready Mix Concrete LLC                                                         | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73985.29     | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                                                                | Nintendo Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |      6300 | NS      | $545071.28    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3140QRSK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1178542 | PA      | $1226413.22   | 0.21%             | 2053-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty, Inc.                                                                | Ulta Beauty, Inc.                                                                     | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       268 | NS      | $146529.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                          | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     78000 | PA      | $70955.36     | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                | SMBC Aviation Capital Finance DAC                                                     | CUSIP: 78448TAK8<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $209305.00    | 0.04%             | 2033-07-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                 | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       915 | NS      | $143618.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Foundation Building Materials, Inc.                                              | Foundation Building Materials, Inc.                                                   | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91281.27     | 0.02%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                        | Millrose Properties, Inc.                                                             | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $173019.20    | 0.03%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                          | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    107000 | PA      | $106890.32    | 0.02%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                            | Public Service Enterprise Group, Inc.                                                 | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      1684 | NS      | $140546.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Directv Financing LLC                                                            | Directv Financing LLC                                                                 | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $64283.14     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Extreme Networks, Inc.                                                           | Extreme Networks, Inc.                                                                | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |      3231 | NS      | $66720.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                           | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    276000 | PA      | $235683.61    | 0.04%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| fuboTV, Inc.                                                                     | fuboTV, Inc.                                                                          | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13330 | NS      | $55319.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                                                              | Herc Holdings, Inc.                                                                   | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99824.64     | 0.02%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                           | SAP SE                                                                                | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |      1522 | NS      | $407541.73    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                   | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    105000 | PA      | $95225.27     | 0.02%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                          | Qnity Electronics, Inc.                                                               | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50443.84     | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $36.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                  | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     86000 | PA      | $87735.41     | 0.02%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ADMA Biologics, Inc.                                                             | ADMA Biologics, Inc.                                                                  | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       754 | NS      | $11053.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                           | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    320000 | PA      | $327518.74    | 0.06%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| International Seaways, Inc.                                                      | International Seaways, Inc.                                                           | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | MH        |       276 | NS      | $12718.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                         | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      3709 | NS      | $4446794.28   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Dole plc                                                                         | Dole plc                                                                              | CUSIP: N/A<br>LEI: 635400JUG5XJXOPPJJ47       | Long             | EC               | CORP              | IE        |      2986 | NS      | $40131.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                    | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $14879.35     | 0.00%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Calix, Inc.                                                                      | Calix, Inc.                                                                           | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |       765 | NS      | $46948.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO Bank NV                                                                      | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $304763.69    | 0.05%             | 2028-12-03      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp., Series L                                                       | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    245000 | PA      | $245147.74    | 0.04%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Hoshizaki Corp.                                                                  | Hoshizaki Corp.                                                                       | CUSIP: N/A<br>LEI: 5299001QAMLGU3SRBG20       | Long             | EC               | CORP              | JP        |      1100 | NS      | $41275.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  20113000 | PA      | $36817.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2016-BNK1, Class AS                     | CUSIP: 95000GBA1<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |    216000 | PA      | $206854.88    | 0.04%             | 2049-08-15      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                              | Viking Cruises Ltd.                                                                   | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     80000 | PA      | $85924.40     | 0.01%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Rubrik, Inc.                                                                     | Rubrik, Inc., Class A                                                                 | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |      2056 | NS      | $169106.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC Corp.                                                                        | NEC Corp.                                                                             | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |      4200 | NS      | $134438.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                            | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      2834 | NS      | $136967.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp.                                                                        | PPL Corp.                                                                             | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     17708 | NS      | $658029.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       723 | NS      | $146797.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp., CVR                                                   | Blueprint Medicines Corp., CVR                                                        | CUSIP: 096CVR048<br>LEI: 5299004CC60O9T5HVM83 | Long             |  | CORP              | US        |       388 | NS      | $178.48       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Olympus Corp.                                                                    | Olympus Corp.                                                                         | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |     21800 | NS      | $275617.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Viatris, Inc.                                                                    | Viatris, Inc.                                                                         | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    283000 | PA      | $272519.95    | 0.05%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   3298000 | PA      | $6495.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom, Inc.                                                                     | Dexcom, Inc.                                                                          | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      1827 | NS      | $122938.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                     | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      2120 | NS      | $177698.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                       | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15665.10     | 0.00%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                                                        | Rockwell Automation, Inc.                                                             | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       394 | NS      | $137714.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings, Inc.                                                           | Veritex Holdings, Inc.                                                                | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |      1679 | NS      | $56296.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co.                                                        | American States Water Co.                                                             | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |       160 | NS      | $11731.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                                            | Urban Edge Properties                                                                 | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2862 | NS      | $58585.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp.                                                        | United States Steel Corp.                                                             | CUSIP: 912909AD0<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36300.04     | 0.01%             | 2037-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| LY Corp.                                                                         | LY Corp.                                                                              | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |     68700 | NS      | $220527.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                                       | Dana, Inc.                                                                            | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      3428 | NS      | $68697.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                          | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31515.25     | 0.01%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                      | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     85000 | PA      | $60616.73     | 0.01%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                     | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    320000 | PA      | $330840.04    | 0.06%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Alexander & Baldwin, Inc.                                                        | Alexander & Baldwin, Inc.                                                             | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1115 | NS      | $20281.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                       | CUSIP: 47233WKS7<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170364.37    | 0.03%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Talanx AG                                                                        | Talanx AG                                                                             | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |      1416 | NS      | $188791.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64557.79     | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| First Bancorp                                                                    | First Bancorp                                                                         | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      3207 | NS      | $70714.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Cote d'Ivoire                                                        | Ivory Coast Government Bond                                                           | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $192496.50    | 0.03%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-937.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                   | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     22649 | NS      | $1549644.58   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                   | CUSIP: 46115HBD8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $394638.96    | 0.07%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Corp.                                                           | Antero Midstream Corp.                                                                | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7241 | NS      | $140765.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                  | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |     63400 | NS      | $1022729.40   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                             | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    226000 | PA      | $191863.54    | 0.03%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                  | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    396000 | PA      | $392302.09    | 0.07%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                     | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227700.73    | 0.04%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Chile Government Bond                                                                 | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $210630.00    | 0.04%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GeneDx Holdings Corp.                                                            | GeneDx Holdings Corp., Class A                                                        | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       146 | NS      | $15730.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient Global Holdings Ltd.                                                      | Adient Global Holdings Ltd.                                                           | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     25000 | PA      | $25905.88     | 0.00%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                           | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    926000 | PA      | $799501.25    | 0.14%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas and Electric Co.                                                          | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    489000 | PA      | $511715.63    | 0.09%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                       | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      5396 | NS      | $456501.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                          | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    790000 | PA      | $802955.88    | 0.14%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | Stellantis NV                                                                         | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |      6979 | NS      | $64776.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2024-78, Class QF                                                        | CUSIP: 38384NV69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    317895 | PA      | $318868.22    | 0.05%             | 2054-05-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Brazil Government Bond                                                                | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $205300.00    | 0.04%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stonex Escrow Issuer LLC                                                         | Stonex Escrow Issuer LLC                                                              | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56656.40     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                | SMBC Aviation Capital Finance DAC                                                     | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    310000 | PA      | $318472.08    | 0.05%             | 2029-04-03      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 7 Ltd.                                                      | Diameter Capital CLO 7 Ltd., Series 2024-7A, Class A1A                                | CUSIP: 25255WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250806.43    | 0.04%             | 2037-07-20      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co. Ltd.                                                        | Sekisui Chemical Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |      5300 | NS      | $98668.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-13.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6.81         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZipRecruiter, Inc.                                                               | ZipRecruiter, Inc., Class A                                                           | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |      2874 | NS      | $12128.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                         | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       992 | NS      | $139316.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                                                     | Arcosa, Inc.                                                                          | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36586.13     | 0.01%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings, Inc.                                                      | Bandai Namco Holdings, Inc.                                                           | CUSIP: N/A<br>LEI: 3538008EFEM34VRJDQ95       | Long             | EC               | CORP              | JP        |      4700 | NS      | $156376.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    153000 | PA      | $161429.08    | 0.03%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hovnanian Enterprises, Inc.                                                      | Hovnanian Enterprises, Inc., Class A                                                  | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |       120 | NS      | $15418.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH plc                                                                          | CRH plc                                                                               | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |      4832 | NS      | $582973.76    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc.                                                                 | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    208000 | PA      | $210166.88    | 0.04%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                                                     | Coca-Cola Consolidated, Inc.                                                          | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      1174 | NS      | $137545.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Asics Corp.                                                                      | Asics Corp.                                                                           | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |      5400 | NS      | $141304.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VZS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77641 | PA      | $69601.45     | 0.01%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2020-I Ltd.                                                         | CIFC Funding Ltd., Series 2020-1A, Class A1R                                          | CUSIP: 12555QAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    310000 | PA      | $310616.91    | 0.05%             | 2036-07-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Galderma Group AG                                                                | Galderma Group AG                                                                     | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |      1863 | NS      | $329378.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                        | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84906.71     | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                           | XHR LP                                                                                | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25718.08     | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                                  | DR Horton, Inc.                                                                       | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20237.51     | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                                 | Bank Hapoalim BM                                                                      | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |     13188 | NS      | $268075.02    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                                               | Connect Finco SARL, First Lien, Amendment No. 4 CME Term Loan                         | CUSIP: L2000DAH7<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |     44325 | PA      | $43850.94     | 0.01%             | 2029-09-13      | Variable      | 8.66%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      3207 | NS      | $1011584.01   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas, Inc.                                                                    | Arvinas, Inc.                                                                         | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6122 | NS      | $52159.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises, Inc.                                                    | Worthington Enterprises, Inc.                                                         | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |       263 | NS      | $14593.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHH Escrow Issuer LLC                                                            | PHH Escrow Issuer LLC / PHH Corp.                                                     | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $172463.30    | 0.03%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $39.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                        | ATI, Inc.                                                                             | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120332.04    | 0.02%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ4A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47953 | PA      | $50503.98     | 0.01%             | 2049-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Outfront Media, Inc.                                                             | Outfront Media, Inc.                                                                  | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      3489 | NS      | $63918.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse, Inc. (The)                                                     | Chefs' Warehouse, Inc. (The)                                                          | CUSIP: 163086AE1<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |     40000 | PA      | $57920.00     | 0.01%             | 2028-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                 | Mitsubishi Corp.                                                                      | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |      9600 | NS      | $228858.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Steelcase, Inc.                                                                  | Steelcase, Inc., Class A                                                              | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |      1009 | NS      | $17354.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | ETRSI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |  12639795 | PA      | $211740.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                            | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49969.68     | 0.01%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | Erste Group Bank AG                                                                   | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |      3252 | NS      | $319679.87    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 5142, Class AI                                                          | CUSIP: 3137H2CD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2307212 | PA      | $437271.30    | 0.08%             | 2051-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. | JBS USA Holding Lux SARL / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co.      | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    409000 | PA      | $417930.52    | 0.07%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                                              | Hanover Insurance Group, Inc. (The)                                                   | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       395 | NS      | $71743.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $24238.31     | 0.00%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Catalyst Pharmaceuticals, Inc.                                                   | Catalyst Pharmaceuticals, Inc.                                                        | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |       717 | NS      | $14124.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services, Inc.                                                 | JB Hunt Transport Services, Inc.                                                      | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       958 | NS      | $128534.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway, Inc.                                                         | Berkshire Hathaway, Inc., Class B                                                     | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       846 | NS      | $425318.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings, Inc.                                                             | Mativ Holdings, Inc.                                                                  | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      1080 | NS      | $12214.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC     | Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC          | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46040.36     | 0.01%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                        | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       964 | NS      | $153237.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bain Capital CLO Ltd.                                                            | Bain Capital CLO Ltd., Series 2024-1A, Class A1                                       | CUSIP: 056920AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $251225.77    | 0.04%             | 2037-04-16      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Unilever plc                                                                     | Unilever plc                                                                          | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |     11760 | NS      | $695117.71    | 0.12%             |  |  |  | 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      | $-290.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                    | Fortress Intermediate 3, Inc., First Lien, CME Term Loan, B                           | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |     54588 | PA      | $54928.67     | 0.01%             | 2031-06-27      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                        | FMC Corp.                                                                             | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73973.83     | 0.01%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $119.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                                             | PPG Industries, Inc.                                                                  | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      4524 | NS      | $475517.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                                                       | Builders FirstSource, Inc.                                                            | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36588.39     | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile US, Inc.                                                                | T-Mobile US, Inc.                                                                     | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      4161 | NS      | $996060.18    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ2R6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21462 | PA      | $22632.62     | 0.00%             | 2049-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                            | Matador Resources Co.                                                                 | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90924.21     | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                    | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F0506A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16000000 | PA      | $15870264.48  | 2.72%             | 2055-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bills                                                                   | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  12000000 | PA      | $11998661.28  | 2.06%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                                               | Elevation CLO Ltd., Series 2018-10A, Class AR                                         | CUSIP: 28623CAL5<br>LEI: 5493005Q4N14IP6ASK07 | Long             | ABS-CBDO         | CORP              | KY        |    110727 | PA      | $110855.60    | 0.02%             | 2031-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ACADIA Pharmaceuticals, Inc.                                                     | ACADIA Pharmaceuticals, Inc.                                                          | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |      2952 | NS      | $62995.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                                                      | Axalta Coating Systems Ltd.                                                           | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |      4468 | NS      | $127874.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Norsk Hydro ASA                                                                  | Norsk Hydro ASA                                                                       | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |      9118 | NS      | $61994.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                   | Apollo Global Management, Inc.                                                        | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |      5470 | NS      | $728986.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp.                                                       | Constellation Energy Corp.                                                            | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      1252 | NS      | $411995.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp.                                                                       | Ball Corp.                                                                            | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      5908 | NS      | $297881.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp.                                                                      | Ciena Corp.                                                                           | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      1061 | NS      | $154555.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Capital Trust IV                                                         | MetLife Capital Trust IV                                                              | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $431250.44    | 0.07%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                               | Macquarie Airfinance Holdings Ltd.                                                    | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     56000 | PA      | $56805.37     | 0.01%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                     | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51252.20     | 0.01%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                               | Berry Global, Inc.                                                                    | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    154000 | PA      | $149236.04    | 0.03%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Holcim AG                                                                        | Holcim AG                                                                             | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |      4503 | NS      | $384216.51    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2007-14, Class KO                                                        | CUSIP: 31396PG62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3727 | PA      | $3169.53      | 0.00%             | 2037-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                                   | Weatherford International Ltd.                                                        | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    110000 | PA      | $112525.16    | 0.02%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                          | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    721000 | PA      | $559149.00    | 0.10%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3713.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanmina Corp.                                                                    | Sanmina Corp.                                                                         | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |       146 | NS      | $16806.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                                                     | Vertex Pharmaceuticals, Inc.                                                          | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       365 | NS      | $142948.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1694.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Primerica, Inc.                                                                  | Primerica, Inc.                                                                       | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |       518 | NS      | $143791.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp, Inc.                                                            | Horizon Bancorp, Inc.                                                                 | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |       740 | NS      | $11847.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers, Inc.                                                               | Safe Bulkers, Inc.                                                                    | CUSIP: N/A<br>LEI: 549300V6ZM2HJJYQQO85       | Long             | EC               | CORP              | MH        |      1984 | NS      | $8808.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group, Inc.                                                                  | Hub Group, Inc., Class A                                                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       815 | NS      | $28068.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC International Holdings Co. Ltd.                                             | SITC International Holdings Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | KY        |     37000 | NS      | $142447.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2024-R05, Class 2M1                  | CUSIP: 20754XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3975 | PA      | $3975.35      | 0.00%             | 2044-07-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Coursera, Inc.                                                                   | Coursera, Inc.                                                                        | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |      6336 | NS      | $74194.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-92.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                                     | Kenvue, Inc.                                                                          | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    235000 | PA      | $238984.93    | 0.04%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CBAM Ltd.                                                                        | CBAM Ltd., Series 2017-2A, Class AR                                                   | CUSIP: 12481KAS7<br>LEI: 254900JYLIAZT0YFW632 | Long             | ABS-CBDO         | CORP              | KY        |    275000 | PA      | $275376.73    | 0.05%             | 2034-07-17      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Uruguay Government Bond                                                               | CUSIP: 917288BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    250000 | PA      | $300250.00    | 0.05%             | 2033-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                            | Colgate-Palmolive Co.                                                                 | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     19564 | NS      | $1563946.16   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                      | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140107.61    | 0.02%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 4326, Class GS                                                          | CUSIP: 3137BABH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2495236 | PA      | $264017.68    | 0.05%             | 2044-04-15      | Floating      | 1.56%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                          | Applied Materials, Inc.                                                               | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       830 | NS      | $169934.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arroyo Mortgage Trust                                                            | Arroyo Mortgage Trust, Series 2019-1, Class A3                                        | CUSIP: 042859AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23406 | PA      | $22974.23     | 0.00%             | 2049-01-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| BioCryst Pharmaceuticals, Inc.                                                   | BioCryst Pharmaceuticals, Inc.                                                        | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |      7564 | NS      | $57410.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                                                   | Ameris Bancorp                                                                        | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |       171 | NS      | $12536.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                        | Outfront Media Capital LLC / Outfront Media Capital Corp.                             | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48097.30     | 0.01%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust, Series 2014-CR20, Class C                                        | CUSIP: 12592LBP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    313926 | PA      | $302927.02    | 0.05%             | 2047-11-10      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                 | Roche Holding AG                                                                      | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      2033 | NS      | $676955.59    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | Allianz SE                                                                            | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |      1244 | NS      | $523383.96    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever Indonesia Tbk. PT                                                       | Unilever Indonesia Tbk. PT                                                            | CUSIP: N/A<br>LEI: 549300MUHUFNRRI19O72       | Long             | EC               | CORP              | ID        |   1258700 | NS      | $134442.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1144.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2024-5C1, Class XA                      | CUSIP: 95003VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4398877 | PA      | $150071.20    | 0.03%             | 2057-07-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care REIT, Inc.                                                     | Sabra Health Care REIT, Inc.                                                          | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |       697 | NS      | $12992.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp, Inc.                                                           | Northrim BanCorp, Inc.                                                                | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |       588 | NS      | $12736.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                  | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172301.63    | 0.03%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sembcorp Industries Ltd.                                                         | Sembcorp Industries Ltd.                                                              | CUSIP: N/A<br>LEI: 254900J0FF14U6TPQM96       | Long             | EC               | CORP              | SG        |     11400 | NS      | $53263.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1067000 | PA      | $3434.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Manhattan Associates, Inc.                                                       | Manhattan Associates, Inc.                                                            | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       650 | NS      | $133237.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 2 Year Notes                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       296 | NC      | $-40898.71    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International Ltd.                                                   | Weatherford International Ltd.                                                        | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     75000 | PA      | $75099.05     | 0.01%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mercer International, Inc.                                                       | Mercer International, Inc.                                                            | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     85000 | PA      | $62727.90     | 0.01%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WSFS Financial Corp.                                                             | WSFS Financial Corp.                                                                  | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |       221 | NS      | $11918.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Endo Finance Holdings, Inc.                                                      | Endo Finance Holdings, Inc.                                                           | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $42964.76     | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                    | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F0506A9<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -2000000 | PA      | $-1983783.06  | -0.34%            | 2055-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-537.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $118912.10    | 0.02%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                         | Marvell Technology, Inc.                                                              | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $80056.27     | 0.01%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | Cheniere Energy Partners LP                                                           | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    751000 | PA      | $748808.64    | 0.13%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                          | Nabors Industries, Inc.                                                               | CUSIP: 62957HAL9<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30800.00     | 0.01%             | 2029-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                 | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34116.30     | 0.01%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                          | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      3212 | NS      | $144572.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings, Inc.                                                      | Sally Beauty Holdings, Inc.                                                           | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      1198 | NS      | $19503.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weekley Homes LLC / Weekley Finance Corp.                                        | Weekley Homes LLC / Weekley Finance Corp.                                             | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $63702.37     | 0.01%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                              | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    329000 | PA      | $276559.30    | 0.05%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust, Series 2014-UBS5, Class AM                                       | CUSIP: 12592KBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79806 | PA      | $78838.47     | 0.01%             | 2047-09-10      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| KDDI Corp.                                                                       | KDDI Corp.                                                                            | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |     19000 | NS      | $303022.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132AATC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98775 | PA      | $95606.44     | 0.02%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                        | OBX Trust, Series 2023-NQM10, Class A1                                                | CUSIP: 67449CAA9<br>LEI: 254900O44XNRXAW7W466 | Long             | ABS-MBS          | CORP              | US        |    212907 | PA      | $215539.59    | 0.04%             | 2063-10-25      | Fixed         | 6.46%                 | 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      | $-21.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                                    | Chevron Corp.                                                                         | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       861 | NS      | $133704.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                    | CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $268403.38    | 0.05%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                              | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110320.91    | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TXNM Energy, Inc.                                                                | TXNM Energy, Inc.                                                                     | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |       206 | NS      | $11649.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | ETRSI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   9601080 | PA      | $16646.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                     | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       461 | NS      | $132883.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp.                                                               | World Kinect Corp.                                                                    | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |       472 | NS      | $12248.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                                                            | Axon Enterprise, Inc.                                                                 | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46430.82     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                                    | WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR3, Class A2              | CUSIP: 92922FNJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73171 | PA      | $69489.39     | 0.01%             | 2034-06-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                                | Chase Home Lending Mortgage Trust, Series 2025-10, Class A11                          | CUSIP: 16160BBD8<br>LEI: 529900PXR6MEGSRAOO62 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100250.47    | 0.02%             | 2056-07-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| TOPPAN Holdings, Inc.                                                            | TOPPAN Holdings, Inc.                                                                 | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |      7100 | NS      | $181916.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ouster, Inc.                                                                     | Ouster, Inc.                                                                          | CUSIP: 68989M202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1204 | NS      | $32568.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Point CLO 10 Ltd.                                                          | Crown Point CLO 10 Ltd., Series 2021-10A, Class A                                     | CUSIP: 22846FAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250496.60    | 0.04%             | 2034-07-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62795.78     | 0.01%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                             | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74370.34     | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                    | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |      4783 | NS      | $94254.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| F5, Inc.                                                                         | F5, Inc.                                                                              | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       435 | NS      | $140587.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2022-HQA2, Class M1A                                  | CUSIP: 35564KB24<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-MBS          | CORP              | US        |    238779 | PA      | $243695.48    | 0.04%             | 2042-07-25      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| A10 Networks, Inc.                                                               | A10 Networks, Inc.                                                                    | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |       614 | NS      | $11144.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp.                                                                  | Atlassian Corp., Class A                                                              | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |       797 | NS      | $127280.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp.                                                            | First Financial Corp.                                                                 | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       230 | NS      | $12981.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Canadian Gaming Corp. / Raptor LLC                                         | Great Canadian Gaming Corp. / Raptor LLC                                              | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $74218.97     | 0.01%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Ebara Corp.                                                                      | Ebara Corp.                                                                           | CUSIP: N/A<br>LEI: 353800UV8U3SOMCDTI49       | Long             | EC               | CORP              | JP        |     10100 | NS      | $230224.96    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                       | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    168000 | PA      | $149379.83    | 0.03%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings plc                                                  | Seagate Technology Holdings plc                                                       | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |      5903 | NS      | $1393462.18   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp.                                                                    | Oshkosh Corp.                                                                         | CUSIP: 688239AF9<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141216.25    | 0.02%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Turning Point Brands, Inc.                                                       | Turning Point Brands, Inc.                                                            | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |       641 | NS      | $63369.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                      | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    293000 | PA      | $296701.36    | 0.05%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co.                                                           | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60062.08     | 0.01%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Arrowhead Pharmaceuticals, Inc.                                                  | Arrowhead Pharmaceuticals, Inc.                                                       | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |       433 | NS      | $14934.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $0.17         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banner Corp.                                                                     | Banner Corp.                                                                          | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       181 | NS      | $11855.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark USA, Inc.                                                               | Cinemark USA, Inc.                                                                    | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49767.58     | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Origin Bancorp, Inc.                                                             | Origin Bancorp, Inc.                                                                  | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |       341 | NS      | $11771.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient Global Holdings Ltd.                                                      | Adient Global Holdings Ltd.                                                           | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    115000 | PA      | $120700.21    | 0.02%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                          | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      5316 | NS      | $476845.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2015-C1, Class C                              | CUSIP: 126281BF0<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    233000 | PA      | $212684.66    | 0.04%             | 2050-04-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| NMI Holdings, Inc.                                                               | NMI Holdings, Inc., Class A                                                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      1056 | NS      | $40487.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2025-R01, Class 1M1                  | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98019 | PA      | $98110.54     | 0.02%             | 2045-01-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                                  | Halliburton Co.                                                                       | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      6423 | NS      | $158005.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp.                                                                    | Insulet Corp.                                                                         | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       417 | NS      | $128740.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                                                            | Delta Air Lines, Inc.                                                                 | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      2327 | NS      | $132057.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                   | CUSIP: 09261BAA8<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    134000 | PA      | $116170.39    | 0.02%             | 2031-03-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                            | Arroyo Mortgage Trust, Series 2019-3, Class A3                                        | CUSIP: 04285AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40232 | PA      | $38757.78     | 0.01%             | 2048-10-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | ConocoPhillips                                                                        | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      7868 | NS      | $744234.12    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co., Series W                                                        | CUSIP: 48123UAB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    179000 | PA      | $157141.05    | 0.03%             | 2047-05-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Itron, Inc.                                                                      | Itron, Inc.                                                                           | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |       588 | NS      | $73241.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                 | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    664000 | PA      | $687144.97    | 0.12%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc.                                                     | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      1201 | NS      | $135112.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2016-C7, Class AS                             | CUSIP: 12637UBA6<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |    255000 | PA      | $250538.95    | 0.04%             | 2049-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    193000 | PA      | $191594.11    | 0.03%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC / Prime Finance, Inc.                       | Prime Security Services Borrower LLC / Prime Finance, Inc.                            | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $90050.34     | 0.02%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CSAIL                                                                            | CSAIL Commercial Mortgage Trust, Series 2015-C2, Class B                              | CUSIP: 12634NAY4<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |    137705 | PA      | $133181.90    | 0.02%             | 2057-06-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2013-LC12, Class D                      | CUSIP: 94988QAU5<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |    169000 | PA      | $97175.00     | 0.02%             | 2046-07-15      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 59022CAA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65335.52     | 0.01%             | 2026-09-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                            | Commercial Metals Co.                                                                 | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |       227 | NS      | $13002.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                      | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     93000 | PA      | $81059.08     | 0.01%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Zymeworks, Inc.                                                                  | Zymeworks, Inc.                                                                       | CUSIP: 98985Y108<br>LEI: 894500AHOYAGYLYZJL67 | Long             | EC               | CORP              | US        |       850 | NS      | $14518.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                  | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    297000 | PA      | $338714.23    | 0.06%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                        | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    114000 | PA      | $117942.17    | 0.02%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                        | Viper Energy Partners LLC                                                             | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     88000 | PA      | $88725.70     | 0.02%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                                                                               | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |     13934 | NS      | $262453.37    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EverQuote, Inc.                                                                  | EverQuote, Inc., Class A                                                              | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1916 | NS      | $43818.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions, Inc.                                             | Broadridge Financial Solutions, Inc.                                                  | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       553 | NS      | $131708.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor, Inc.                                                                  | Frontdoor, Inc.                                                                       | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      1191 | NS      | $80142.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2016-C01, Class 2M2                  | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     63170 | PA      | $64465.61     | 0.01%             | 2028-08-25      | Floating      | 11.42%                | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2019-BN20, Class XA                                                      | CUSIP: 06540AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3672828 | PA      | $100529.35    | 0.02%             | 2062-09-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                            | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     13376 | NS      | $1277006.72   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                                                   | Chugai Pharmaceutical Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |      3600 | NS      | $159604.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                                            | Southern Copper Corp.                                                                 | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      1308 | NS      | $158738.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Accor SA                                                                         | Accor SA                                                                              | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EC               | CORP              | FR        |      6466 | NS      | $307202.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2025-R01, Class 1A1                  | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98940 | PA      | $99054.80     | 0.02%             | 2045-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                                        | Shell plc                                                                             | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      3404 | NS      | $121322.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                            | Commercial Metals Co.                                                                 | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81622.23     | 0.01%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                               | Berry Global, Inc.                                                                    | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11001.83     | 0.00%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| M/I Homes, Inc.                                                                  | M/I Homes, Inc.                                                                       | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       435 | NS      | $62831.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA or FHLMC                                                                    | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F0306A1<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1000000 | PA      | $-878513.67   | -0.15%            | 2055-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                               | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    576000 | PA      | $595001.76    | 0.10%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust                                               | Barclays Commercial Mortgage Trust, Series 2019-C4, Class XA                          | CUSIP: 07335CAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2509554 | PA      | $111956.49    | 0.02%             | 2052-08-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                     | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    157000 | PA      | $159784.48    | 0.03%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                    | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    110000 | PA      | $112117.50    | 0.02%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H0306A7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5000000 | PA      | $4464443.35   | 0.77%             | 2055-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                    | AIB Group plc                                                                         | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |     19476 | NS      | $177557.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                      | RHP Hotel Properties LP / RHP Finance Corp.                                           | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46375.43     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                      | Carvana Co.                                                                           | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     60159 | PA      | $61512.58     | 0.01%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                | Tyson Foods, Inc., Class A                                                            | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      2526 | NS      | $137161.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                       | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    202000 | PA      | $207293.38    | 0.04%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Compass Diversified Holdings                                                     | Compass Diversified Holdings                                                          | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |      2149 | NS      | $14226.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp.                                                       | Edwards Lifesciences Corp.                                                            | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      1705 | NS      | $132597.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                                                     | Vistra Corp.                                                                          | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       677 | NS      | $132637.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                         | SCIH Salt Holdings, Inc.                                                              | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $78240.66     | 0.01%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                              | CUSIP: 745332CL8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    128000 | PA      | $125717.31    | 0.02%             | 2053-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                             | Owens-Brockway Glass Container, Inc., First Lien, CME Term Loan                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     69238 | PA      | $69195.11     | 0.01%             | 2032-08-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2006-84, Class OT                                                        | CUSIP: 31396K2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       633 | PA      | $533.80       | 0.00%             | 2036-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                    | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    172000 | PA      | $175869.48    | 0.03%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Aisin Corp.                                                                      | Aisin Corp.                                                                           | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |     15700 | NS      | $271141.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NexPoint Residential Trust, Inc.                                                 | NexPoint Residential Trust, Inc.                                                      | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |       380 | NS      | $12243.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179YPB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    426496 | PA      | $383009.05    | 0.07%             | 2054-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tanger, Inc.                                                                     | Tanger, Inc.                                                                          | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |       349 | NS      | $11810.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Truck Leasing Co. LP / PTL Finance Corp.                                  | Penske Truck Leasing Co. LP / PTL Finance Corp.                                       | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $116811.06    | 0.02%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LTC Properties, Inc.                                                             | LTC Properties, Inc.                                                                  | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |       175 | NS      | $6450.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp.                                                          | Primoris Services Corp.                                                               | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |       727 | NS      | $99838.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FREMF 2015-K51 Mortgage Trust                                                    | FREMF Mortgage Trust, Series 2015-K51, Class B                                        | CUSIP: 30293XAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18995 | PA      | $18935.96     | 0.00%             | 2048-10-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                              | Benin Government Bond                                                                 | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |    155000 | PA      | $167788.99    | 0.03%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp., Series A                                                                  | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |       931 | NS      | $36662.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2022-R01, Class 1M2                  | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101435.38    | 0.02%             | 2041-12-25      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| IBEX Holdings Ltd.                                                               | IBEX Holdings Ltd.                                                                    | CUSIP: N/A<br>LEI: 5493000GRFLPVYU2CX17       | Long             | EC               | CORP              | BM        |       507 | NS      | $20543.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL & Associates Properties, Inc.                                                | CBL & Associates Properties, Inc.                                                     | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               | CORP              | US        |       407 | NS      | $12446.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                                    | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |     16236 | NS      | $312861.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3140XNRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2628671 | PA      | $2323211.68   | 0.40%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp.                        | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp.                             | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60800 | PA      | $61578.69     | 0.01%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                    | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $400357.86    | 0.07%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                           | Verisk Analytics, Inc., Class A                                                       | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       504 | NS      | $126761.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI, Inc.                                                                        | ATI, Inc.                                                                             | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24600.17     | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vir Biotechnology, Inc.                                                          | Vir Biotechnology, Inc.                                                               | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5909 | NS      | $33740.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media, Inc.                                                                 | Gray Media, Inc.                                                                      | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29747.33     | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DCC plc                                                                          | DCC plc                                                                               | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |      1203 | NS      | $77439.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Duolingo, Inc.                                                                   | Duolingo, Inc., Class A                                                               | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       452 | NS      | $145471.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand, Inc.                                                             | Ingersoll Rand, Inc.                                                                  | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      7982 | NS      | $659472.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics, Inc.                                                         | Akero Therapeutics, Inc.                                                              | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |      1346 | NS      | $63908.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                                                     | Allegion plc                                                                          | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |       817 | NS      | $144894.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories, Inc.                                                         | IDEXX Laboratories, Inc.                                                              | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       738 | NS      | $471500.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179WDS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    164550 | PA      | $147269.67    | 0.03%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| California Resources Corp.                                                       | California Resources Corp.                                                            | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |       213 | NS      | $11327.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10 Year Notes                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        30 | NC      | $7702.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                    | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    343000 | PA      | $345953.72    | 0.06%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 33 Ltd.                                                              | Elmwood CLO 33 Ltd., Series 2024-9RA, Class AR                                        | CUSIP: 29001EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250714.44    | 0.04%             | 2037-10-21      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Guidewire Software, Inc.                                                         | Guidewire Software, Inc.                                                              | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |       551 | NS      | $126652.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corp.                                                               | Toyota Motor Corp.                                                                    | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |      4200 | NS      | $80667.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                   | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     23660 | NS      | $1569131.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Quikrete Holdings, Inc.                                                          | Quikrete Holdings, Inc.                                                               | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31213.46     | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Supernus Pharmaceuticals, Inc.                                                   | Supernus Pharmaceuticals, Inc.                                                        | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      1556 | NS      | $74361.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jardine Matheson Holdings Ltd.                                                   | Jardine Matheson Holdings Ltd.                                                        | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |      3900 | NS      | $246117.98    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                                          | DuPont de Nemours, Inc.                                                               | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      8104 | NS      | $631301.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                     | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       789 | NS      | $376471.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle US CLO Ltd.                                                              | Carlyle US CLO Ltd., Series 2020-2A, Class A1R2                                       | CUSIP: 14315GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $600003.03    | 0.10%             | 2035-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                         | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    162000 | PA      | $125038.96    | 0.02%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield plc                                                          | Cushman & Wakefield plc                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      4578 | NS      | $72881.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                                       | Genmab A/S                                                                            | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |       567 | NS      | $174946.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AeroVironment, Inc.                                                              | AeroVironment, Inc.                                                                   | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |        88 | NS      | $27710.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp.                                                         | Zebra Technologies Corp., Class A                                                     | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       421 | NS      | $125104.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Ltd.                                                                    | WH Group Ltd.                                                                         | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |    352000 | NS      | $381198.77    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                                | Standard Building Solutions, Inc.                                                     | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86215.94     | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                        | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     75000 | PA      | $76419.60     | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                                             | TJX Cos., Inc. (The)                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     13684 | NS      | $1977885.36   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| DBUBS Mortgage Trust                                                             | DBUBS Mortgage Trust, Series 2011-LC3A, Class D                                       | CUSIP: 23305YAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    406006 | PA      | $393051.08    | 0.07%             | 2044-08-10      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Dorman Products, Inc.                                                            | Dorman Products, Inc.                                                                 | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |        82 | NS      | $12782.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2018-L1, Class A3                              | CUSIP: 61691QAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    183000 | PA      | $182375.24    | 0.03%             | 2051-10-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                                   | AppLovin Corp., Class A                                                               | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      1786 | NS      | $1283312.44   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software, Inc.                                                         | Guidewire Software, Inc.                                                              | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |     76000 | PA      | $88579.75     | 0.02%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2022-R03, Class 1M2                  | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44000 | PA      | $45420.32     | 0.01%             | 2042-03-25      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                             | Coterra Energy, Inc.                                                                  | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      5558 | NS      | $131446.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj, Inc.                                                                     | Impinj, Inc.                                                                          | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |       426 | NS      | $76999.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                                                                 | ServiceNow, Inc.                                                                      | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1365 | NS      | $1256182.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                                                      | Spire, Inc.                                                                           | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |       164 | NS      | $13369.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2024-CES1, Class A1A                               | CUSIP: 46658CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60547 | PA      | $61073.90     | 0.01%             | 2054-06-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    147000 | PA      | $151006.19    | 0.03%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                    | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62464.38     | 0.01%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       507 | NS      | $152307.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Buzzi SpA                                                                        | Buzzi SpA                                                                             | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |      4567 | NS      | $251664.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                       | Ameriprise Financial, Inc.                                                            | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       265 | NS      | $130181.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                                                   | EchoStar Corp.                                                                        | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    110000 | PA      | $121104.50    | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    305000 | PA      | $311119.38    | 0.05%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Precigen, Inc.                                                                   | Precigen, Inc.                                                                        | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               | CORP              | US        |     16759 | NS      | $55137.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                   | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    270000 | PA      | $314132.43    | 0.05%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TCI Communications, Inc.                                                         | TCI Communications, Inc.                                                              | CUSIP: 872287AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    238000 | PA      | $253800.37    | 0.04%             | 2028-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 5 Year Notes                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       364 | NC      | $-43154.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5.63        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Concentra Health Services, Inc.                                                  | Concentra Health Services, Inc.                                                       | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72774.24     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VICI Properties, Inc.                                                            | VICI Properties, Inc., Class A                                                        | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      4200 | NS      | $136962.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Albaugh LLC                                                                      | Albaugh LLC, First Lien, Initial CME Term Loan                                        | CUSIP: 01260HAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89767 | PA      | $89945.18     | 0.02%             | 2029-04-06      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                    | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    166000 | PA      | $177242.34    | 0.03%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $357.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Monarch Casino & Resort, Inc.                                                    | Monarch Casino & Resort, Inc.                                                         | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |       136 | NS      | $14394.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rand Parent LLC                                                                  | Rand Parent LLC, First Lien, CME Term Loan, B                                         | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80760 | PA      | $80528.78     | 0.01%             | 2030-03-18      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                        | UKG, Inc.                                                                             | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92933.10     | 0.02%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO Global Funding                                                                    | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    171000 | PA      | $174534.79    | 0.03%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Scholar Rock Holding Corp.                                                       | Scholar Rock Holding Corp.                                                            | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |       360 | NS      | $13406.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                                                        | Zurich Insurance Group AG                                                             | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |       289 | NS      | $206572.39    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-181.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rigel Pharmaceuticals, Inc.                                                      | Rigel Pharmaceuticals, Inc.                                                           | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |       321 | NS      | $9093.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp.                                                                    | Insulet Corp.                                                                         | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15607.98     | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mercer International, Inc.                                                       | Mercer International, Inc.                                                            | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36452.25     | 0.01%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: No      |
| Calavo Growers, Inc.                                                             | Calavo Growers, Inc.                                                                  | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       429 | NS      | $11042.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oaktree CLO Ltd.                                                                 | Oaktree CLO Ltd., Series 2021-1A, Class A1R                                           | CUSIP: 67402JAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251099.42    | 0.04%             | 2038-01-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                            | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      8014 | NS      | $1231351.10   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME SA                                                                      | Aena SME SA                                                                           | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |      7215 | NS      | $197253.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                         | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |      6098 | NS      | $464027.98    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                    | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    207000 | PA      | $209457.92    | 0.04%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8827.89      | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                               | Light & Wonder International, Inc.                                                    | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123245.52    | 0.02%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Costamare, Inc.                                                                  | Costamare, Inc.                                                                       | CUSIP: N/A<br>LEI: 5299003L6NPTZ25LN818       | Long             | EC               | CORP              | MH        |       965 | NS      | $11493.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics, Inc.                                                   | Protagonist Therapeutics, Inc.                                                        | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1149 | NS      | $76328.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                         | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    463000 | PA      | $407128.90    | 0.07%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                     | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |       300 | NS      | $37164.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                                                              | ACI Worldwide, Inc.                                                                   | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |       689 | NS      | $36358.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grifols SA                                                                       | Grifols SA                                                                            | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |    215000 | PA      | $247917.12    | 0.04%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cerence, Inc.                                                                    | Cerence, Inc.                                                                         | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |      1211 | NS      | $15089.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axogen, Inc.                                                                     | Axogen, Inc.                                                                          | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1307 | NS      | $23316.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                  | CFCRE Commercial Mortgage Trust, Series 2017-C8, Class B                              | CUSIP: 12532CBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179000 | PA      | $172485.56    | 0.03%             | 2050-06-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                   | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160241.55    | 0.03%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                           | Chart Industries, Inc.                                                                | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26806.43     | 0.00%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                      | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    656000 | PA      | $651114.47    | 0.11%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                    | Fortress Intermediate 3, Inc.                                                         | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68138.92     | 0.01%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Aris Water Holdings LLC                                                          | Aris Water Holdings LLC                                                               | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95087.12     | 0.02%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3216.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                               | Nationstar Mortgage Holdings, Inc.                                                    | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $81102.24     | 0.01%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                         | WESCO Distribution, Inc.                                                              | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20616.62     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Putnam Funds Trust                                                               | Putnam Short Term Investment Fund, Class P                                            | CUSIP: 74676P664<br>LEI: 549300S9JYWEMKQCLW53 | Long             |  | RF                | US        |  20848992 | NS      | $20848992.39  | 3.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                                                             | Colombia Government Bond                                                              | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    230000 | PA      | $242247.50    | 0.04%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2023-152, Class FB                                                       | CUSIP: 38384DZX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    273900 | PA      | $278300.00    | 0.05%             | 2051-04-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Travere Therapeutics, Inc.                                                       | Travere Therapeutics, Inc.                                                            | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $16730.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allfunds Group plc                                                               | Allfunds Group plc                                                                    | CUSIP: N/A<br>LEI: 9598005U8TZQ8Q64SC71       | Long             | EC               | CORP              | GB        |     17767 | NS      | $132616.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                     | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    433000 | PA      | $426240.74    | 0.07%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                        | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     88000 | PA      | $86356.31     | 0.01%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-248.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                 | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    430000 | PA      | $403944.90    | 0.07%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 3065, Class DC                                                          | CUSIP: 31396EU46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31464 | PA      | $32818.12     | 0.01%             | 2035-03-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust, Series 2013-CR13, Class C                                        | CUSIP: 12630BBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56210 | PA      | $55429.56     | 0.01%             | 2046-11-10      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Corcept Therapeutics, Inc.                                                       | Corcept Therapeutics, Inc.                                                            | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      1847 | NS      | $153504.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Legalzoom.com, Inc.                                                              | Legalzoom.com, Inc.                                                                   | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |      5649 | NS      | $58636.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-34.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $36.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                                | CNH Industrial NV                                                                     | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |      6347 | NS      | $68864.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2023-HQA2, Class M1A                                  | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | CORP              | US        |     14708 | PA      | $14776.07     | 0.00%             | 2043-06-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Boston Beer Co., Inc. (The)                                                      | Boston Beer Co., Inc. (The), Class A                                                  | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |       615 | NS      | $130023.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                           | Duke Energy Ohio, Inc.                                                                | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    189000 | PA      | $186876.87    | 0.03%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                        | Seagate Data Storage Technology Pte. Ltd.                                             | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     80000 | PA      | $81593.28     | 0.01%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                       | JPMBB Commercial Mortgage Securities Trust, Series 2014-C18, Class B                  | CUSIP: 46641JBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213461 | PA      | $208000.61    | 0.04%             | 2047-02-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-58.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                                  | 1261229 BC Ltd., First Lien, Initial CME Term Loan                                    | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     44888 | PA      | $44340.32     | 0.01%             | 2030-10-08      | Variable      | 10.41%                | No            |                  2 | On Loan: No      |
| Ambarella, Inc.                                                                  | Ambarella, Inc.                                                                       | CUSIP: N/A<br>LEI: 254900XN7F4DG0CEKC02       | Long             | EC               | CORP              | KY        |       909 | NS      | $75010.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Music Group NV                                                         | Universal Music Group NV                                                              | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |     12491 | NS      | $360958.19    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                       | JPMBB Commercial Mortgage Securities Trust, Series 2013-C12, Class C                  | CUSIP: 46639NAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136600 | PA      | $131616.47    | 0.02%             | 2045-07-15      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                         | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     14179 | NS      | $1167924.23   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc.                                                              | PROG Holdings, Inc.                                                                   | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      1250 | NS      | $40450.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2022-HQA1, Class M1A                                  | CUSIP: 35564KTA7<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | CORP              | US        |      3553 | PA      | $3570.11      | 0.00%             | 2042-03-25      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                  | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55007.21     | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IonQ, Inc.                                                                       | IonQ, Inc.                                                                            | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               | CORP              | US        |      2041 | NS      | $125521.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2020-96, Class JI                                                        | CUSIP: 3136BDKM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3664336 | PA      | $616114.07    | 0.11%             | 2051-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RR 29 Ltd.                                                                       | RR 29 Ltd., Series 2024-29RA, Class A1R                                               | CUSIP: 74989VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250873.40    | 0.04%             | 2039-07-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                     | DaVita, Inc.                                                                          | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15480.57     | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                                  | CUSIP: 3140LLKP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62964 | PA      | $64054.30     | 0.01%             | 2028-08-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                             | Osaic Holdings, Inc.                                                                  | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98538.47     | 0.02%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $71.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ArcelorMittal SA                                                                      | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |      1970 | NS      | $71069.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                                  | CUSIP: 3140NUCB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147000 | PA      | $151916.39    | 0.03%             | 2028-12-01      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                             | Bulgaria Government Bond                                                              | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |     60000 | PA      | $72658.14     | 0.01%             | 2032-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                        | Standard Industries, Inc.                                                             | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36257.52     | 0.01%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                            | Clydesdale Acquisition Holdings, Inc.                                                 | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92393.55     | 0.02%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                        | ATI, Inc.                                                                             | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78786.75     | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Adeia, Inc.                                                                      | Adeia, Inc.                                                                           | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       783 | NS      | $13154.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                                                       | Siemens AG                                                                            | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |      1144 | NS      | $308854.87    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NuScale Power Corp.                                                              | NuScale Power Corp., Class A                                                          | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       510 | NS      | $18360.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                          | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      3026 | NS      | $132992.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp. (The)                                                                  | AES Corp. (The)                                                                       | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    158000 | PA      | $156558.03    | 0.03%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                                               | Poste Italiane SpA                                                                    | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |      1693 | NS      | $40244.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      4030 | NS      | $3209290.50   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global, Inc.                                                            | Payoneer Global, Inc.                                                                 | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |      1897 | NS      | $11476.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                                 | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    205000 | PA      | $181927.98    | 0.03%             | 2031-08-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-104.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                                                          | Kite Realty Group Trust                                                               | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1293 | NS      | $28833.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                                                                   | Preferred Bank                                                                        | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |       352 | NS      | $31817.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Security Services Borrower LLC                                             | Prime Security Services Borrower LLC, First Lien, 2025 Incremental CME Term Loan, B2  | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    140000 | PA      | $138895.40    | 0.02%             | 2032-03-08      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                    | SM Energy Co.                                                                         | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60023.61     | 0.01%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Univest Financial Corp.                                                          | Univest Financial Corp.                                                               | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |       481 | NS      | $14439.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                         | CUSIP: 615369BA2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52087.02     | 0.01%             | 2034-08-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1103.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                              | Nexstar Media, Inc.                                                                   | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48843.62     | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                                    | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22586.67     | 0.00%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Group LLC / Neuberger Berman Finance Corp.                      | Neuberger Berman Group LLC / Neuberger Berman Finance Corp.                           | CUSIP: 64128XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    146000 | PA      | $128207.44    | 0.02%             | 2045-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                                                               | Elmwood CLO I Ltd., Series 2019-1A, Class A1RR                                        | CUSIP: 290015AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $200719.91    | 0.03%             | 2037-04-20      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $416598.50    | 0.07%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA                                   | ACS Actividades de Construccion y Servicios SA                                        | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |       479 | NS      | $38395.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                        | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     40000 | PA      | $41026.64     | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OFG Bancorp                                                                      | OFG Bancorp                                                                           | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |       887 | NS      | $38575.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                       | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |      3920 | NS      | $600548.38    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                           | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    185000 | PA      | $170312.97    | 0.03%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                     | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188105.50    | 0.03%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SK Hynix, Inc.                                                                   | SK Hynix, Inc.                                                                        | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |      1553 | NS      | $384985.57    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25792.06     | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Hamilton Insurance Group Ltd.                                                    | Hamilton Insurance Group Ltd., Class B                                                | CUSIP: N/A<br>LEI: 549300W92BN1FIEXG871       | Long             | EC               | CORP              | BM        |      2461 | NS      | $61032.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co., Inc.                                                      | Franklin Electric Co., Inc.                                                           | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |       132 | NS      | $12566.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                               | CUSIP: 941053AJ9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $236000.07    | 0.04%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                           | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       503 | NS      | $141946.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Aquila Ltd.                                                           | Transocean Aquila Ltd.                                                                | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     16308 | PA      | $16786.74     | 0.00%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Smiths Group plc                                                                 | Smiths Group plc                                                                      | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               | CORP              | GB        |      3577 | NS      | $113409.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co. Ltd.                                                         | Otsuka Holdings Co. Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3200 | NS      | $170658.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                               | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     79000 | PA      | $76398.75     | 0.01%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-26.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                       | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     35177 | NS      | $18219927.15  | 3.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 5134, Class IB                                                          | CUSIP: 3137H1X50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2321363 | PA      | $465521.69    | 0.08%             | 2051-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                        | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     85000 | PA      | $87157.56     | 0.01%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    324000 | PA      | $330277.36    | 0.06%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                    | Magnera Corp.                                                                         | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26585.79     | 0.00%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                   | JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                        | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     82000 | PA      | $78653.23     | 0.01%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust, Series 2015-LC19, Class C                                        | CUSIP: 200474BH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $355845.65    | 0.06%             | 2048-02-10      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp.                                                        | Renesas Electronics Corp.                                                             | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |     15800 | NS      | $181782.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                  | FirstCash, Inc.                                                                       | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186274.44    | 0.03%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc., First Lien, 2023 Incremental CME Term Loan, B            | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    139572 | PA      | $139534.88    | 0.02%             | 2030-02-06      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                            | Rocket Software, Inc.                                                                 | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68255.56     | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2005-65CB, Class 2A1                                   | CUSIP: 12668AY90<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    271475 | PA      | $167538.33    | 0.03%             | 2035-12-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| nLight, Inc.                                                                     | nLight, Inc.                                                                          | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       765 | NS      | $22666.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179UZS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    167968 | PA      | $150694.31    | 0.03%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                              | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140587.17    | 0.02%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| O-I Glass, Inc.                                                                  | O-I Glass, Inc.                                                                       | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       907 | NS      | $11763.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                           | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    528000 | PA      | $509519.71    | 0.09%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Matson, Inc.                                                                     | Matson, Inc.                                                                          | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |       622 | NS      | $61322.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                 | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     83000 | PA      | $85615.88     | 0.01%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                              | American Axle & Manufacturing, Inc.                                                   | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59936.19     | 0.01%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nexon Co. Ltd.                                                                   | Nexon Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |      5900 | NS      | $129479.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                             | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228738.16    | 0.04%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   4405000 | PA      | $33381.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                  | Madison IAQ LLC                                                                       | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39075.02     | 0.01%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     38210 | NS      | $1971253.90   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-110.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3268.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CF Industries Holdings, Inc.                                                     | CF Industries Holdings, Inc.                                                          | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      8619 | NS      | $773124.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group, Inc.                                                              | Upbound Group, Inc.                                                                   | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |       436 | NS      | $10302.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                                   | Public Storage                                                                        | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |       474 | NS      | $136914.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp.                                                                      | Inpex Corp.                                                                           | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |     23700 | NS      | $426734.56    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Water, Inc.                                                                  | Air Water, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      7100 | NS      | $121959.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                            | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1258000 | PA      | $867593.48    | 0.15%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $78.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2016-UB12, Class AS                            | CUSIP: 61691EBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193000 | PA      | $184722.21    | 0.03%             | 2049-12-15      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                    | Transocean International Ltd.                                                         | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     30000 | PA      | $31588.08     | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Prologis, Inc.                                                                   | Prologis, Inc.                                                                        | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      5304 | NS      | $607414.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto plc                                                                    | Rio Tinto plc                                                                         | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |      4031 | NS      | $265652.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreCivic, Inc.                                                                  | CoreCivic, Inc.                                                                       | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |       929 | NS      | $18905.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M1                  | CUSIP: 20754BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33937 | PA      | $33929.28     | 0.01%             | 2042-01-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                  | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      2945 | NS      | $366181.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties, Inc.                                               | Ryman Hospitality Properties, Inc.                                                    | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |       589 | NS      | $52768.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp.                                                                 | Otter Tail Corp.                                                                      | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        79 | NS      | $6475.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-14.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Graco, Inc.                                                                      | Graco, Inc.                                                                           | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      1600 | NS      | $135936.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Danby Park CLO Ltd.                                                              | Danby Park CLO Ltd., Series 2022-1A, Class AR                                         | CUSIP: 236057AN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250718.46    | 0.04%             | 2037-10-21      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                 | Gray Media, Inc.                                                                      | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102251.30    | 0.02%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust, Series 2014-UBS4, Class XA                                       | CUSIP: 12591QAS1<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    548733 | PA      | $1904.10      | 0.00%             | 2047-08-10      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                 | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     51000 | PA      | $56933.78     | 0.01%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                           | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |     14072 | NS      | $343161.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co., Inc.                                         | VICI Properties LP / VICI Note Co., Inc.                                              | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $134556.30    | 0.02%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                           | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    102000 | PA      | $103468.67    | 0.02%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cimpress plc                                                                     | Cimpress plc                                                                          | CUSIP: N/A<br>LEI: 549300X1IFD75XISOR81       | Long             | EC               | CORP              | IE        |       231 | NS      | $14562.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd. (The)                                          | Bank of NT Butterfield & Son Ltd. (The)                                               | CUSIP: N/A<br>LEI: 549300V8RVM0EMTDPF28       | Long             | EC               | CORP              | BM        |       651 | NS      | $27940.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                      | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     41000 | PA      | $38618.17     | 0.01%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Empire State Realty Trust, Inc.                                                  | Empire State Realty Trust, Inc., Class A                                              | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |      1457 | NS      | $11160.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                    | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    212000 | PA      | $207031.48    | 0.04%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nice Ltd.                                                                        | Nice Ltd.                                                                             | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |       496 | NS      | $71852.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                                             | Kleopatra Finco SARL, First Lien, USD CME Term Loan, B                                | CUSIP: L5841WAC2<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      4843 | PA      | $4318.51      | 0.00%             | 2025-10-27      | Variable      | 14.16%                | No            |                  3 | On Loan: No      |
| PROS Holdings, Inc.                                                              | PROS Holdings, Inc.                                                                   | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |       823 | NS      | $18854.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                   | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      1383 | NS      | $150691.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BDS Ltd.                                                                         | BDS Ltd., Series 2021-FL10, Class A                                                   | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    186190 | PA      | $186438.89    | 0.03%             | 2036-12-16      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Rational AG                                                                      | Rational AG                                                                           | CUSIP: N/A<br>LEI: 529900K139N6UFJ1A758       | Long             | EC               | CORP              | DE        |        59 | NS      | $45086.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                            | DIRECTV Financing LLC, First Lien, 2024 Refinancing CME Term Loan, B                  | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85175 | PA      | $85428.19     | 0.01%             | 2029-08-02      | Variable      | 9.82%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | Kellanova                                                                             | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8771.15      | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                               | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55133.45     | 0.01%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                                 | American Builders & Contractors Supply Co., Inc.                                      | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29424.53     | 0.01%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies, Inc.                                                      | Minerals Technologies, Inc.                                                           | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |       809 | NS      | $50255.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                  | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    188000 | PA      | $187197.85    | 0.03%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc., First Lien, CME Term Loan, K                                         | CUSIP: 89364MCF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90000 | PA      | $90013.05     | 0.02%             | 2030-03-22      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Heidrick & Struggles International, Inc.                                         | Heidrick & Struggles International, Inc.                                              | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |       340 | NS      | $16921.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                               | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |      2426 | NS      | $426490.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-218.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Heritage Commerce Corp.                                                          | Heritage Commerce Corp.                                                               | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      1153 | NS      | $11449.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp.                                                              | First Horizon Corp.                                                                   | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      6098 | NS      | $137875.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JSE28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11949 | PA      | $12379.92     | 0.00%             | 2049-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                               | Light & Wonder International, Inc.                                                    | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15611.07     | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Panama Government Bond                                                                | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    220000 | PA      | $242132.00    | 0.04%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                   | US Foods, Inc.                                                                        | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60464.22     | 0.01%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Select Medical Holdings Corp.                                                    | Select Medical Holdings Corp.                                                         | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1763 | NS      | $22636.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita, Inc.                                                                     | DaVita, Inc.                                                                          | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191257.81    | 0.03%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                      | RHP Hotel Properties LP / RHP Finance Corp.                                           | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20647.40     | 0.00%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                        | OBX Trust, Series 2025-J2, Class AF                                                   | CUSIP: 67122EAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99904 | PA      | $99962.78     | 0.02%             | 2055-09-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                                      | Apollo Commercial Real Estate Finance, Inc., First Lien, Initial CME Term Loan        | CUSIP: 03768DAE7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | LON              | CORP              | US        |      8978 | PA      | $9047.66      | 0.00%             | 2030-06-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                                          | Fresenius SE & Co. KGaA                                                               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |       594 | NS      | $33195.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                        | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |     95600 | NS      | $916227.12    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Financial Services Corp.                                              | Enterprise Financial Services Corp.                                                   | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |       643 | NS      | $37281.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp.                                                                            | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51456.50     | 0.01%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       871 | NS      | $135161.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Truck Leasing Co. LP / PTL Finance Corp.                                  | Penske Truck Leasing Co. LP / PTL Finance Corp.                                       | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $105297.98    | 0.02%             | 2027-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Carlsberg A/S                                                                    | Carlsberg A/S, Class B                                                                | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |       403 | NS      | $46908.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                                   | Tapestry, Inc.                                                                        | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      1308 | NS      | $148091.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                         | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      4257 | NS      | $896098.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2019-C52, Class XA                      | CUSIP: 95002MAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3267327 | PA      | $153741.80    | 0.03%             | 2052-08-15      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                              | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92772.27     | 0.02%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Auto1 Group SE                                                                   | Auto1 Group SE                                                                        | CUSIP: N/A<br>LEI: 391200S2LPXG5ZD5G304       | Long             | EC               | CORP              | DE        |      4223 | NS      | $144466.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                               | Nationstar Mortgage Holdings, Inc.                                                    | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $78503.85     | 0.01%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TotalEnergies SE                                                                      | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |      8905 | NS      | $542391.39    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                            | Jane Street Group / JSG Finance, Inc.                                                 | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $197790.29    | 0.03%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-51.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                        | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41688.86     | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                      | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $221037.90    | 0.04%             | 2033-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64833.65     | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | Engie SA                                                                              | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |     17743 | NS      | $381412.94    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-123.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                                   | Lonza Group AG                                                                        | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |       741 | NS      | $495461.01    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Albany International Corp.                                                       | Albany International Corp., Class A                                                   | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |       216 | NS      | $11512.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                                                 | ArcelorMittal SA                                                                      | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    120000 | PA      | $134877.75    | 0.02%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                 | WestRock MWV LLC                                                                      | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |     87000 | PA      | $100624.77    | 0.02%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| TGNR Intermediate Holdings LLC                                                   | TGNR Intermediate Holdings LLC                                                        | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102828.55    | 0.02%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Maximus, Inc.                                                                    | Maximus, Inc.                                                                         | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       158 | NS      | $14436.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                                        | Nestle SA                                                                             | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |      1172 | NS      | $107630.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                       | Fertitta Entertainment LLC, First Lien, Initial CME Term Loan, B                      | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     88776 | PA      | $88748.56     | 0.02%             | 2029-01-29      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| ScanSource, Inc.                                                                 | ScanSource, Inc.                                                                      | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |       284 | NS      | $12493.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                        | Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                             | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $82230.24     | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                                   | K. Hovnanian Enterprises, Inc.                                                        | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46164.46     | 0.01%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                              | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     75000 | PA      | $82698.75     | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Coles Group Ltd.                                                                 | Coles Group Ltd.                                                                      | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |      1379 | NS      | $21226.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Powell Industries, Inc.                                                          | Powell Industries, Inc.                                                               | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |        42 | NS      | $12802.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                                                     | Hasbro, Inc.                                                                          | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      1822 | NS      | $138198.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Novelis Corp.                                                                    | Novelis Corp.                                                                         | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96051.72     | 0.02%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NetScout Systems, Inc.                                                           | NetScout Systems, Inc.                                                                | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |       523 | NS      | $13509.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp.                                                                    | Glaukos Corp.                                                                         | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |       424 | NS      | $34577.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of the Philippines                                                      | Philippines Government Bond                                                           | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    210000 | PA      | $223712.08    | 0.04%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                          | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     15000 | PA      | $15490.42     | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-5C29, Class XA                                      | CUSIP: 05555PAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4758958 | PA      | $260561.03    | 0.04%             | 2057-09-15      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                         | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     97000 | PA      | $67867.38     | 0.01%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Co., Inc.                                                       | Graham Packaging Co., Inc.                                                            | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80280.16     | 0.01%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                      | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      1724 | NS      | $119938.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3140KLMT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3057477 | PA      | $2604853.18   | 0.45%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Golden Entertainment, Inc.                                                       | Golden Entertainment, Inc.                                                            | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |       491 | NS      | $11577.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                            | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    118000 | PA      | $132610.76    | 0.02%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2017-C06, Class 2M2C                 | CUSIP: 30711XSV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     44624 | PA      | $45394.02     | 0.01%             | 2030-02-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                                                 | Coca-Cola HBC AG                                                                      | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |      4229 | NS      | $199518.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | Bank Gospodarstwa Krajowego                                                           | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $207191.28    | 0.04%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Flash Charm, Inc.                                                                | Flash Charm, Inc., First Lien, CME Term Loan, B2                                      | CUSIP: 45168RAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59399 | PA      | $52271.17     | 0.01%             | 2028-03-02      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                              | LBM Acquisition LLC, First Lien, Amendment No. 3 Incremental CME Term Loan            | CUSIP: 50179JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34474 | PA      | $33707.78     | 0.01%             | 2031-06-06      | Variable      | 7.99%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP, Series B                                                          | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    810000 | PA      | $809565.84    | 0.14%             | 2028-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                             | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      8129 | NS      | $1360225.57   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                     | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    350000 | PA      | $282098.88    | 0.05%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Power Solutions International, Inc.                                              | Power Solutions International, Inc.                                                   | CUSIP: 73933G202<br>LEI: 549300JWGWDXC70SNH31 | Long             | EC               | CORP              | US        |       645 | NS      | $63351.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unipol Assicurazioni SpA                                                         | Unipol Assicurazioni SpA                                                              | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |      1392 | NS      | $29924.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Peru Government Bond                                                                  | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    330000 | PA      | $304936.50    | 0.05%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Waystar Holding Corp.                                                            | Waystar Holding Corp.                                                                 | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       754 | NS      | $28591.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial, Inc.                                                         | Genworth Financial, Inc., Class A                                                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |      8267 | NS      | $73576.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EquipmentShare.com, Inc.                                                         | EquipmentShare.com, Inc.                                                              | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54044.70     | 0.01%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                      | Dick's Sporting Goods, Inc.                                                           | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    169000 | PA      | $154888.66    | 0.03%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | Unum Group                                                                            | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      1925 | NS      | $149726.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                          | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       467 | NS      | $127892.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                          | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    181000 | PA      | $172669.94    | 0.03%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bond                                                                    | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     18000 | PA      | $18000.00     | 0.00%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC / SBP Finance Corp.                     | Specialty Building Products Holdings LLC / SBP Finance Corp.                          | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40669.52     | 0.01%             | 2029-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Alarm.com Holdings, Inc.                                                         | Alarm.com Holdings, Inc.                                                              | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |       208 | NS      | $11040.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                                               | Equity Residential                                                                    | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      2113 | NS      | $136774.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                       | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133A8F85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    266314 | PA      | $230204.68    | 0.04%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical, Inc.                                                         | Intuitive Surgical, Inc.                                                              | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1538 | NS      | $687839.74    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                    | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     15791 | NS      | $1831913.91   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    465000 | PA      | $462429.41    | 0.08%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC / Cogent Finance, Inc.                           | Cogent Communications Group LLC / Cogent Finance, Inc.                                | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $160501.36    | 0.03%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                     | Cadence Design Systems, Inc.                                                          | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    204000 | PA      | $205383.60    | 0.04%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                       | JPMBB Commercial Mortgage Securities Trust, Series 2014-C25, Class XA                 | CUSIP: 46643PBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    587551 | PA      | $7.05         | 0.00%             | 2047-11-15      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc., Class A                                                 | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      2160 | NS      | $134935.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp.                                                             | Northern Trust Corp.                                                                  | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      1034 | NS      | $139176.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                          | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      9677 | NS      | $2240612.58   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2025-R02, Class 1M1                  | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281041 | PA      | $281214.22    | 0.05%             | 2045-02-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     94000 | PA      | $92064.60     | 0.02%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Vornado Realty Trust                                                             | Vornado Realty Trust                                                                  | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14182 | NS      | $574796.46    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-119.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                             | CrossCountry Intermediate HoldCo LLC                                                  | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $85419.02     | 0.01%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                         | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    346000 | PA      | $362160.87    | 0.06%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd.                                                      | BOC Hong Kong Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |     10000 | NS      | $46847.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                | Taylor Morrison Communities, Inc.                                                     | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35518.21     | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Etsy, Inc.                                                                       | Etsy, Inc.                                                                            | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      2362 | NS      | $156813.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL Corp. Ltd.                                                                   | NCL Corp. Ltd.                                                                        | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     30000 | PA      | $30871.70     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Oceaneering International, Inc.                                                  | Oceaneering International, Inc.                                                       | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      2226 | NS      | $55160.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings, Inc.                                                          | LiveRamp Holdings, Inc.                                                               | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |      1686 | NS      | $45758.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                   | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      6933 | NS      | $1638753.21   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EXOR NV                                                                          | EXOR NV                                                                               | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | EC               | CORP              | NL        |      1767 | NS      | $172946.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Argan, Inc.                                                                      | Argan, Inc.                                                                           | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |       292 | NS      | $78854.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree, Inc.                                                                | Dollar Tree, Inc.                                                                     | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      1429 | NS      | $134854.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                      | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     70000 | PA      | $76521.97     | 0.01%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  24235000 | PA      | $-125331.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sterling Infrastructure, Inc.                                                    | Sterling Infrastructure, Inc.                                                         | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |       309 | NS      | $104961.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Inc.                                               | Reinsurance Group of America, Inc.                                                    | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       716 | NS      | $137565.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-403.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                         | Marathon Petroleum Corp.                                                              | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       774 | NS      | $149180.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36087.10     | 0.01%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NETGEAR, Inc.                                                                    | NETGEAR, Inc.                                                                         | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      2046 | NS      | $66269.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify, Inc.                                                                    | Shopify, Inc., Class A                                                                | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      2816 | NS      | $418485.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WaMu Mortgage-Backed Pass-Through Certificates Trust                             | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR9, Class A1C3            | CUSIP: 92922FU89<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75996 | PA      | $74552.43     | 0.01%             | 2045-07-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Relay Therapeutics, Inc.                                                         | Relay Therapeutics, Inc.                                                              | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8490 | NS      | $44317.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl plc                                                                        | Bunzl plc                                                                             | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |      1242 | NS      | $39256.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                        | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     52000 | PA      | $44395.74     | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H0406A6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2000000 | PA      | $1880822.84   | 0.32%             | 2055-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2020-C19, Class XA                            | CUSIP: 12597NAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5612991 | PA      | $203350.26    | 0.03%             | 2053-03-15      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                          | Nabors Industries, Inc.                                                               | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111848.40    | 0.02%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Ingevity Corp.                                                                   | Ingevity Corp.                                                                        | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |       228 | NS      | $12583.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                  | Regeneron Pharmaceuticals, Inc.                                                       | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1908 | NS      | $1072811.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryanair Holdings plc                                                             | Ryanair Holdings plc                                                                  | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |      4913 | NS      | $295860.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Peer Holding III BV                                                              | Peer Holding III BV, First Lien, CME Term Loan, B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     64010 | PA      | $64150.62     | 0.01%             | 2032-09-27      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3140NKNK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54326 | PA      | $56497.45     | 0.01%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                           | Booking Holdings, Inc.                                                                | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        75 | NS      | $404945.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                         | International Flavors & Fragrances, Inc.                                              | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    253000 | PA      | $253983.18    | 0.04%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Central Pacific Financial Corp.                                                  | Central Pacific Financial Corp.                                                       | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |       736 | NS      | $22330.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnera Corp.                                                                    | Magnera Corp.                                                                         | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23543.50     | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                                     | NetApp, Inc.                                                                          | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      1123 | NS      | $133030.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60672.90     | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc.                                                           | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39423.39     | 0.01%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                         | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    775000 | PA      | $763659.28    | 0.13%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United Rentals, Inc.                                                             | United Rentals, Inc.                                                                  | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       826 | NS      | $788549.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3957775 | PA      | $3551746.64   | 0.61%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Holdings, Inc.                                              | Allison Transmission Holdings, Inc.                                                   | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      1522 | NS      | $129187.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp. plc                                                               | Prothena Corp. plc                                                                    | CUSIP: N/A<br>LEI: 5299009ZXQ8NIIJ8OL30       | Long             | EC               | CORP              | IE        |       627 | NS      | $6119.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                          | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127752.12    | 0.02%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VN30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     91959 | PA      | $82382.86     | 0.01%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Astera Labs, Inc.                                                                | Astera Labs, Inc.                                                                     | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Long             | EC               | CORP              | US        |       851 | NS      | $166625.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CinCor Pharma, Inc.                                                              | CinCor Pharma, Inc., CVR                                                              | CUSIP: 172CVR011<br>LEI: N/A                  | Long             |  | CORP              | US        |       440 | NS      | $1346.40      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                             | Columbia Pipelines Operating Co. LLC                                                  | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $105848.80    | 0.02%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Broadstone Net Lease, Inc.                                                       | Broadstone Net Lease, Inc.                                                            | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |       732 | NS      | $13080.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Camelot Return Merger Sub, Inc.                                                  | Camelot Return Merger Sub, Inc.                                                       | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $72633.39     | 0.01%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Sylvamo Corp.                                                                    | Sylvamo Corp.                                                                         | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |       758 | NS      | $33518.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitsu Ltd.                                                                     | Fujitsu Ltd.                                                                          | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |      1900 | NS      | $44570.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133AAZB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144644 | PA      | $125135.78    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Copart, Inc.                                                                     | Copart, Inc.                                                                          | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      9258 | NS      | $416332.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton, Inc.                                                                  | DR Horton, Inc.                                                                       | CUSIP: 23331ABQ1<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    511000 | PA      | $496948.38    | 0.09%             | 2026-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                                    | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     10563 | NS      | $829618.02    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidelberg Materials AG                                                          | Heidelberg Materials AG                                                               | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |       638 | NS      | $144217.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CommScope LLC                                                                    | CommScope LLC                                                                         | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50226.25     | 0.01%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2024-89, Class FA                                                        | CUSIP: 3136BTGT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332894 | PA      | $334571.27    | 0.06%             | 2054-12-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Sony Financial Group, Inc.                                                       | Sony Financial Group, Inc.                                                            | CUSIP: N/A<br>LEI: 353800O7BDSU41WOZA60       | Long             | EC               | CORP              | JP        |     20500 | NS      | $22733.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                     | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      1142 | NS      | $141322.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Poseidon Ltd.                                                         | Transocean Poseidon Ltd.                                                              | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     33750 | PA      | $33817.80     | 0.01%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                      | McGraw-Hill Education, Inc.                                                           | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107024.30    | 0.02%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                             | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84176.11     | 0.01%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zoom Communications, Inc.                                                        | Zoom Communications, Inc., Class A                                                    | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      1659 | NS      | $136867.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign, Inc.                                                                   | DocuSign, Inc., Class A                                                               | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      1930 | NS      | $139133.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                                          | EnerSys                                                                               | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       644 | NS      | $72746.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC ULC / New Red Finance, Inc.                                           | 1011778 BC ULC / New Red Finance, Inc.                                                | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     80000 | PA      | $75477.47     | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blend Labs, Inc.                                                                 | Blend Labs, Inc., Class A                                                             | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14188 | NS      | $51786.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                           | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    385000 | PA      | $329681.56    | 0.06%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                                  | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29972.15     | 0.01%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                              | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      3170 | NS      | $1094601.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121680.82    | 0.02%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                    | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     21119 | NS      | $1287625.43   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                      | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    393000 | PA      | $258111.42    | 0.04%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Pathward Financial, Inc.                                                         | Pathward Financial, Inc.                                                              | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |       693 | NS      | $51288.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat, Inc.                                                                     | Viasat, Inc.                                                                          | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61077.24     | 0.01%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                        | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      2484 | NS      | $1204789.68   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                               | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     17000 | PA      | $18174.01     | 0.00%             | 2030-04-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                        | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    116000 | PA      | $118512.10    | 0.02%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                    | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $160342.50    | 0.03%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Guardant Health, Inc.                                                            | Guardant Health, Inc.                                                                 | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |      1597 | NS      | $99780.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Puma Biotechnology, Inc.                                                         | Puma Biotechnology, Inc.                                                              | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2593 | NS      | $13768.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                       | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46362.10     | 0.01%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Beacon Mobility Corp.                                                            | Beacon Mobility Corp.                                                                 | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57222.22     | 0.01%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Battalion CLO 18 Ltd.                                                            | Battalion CLO 18 Ltd., Series 2020-18A, Class ARR                                     | CUSIP: 07134QAY2<br>LEI: 549300WYAEH0STKIKE49 | Long             | ABS-CBDO         | CORP              | KY        |    220000 | PA      | $220531.41    | 0.04%             | 2036-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | Deutsche Telekom AG                                                                   | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |      3942 | NS      | $134301.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                               | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     98000 | PA      | $100694.28    | 0.02%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                           | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      4204 | NS      | $991345.24    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International, Inc.                                                        | Enova International, Inc.                                                             | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |       568 | NS      | $65371.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                       | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133A8Q59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78767 | PA      | $68142.97     | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals, Inc.                                                            | Hudbay Minerals, Inc.                                                                 | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $70628.35     | 0.01%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                      | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20928.66     | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corp.                                                            | Hexion Holdings Corp., Second Lien, Initial CME Term Loan                             | CUSIP: 42829JAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     60000 | PA      | $59430.00     | 0.01%             | 2030-03-15      | Variable      | 11.70%                | No            |                  2 | On Loan: No      |
| Commvault Systems, Inc.                                                          | Commvault Systems, Inc.                                                               | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |       451 | NS      | $85139.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3041380 | PA      | $2726687.92   | 0.47%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Indonesia Government Bond                                                             | CUSIP: 455780BX3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    250000 | PA      | $251360.33    | 0.04%             | 2027-01-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                                      | Novartis AG                                                                           | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |     10075 | NS      | $1295427.30   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture 41 CLO Ltd.                                                              | Venture 41 CLO Ltd., Series 2021-41A, Class A1RR                                      | CUSIP: 92326JAW2<br>LEI: 549300Q6VG2813TG2830 | Long             | ABS-CBDO         | CORP              | KY        |    480000 | PA      | $480176.54    | 0.08%             | 2034-01-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | Prosus NV                                                                             | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |      8124 | NS      | $574489.09    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| DNOW, Inc.                                                                       | DNOW, Inc.                                                                            | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      2780 | NS      | $42395.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2022-HQA3, Class M1A                                  | CUSIP: 35564KE39<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | CORP              | US        |     28129 | PA      | $28559.34     | 0.00%             | 2042-08-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                 | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54422.10     | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     94000 | PA      | $96297.21     | 0.02%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                                      | Brighthouse Financial, Inc.                                                           | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      2844 | NS      | $150959.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp.                                                                     | Incyte Corp.                                                                          | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      9887 | NS      | $838516.47    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp.                                                                      | Vicor Corp.                                                                           | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |       237 | NS      | $11783.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $11649.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Holdings NV                                                               | AerCap Holdings NV                                                                    | CUSIP: N/A<br>LEI: 549300SZYINBBLJQU475       | Long             | EC               | CORP              | NL        |      1000 | NS      | $121000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                         | Spirit AeroSystems, Inc.                                                              | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    110000 | PA      | $121114.84    | 0.02%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc., Class A                                                                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      4076 | NS      | $1391464.88   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Russell 2000 E-Mini Index                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -45 | NC      | $-66928.29    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2022-DNA2, Class M1A                                  | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |     40932 | PA      | $40938.15     | 0.01%             | 2042-02-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                            | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                                 | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $156189.76    | 0.03%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                            | Parker-Hannifin Corp.                                                                 | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       197 | NS      | $149355.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueScope Steel Ltd.                                                             | BlueScope Steel Ltd.                                                                  | CUSIP: N/A<br>LEI: 529900H6UQI16XACWC95       | Long             | EC               | CORP              | AU        |      5330 | NS      | $80061.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2021-R03, Class 1M2                  | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102000 | PA      | $102513.60    | 0.02%             | 2041-12-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                              | Public Service Electric and Gas Co.                                                   | CUSIP: 74456QAV8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144643.90    | 0.02%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Crown Holdings, Inc.                                                             | Crown Holdings, Inc.                                                                  | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      1445 | NS      | $139572.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloud Software Group, Inc.                                                       | Cloud Software Group, Inc., First Lien, Initial Dollar CME Term Loan, B               | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      7581 | PA      | $7613.08      | 0.00%             | 2032-08-16      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization Trust                                               | Station Place Securitization Trust, Series 2025-1, Class A                            | CUSIP: 85772UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    423000 | PA      | $429262.94    | 0.07%             | 2026-07-23      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Q2 Holdings, Inc.                                                                | Q2 Holdings, Inc.                                                                     | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |       300 | NS      | $21717.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group, Inc.                                                                | Alamo Group, Inc.                                                                     | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |        67 | NS      | $12790.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings, Inc.                                                   | Bread Financial Holdings, Inc.                                                        | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      1134 | NS      | $63243.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electric Power Co. Holdings, Inc.                                          | Tokyo Electric Power Co. Holdings, Inc.                                               | CUSIP: N/A<br>LEI: 5299004EMJ3R4RVR5Y75       | Long             | EC               | CORP              | JP        |     37400 | NS      | $175187.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                               | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     60000 | PA      | $60693.48     | 0.01%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc.                                                        | BrightSpire Capital, Inc., Class A                                                    | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |      3412 | NS      | $18527.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6.73         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpha Metallurgical Resources, Inc.                                              | Alpha Metallurgical Resources, Inc.                                                   | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |       244 | NS      | $40037.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                  | WFRBS Commercial Mortgage Trust, Series 2013-C15, Class D                             | CUSIP: 92938CAL1<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-MBS          | CORP              | US        |    134334 | PA      | $77242.01     | 0.01%             | 2046-08-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3140X7Y29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1987814 | PA      | $1693750.20   | 0.29%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1924000 | PA      | $-3289.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                                     | Samsung Electronics Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EP               | CORP              | KR        |     10933 | NS      | $518891.27    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3140EXBB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    437609 | PA      | $396197.44    | 0.07%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                   | NCL Corp. Ltd.                                                                        | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     45000 | PA      | $47939.76     | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                                                     | GE Aerospace                                                                          | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      4333 | NS      | $1303453.06   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                                                               | Cirrus Logic, Inc.                                                                    | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      1193 | NS      | $149470.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                                                             | Kontoor Brands, Inc.                                                                  | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |       140 | NS      | $11167.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                   | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      5049 | NS      | $142937.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.            | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.                 | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $103301.86    | 0.02%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| American Healthcare REIT, Inc.                                                   | American Healthcare REIT, Inc.                                                        | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |       414 | NS      | $17392.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac, Inc.                                                                      | Aflac, Inc.                                                                           | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      1290 | NS      | $144093.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                          | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    155000 | PA      | $155926.66    | 0.03%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Simmons First National Corp.                                                     | Simmons First National Corp., Class A                                                 | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |      1546 | NS      | $29636.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd.                                                         | G-III Apparel Group Ltd.                                                              | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |       596 | NS      | $15859.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos., Inc.                                                                | Rocket Cos., Inc.                                                                     | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $93002.76     | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| StoneCo Ltd.                                                                     | StoneCo Ltd., Class A                                                                 | CUSIP: N/A<br>LEI: 549300O1A9LEF0XZCR35       | Long             | EC               | CORP              | KY        |       728 | NS      | $13766.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co.                                                                 | Hecla Mining Co.                                                                      | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |      4265 | NS      | $51606.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                           | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    581000 | PA      | $525966.21    | 0.09%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                                                            | Leidos Holdings, Inc.                                                                 | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       758 | NS      | $143231.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OHA Loan Funding Ltd.                                                            | OHA Loan Funding Ltd., Series 2016-1A, Class A1R2                                     | CUSIP: 67110UAW9<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250803.83    | 0.04%             | 2037-07-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2022-DNA6, Class M1A                                  | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |      4778 | PA      | $4805.40      | 0.00%             | 2042-09-25      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                    | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F0526A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2016788.44   | 0.35%             | 2055-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Portland General Electric Co.                                                    | Portland General Electric Co.                                                         | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |       409 | NS      | $17996.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC     | Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC          | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $68611.16     | 0.01%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 5079, Class BI                                                          | CUSIP: 3137F9DD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1475253 | PA      | $256357.70    | 0.04%             | 2051-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                     | Hess Midstream Operations LP                                                          | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25799.13     | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                                               | Aretec Group, Inc.                                                                    | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27268.83     | 0.00%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2021-45, Class MI                                                        | CUSIP: 3136BHW70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3353936 | PA      | $424001.55    | 0.07%             | 2049-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rigetti Computing, Inc.                                                          | Rigetti Computing, Inc.                                                               | CUSIP: 76655K103<br>LEI: 52990024JHY459DH8W71 | Long             | EC               | CORP              | US        |       798 | NS      | $23772.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaic Holdings, Inc.                                                             | Osaic Holdings, Inc.                                                                  | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46514.52     | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-64.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TTM Technologies, Inc.                                                           | TTM Technologies, Inc.                                                                | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      1625 | NS      | $93600.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8, Inc.                                                                        | 8x8, Inc.                                                                             | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |      4424 | NS      | $9378.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                                                     | Charter Communications, Inc., Class A                                                 | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      1329 | NS      | $365614.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters, Inc.                                                  | American Eagle Outfitters, Inc.                                                       | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      1093 | NS      | $18701.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                                                    | Accenture plc, Class A                                                                | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |      3554 | NS      | $876416.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Mortgage Residential Trust                                              | Starwood Mortgage Residential Trust, Series 2020-2, Class M1E                         | CUSIP: 85573DCA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    455160 | PA      | $447460.56    | 0.08%             | 2060-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                                                | Siemens Energy AG                                                                     | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |       426 | NS      | $50088.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                              | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24707.02     | 0.00%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PubMatic, Inc.                                                                   | PubMatic, Inc., Class A                                                               | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1510 | NS      | $12502.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novelis Corp.                                                                    | Novelis Corp.                                                                         | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18250.36     | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1.54         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                                  | Transocean Titan Financing Ltd.                                                       | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     36429 | PA      | $37423.15     | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                          | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    108000 | PA      | $99194.22     | 0.02%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| 7-Eleven, Inc.                                                                   | 7-Eleven, Inc.                                                                        | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    329000 | PA      | $307689.93    | 0.05%             | 2028-02-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                       | Encore Capital Group, Inc.                                                            | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63767.76     | 0.01%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                   | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44523.36     | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd.                                                             | Elmwood CLO III Ltd., Series 2019-3A, Class A1RR                                      | CUSIP: 29002HAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250691.77    | 0.04%             | 2037-07-18      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    637000 | PA      | $560557.46    | 0.10%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-433.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                                                                 | PulteGroup, Inc.                                                                      | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10278 | NS      | $1358032.14   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | CDI                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  59386000 | PA      | $228952.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                      | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     92000 | PA      | $83063.76     | 0.01%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                                                       | Froneri International Ltd., First Lien, CME Term Loan                                 | CUSIP: G3679YAM4<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     87814 | PA      | $87733.65     | 0.02%             | 2032-07-16      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Teekay Corp. Ltd.                                                                | Teekay Corp. Ltd.                                                                     | CUSIP: N/A<br>LEI: YHKQM2RIPKZYOZ6RVZ46       | Long             | EC               | CORP              | BM        |      3796 | NS      | $31051.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                             | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134987.10    | 0.02%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                            | Acrisure LLC / Acrisure Finance, Inc.                                                 | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $93827.70     | 0.02%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BorgWarner, Inc.                                                                 | BorgWarner, Inc.                                                                      | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      3186 | NS      | $140056.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                                                         | South Africa Government Bond                                                          | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    300000 | PA      | $302278.85    | 0.05%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                       | Sensata Technologies, Inc.                                                            | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    155000 | PA      | $143186.47    | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Tutor Perini Corp.                                                               | Tutor Perini Corp.                                                                    | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |      1134 | NS      | $74379.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                          | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $71343.08     | 0.01%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150526.06    | 0.03%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3560.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                      | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     79000 | PA      | $81316.37     | 0.01%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1887000 | PA      | $1872339.82   | 0.32%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                       | MSCI, Inc.                                                                            | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    292000 | PA      | $278820.07    | 0.05%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| New York Times Co. (The)                                                         | New York Times Co. (The), Class A                                                     | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |      2424 | NS      | $139137.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                  | WFRBS Commercial Mortgage Trust, Series 2013-C11, Class C                             | CUSIP: 92937EAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    628000 | PA      | $605187.90    | 0.10%             | 2045-03-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Vibrantz Technologies, Inc.                                                      | Vibrantz Technologies, Inc.                                                           | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |     95000 | PA      | $53760.03     | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                        | Viper Energy Partners LLC                                                             | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     83000 | PA      | $84439.64     | 0.01%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                         | AthenaHealth Group, Inc.                                                              | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138974.22    | 0.02%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                    | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    172000 | PA      | $167758.30    | 0.03%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                                           | Playtika Holding Corp., First Lien, CME Term Loan, B1                                 | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    140000 | PA      | $138048.40    | 0.02%             | 2028-03-13      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | Teva Pharmaceutical Finance Netherlands III BV                                        | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    215000 | PA      | $216335.78    | 0.04%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                              | CUSIP: 268317AY0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    420000 | PA      | $438253.03    | 0.08%             | 2029-04-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                          | Kodiak Gas Services LLC                                                               | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30821.44     | 0.01%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp.                                                          | Webster Financial Corp.                                                               | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      2280 | NS      | $135523.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verde Purchaser LLC                                                              | Verde Purchaser LLC, First Lien, Second Refinancing CME Term Loan                     | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |     58759 | PA      | $58249.05     | 0.01%             | 2030-11-30      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Liberty Energy, Inc.                                                             | Liberty Energy, Inc., Class A                                                         | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1079 | NS      | $13314.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                        | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     15475 | NS      | $2574421.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock MWV LLC                                                                 | WestRock MWV LLC                                                                      | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    336000 | PA      | $385416.28    | 0.07%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co. Ltd.                                                         | SCREEN Holdings Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Long             | EC               | CORP              | JP        |      1400 | NS      | $126857.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                    | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    195000 | PA      | $202846.70    | 0.03%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Joby Aviation, Inc.                                                              | Joby Aviation, Inc.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3341 | NS      | $53923.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    596000 | PA      | $549186.29    | 0.09%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                    | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    101000 | PA      | $100603.97    | 0.02%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                     | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |     54265 | NS      | $765848.46    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc.                                                     | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115689.63    | 0.02%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Atmus Filtration Technologies, Inc.                                              | Atmus Filtration Technologies, Inc.                                                   | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1613 | NS      | $72730.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NANO Nuclear Energy, Inc.                                                        | NANO Nuclear Energy, Inc.                                                             | CUSIP: 63010H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1119 | NS      | $43148.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                       | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62221.80     | 0.01%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust, Series 2015-LC21, Class B                                        | CUSIP: 12593FBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11860 | PA      | $11773.59     | 0.00%             | 2048-07-10      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-9.32        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                                                      | Shin-Etsu Chemical Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |     11900 | NS      | $389648.08    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1.25        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10 Year Ultra Notes                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -22 | NC      | $-23061.39    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MakeMyTrip Ltd.                                                                  | MakeMyTrip Ltd.                                                                       | CUSIP: N/A<br>LEI: 529900DNT8HNJ7RYUO60       | Long             | EC               | CORP              | MU        |      1192 | NS      | $111571.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus, Inc.                                                                     | Rambus, Inc.                                                                          | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      1119 | NS      | $116599.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                                | Solstice Advanced Materials, Inc.                                                     | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125491.11    | 0.02%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                                         | CACI International, Inc.                                                              | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108444.07    | 0.02%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Phreesia, Inc.                                                                   | Phreesia, Inc.                                                                        | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |      1549 | NS      | $36432.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                      | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      8786 | NS      | $1422892.70   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources, Inc.                                                     | Core Natural Resources, Inc.                                                          | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |       233 | NS      | $19450.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Watco Cos. LLC / Watco Finance Corp.                                             | Watco Cos. LLC / Watco Finance Corp.                                                  | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $124309.81    | 0.02%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Auto Trader Group plc                                                            | Auto Trader Group plc                                                                 | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |      5334 | NS      | $56664.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-85.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                 | Mosaic Co. (The)                                                                      | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      4175 | NS      | $144789.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                                                     | Mattel, Inc.                                                                          | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19859.71     | 0.00%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                          | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $247523.17    | 0.04%             | 2027-02-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                  | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      5248 | NS      | $1009295.36   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                                                              | Clean Harbors, Inc., First Lien, CME Term Loan                                        | CUSIP: 18449EAJ9<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |    139803 | PA      | $140502.12    | 0.02%             | 2032-09-24      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investment Trust                                          | American Home Mortgage Investment Trust, Series 2007-1, Class GA1C                    | CUSIP: 026932AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    399255 | PA      | $235408.70    | 0.04%             | 2047-05-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                                  | JH North America Holdings, Inc.                                                       | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10162.05     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                        | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1758000 | PA      | $1742952.75   | 0.30%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                         | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       469 | NS      | $146576.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp.                                                                     | Avient Corp.                                                                          | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |       515 | NS      | $16969.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International, Inc.                                                   | Oil States International, Inc.                                                        | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |      2647 | NS      | $16040.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                       | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91076.67     | 0.02%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $175.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust, Series 2018-C8, Class XA                               | CUSIP: 90276VAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5362888 | PA      | $86198.23     | 0.01%             | 2051-02-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Dorian LPG Ltd.                                                                  | Dorian LPG Ltd.                                                                       | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |       496 | NS      | $14780.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $67.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valley National Bancorp                                                          | Valley National Bancorp                                                               | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      1129 | NS      | $11967.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings, Inc.                                                | Heritage Insurance Holdings, Inc.                                                     | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |      1846 | NS      | $46482.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                 | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      4013 | NS      | $2003329.73   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries, Inc.                                                       | Gibraltar Industries, Inc.                                                            | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       192 | NS      | $12057.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52330.34     | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                                 | Novo Nordisk A/S                                                                      | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     11404 | NS      | $632807.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear, Inc.                                                                  | MaxLinear, Inc., Class A                                                              | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |       884 | NS      | $14214.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle, Inc. (The)                                                               | Buckle, Inc. (The)                                                                    | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |       272 | NS      | $15955.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                        | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      2688 | NS      | $142894.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower LP                                                                   | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44644.19     | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Reddit, Inc.                                                                     | Reddit, Inc., Class A                                                                 | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |       620 | NS      | $142593.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vibrantz Technologies, Inc.                                                      | Vibrantz Technologies, Inc., First Lien, Initial CME Term Loan                        | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |     34101 | PA      | $27638.90     | 0.00%             | 2029-04-23      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                                     | Kohl's Corp.                                                                          | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38108.04     | 0.01%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1223.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                        | ATI, Inc.                                                                             | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14773.49     | 0.00%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                          | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    313000 | PA      | $250819.41    | 0.04%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                   | 1011778 BC ULC, First Lien, CME Term Loan, B5                                         | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |    139646 | PA      | $139355.30    | 0.02%             | 2030-09-20      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M1                  | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13407 | PA      | $13414.96     | 0.00%             | 2044-03-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                                            | Veritiv Operating Co.                                                                 | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32234.34     | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-74.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                      | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    153000 | PA      | $149937.78    | 0.03%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                                             | Eastman Chemical Co.                                                                  | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      4075 | NS      | $256928.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust                                      | Arbor Multifamily Mortgage Securities Trust, Series 2020-MF1, Class XA                | CUSIP: 03881BAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3070067 | PA      | $104409.28    | 0.02%             | 2053-05-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Brixmor Property Group, Inc.                                                     | Brixmor Property Group, Inc.                                                          | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      4976 | NS      | $137735.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group, Inc.                                                               | StoneX Group, Inc.                                                                    | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |       727 | NS      | $73368.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3140EVH91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240201 | PA      | $217968.31    | 0.04%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                      | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    690000 | PA      | $732456.87    | 0.13%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                         | Icon Investments Six DAC                                                              | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $204160.79    | 0.04%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                                                       | Packaging Corp. of America                                                            | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       648 | NS      | $141218.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                                                       | Boliden AB                                                                            | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |       996 | NS      | $40655.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                             | American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $70320.28     | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                         | EquipmentShare.com, Inc.                                                              | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74163.11     | 0.01%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                        | Hilcorp Energy I LP / Hilcorp Finance Co.                                             | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $73567.41     | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization Trust                                               | Station Place Securitization Trust, Series 2024-10, Class A                           | CUSIP: 85779PAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $425184.07    | 0.07%             | 2025-10-27      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                                                               | Pinewood Finco plc                                                                    | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $135584.83    | 0.02%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                                    | Calpine Corp.                                                                         | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59862.14     | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                     | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |     51931 | NS      | $366807.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                                        | Repsol SA                                                                             | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |      4996 | NS      | $88839.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                              | Station Casinos LLC                                                                   | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56537.75     | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2023-HQA3, Class A1                                   | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |     30141 | PA      | $30496.40     | 0.01%             | 2043-11-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Metropolitan Bank Holding Corp.                                                  | Metropolitan Bank Holding Corp.                                                       | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       176 | NS      | $13168.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes, Inc.                                                           | Tri Pointe Homes, Inc.                                                                | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2017 | NS      | $68517.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X, Inc.                                                                        | V2X, Inc.                                                                             | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       451 | NS      | $26198.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                                                         | Energizer Holdings, Inc.                                                              | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |       519 | NS      | $12917.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ4C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24976 | PA      | $26007.18     | 0.00%             | 2049-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KREF Ltd.                                                                        | KREF Ltd., Series 2022-FL3, Class A                                                   | CUSIP: 48275EAA4<br>LEI: 549300DG0FGL1EU1CT79 | Long             | ABS-CBDO         | CORP              | KY        |     95399 | PA      | $95580.37     | 0.02%             | 2039-02-17      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                                 | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    485000 | PA      | $485154.72    | 0.08%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                         | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47460.03     | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-15.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $77.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                        | Seagate Data Storage Technology Pte. Ltd.                                             | CUSIP: 81180LAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     30000 | PA      | $26089.47     | 0.00%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                      | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       555 | NS      | $131535.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group plc                                                | InterContinental Hotels Group plc                                                     | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |       786 | NS      | $95035.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM Corp.                                                                        | SLM Corp.                                                                             | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4951 | NS      | $137043.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                    | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    221000 | PA      | $218483.46    | 0.04%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                    | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    169000 | PA      | $168921.64    | 0.03%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Chewy, Inc.                                                                      | Chewy, Inc., Class A                                                                  | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |      4018 | NS      | $162528.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton, Inc.                                                                  | DR Horton, Inc.                                                                       | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24899.52     | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp.                                                        | Mitsubishi Electric Corp.                                                             | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |     18000 | NS      | $462307.31    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd.                                                                      | Garmin Ltd.                                                                           | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |       575 | NS      | $141576.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                                                          | Customers Bancorp, Inc.                                                               | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       951 | NS      | $62166.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                                                            | Churchill Downs, Inc.                                                                 | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84981.59     | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXIII Ltd.                                                          | Symphony CLO XXIII Ltd., Series 2020-23A, Class AR2                                   | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |    246818 | PA      | $247092.74    | 0.04%             | 2034-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-0.33        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Maze Therapeutics, Inc.                                                          | Maze Therapeutics, Inc.                                                               | CUSIP: 578784100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       517 | NS      | $13405.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                            | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    346000 | PA      | $309182.24    | 0.05%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                                    | Workday, Inc., Class A                                                                | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       602 | NS      | $144919.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Colossus Acquireco LLC                                                           | Colossus Acquireco LLC, First Lien, Initial CME Term Loan                             | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |    140000 | PA      | $139300.00    | 0.02%             | 2032-07-30      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| MiMedx Group, Inc.                                                               | MiMedx Group, Inc.                                                                    | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1702 | NS      | $11879.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Transmission Systems, Inc.                                              | American Transmission Systems, Inc.                                                   | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $77201.53     | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Alkermes plc                                                                     | Alkermes plc                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      2559 | NS      | $76770.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co.                                                          | Victoria's Secret & Co.                                                               | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      1756 | NS      | $47657.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH Europe Finance II SARL                                                             | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    163000 | PA      | $120313.21    | 0.02%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp.                                                      | CDW LLC / CDW Finance Corp.                                                           | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14369.63     | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ3Z7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33270 | PA      | $35154.06     | 0.01%             | 2049-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                                            | National Fuel Gas Co.                                                                 | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      1531 | NS      | $141418.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                       | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5153.98      | 0.00%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                          | GFL Environmental, Inc.                                                               | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $26191.77     | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $374.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                         | Spirit AeroSystems, Inc.                                                              | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114951.85    | 0.02%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 3408, Class EK                                                          | CUSIP: 31397PUB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20348 | PA      | $24333.79     | 0.00%             | 2037-04-15      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                      | Beach Acquisition Bidco LLC, First Lien, CME Term Loan, B1                            | CUSIP: 07337FAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3791 | PA      | $3813.99      | 0.00%             | 2032-09-13      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                             | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      4043 | NS      | $143566.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                               | CHS/Community Health Systems, Inc.                                                    | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71802.50     | 0.01%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                          | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    236000 | PA      | $227741.38    | 0.04%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                      | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52240.42     | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                            | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     97000 | PA      | $101793.26    | 0.02%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc.                                                           | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41169.70     | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                  | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    172000 | PA      | $160800.41    | 0.03%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SunCoke Energy, Inc.                                                             | SunCoke Energy, Inc.                                                                  | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      1646 | NS      | $13431.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                  | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    207000 | PA      | $195185.73    | 0.03%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                       | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class B                  | CUSIP: 46643ABK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143000 | PA      | $138881.40    | 0.02%             | 2047-09-15      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Upwork, Inc.                                                                     | Upwork, Inc.                                                                          | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |      4016 | NS      | $74577.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3138WH6L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182354 | PA      | $164908.37    | 0.03%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Merck KGaA                                                                       | Merck KGaA                                                                            | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |       361 | NS      | $46837.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                        | UKG, Inc., First Lien, Initial CME Term Loan                                          | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |      9900 | PA      | $9901.34      | 0.00%             | 2031-02-10      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2022-DNA3, Class M1B                                  | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |     12000 | PA      | $12352.08     | 0.00%             | 2042-04-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| CareTrust REIT, Inc.                                                             | CareTrust REIT, Inc.                                                                  | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      2489 | NS      | $86318.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp.                                                                      | Cabot Corp.                                                                           | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |       146 | NS      | $11103.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                                  | CUSIP: 3140FXFJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    933538 | PA      | $850060.50    | 0.15%             | 2057-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4481.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pagseguro Digital Ltd.                                                           | Pagseguro Digital Ltd., Class A                                                       | CUSIP: N/A<br>LEI: 391200VY4YW47I4HGH62       | Long             | EC               | CORP              | KY        |      6829 | NS      | $68290.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Pro USA, Inc.                                                              | Waste Pro USA, Inc.                                                                   | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77872.28     | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2025-DNA1, Class A1                                   | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |    379612 | PA      | $380047.84    | 0.07%             | 2045-01-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| PotlatchDeltic Corp.                                                             | PotlatchDeltic Corp.                                                                  | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |       297 | NS      | $12102.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                      | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |     13604 | NS      | $481796.41    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                          | Kodiak Gas Services LLC                                                               | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56034.05     | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas and Electric Co.                                                          | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46151.59     | 0.01%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC, First Lien, CME Term Loan B5                    | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    139648 | PA      | $139748.79    | 0.02%             | 2031-12-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Ltd.                                                | Canadian Pacific Kansas City Ltd.                                                     | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      7648 | NS      | $569699.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | ETRSI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |  12158883 | PA      | $-56194.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                       | Huntsman International LLC                                                            | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    123000 | PA      | $103825.54    | 0.02%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                       | eBay, Inc.                                                                            | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      1789 | NS      | $162709.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial, Inc.                                                            | Virtu Financial, Inc., Class A                                                        | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      3668 | NS      | $130214.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179UXS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87234 | PA      | $78392.51     | 0.01%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $32.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                 | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    116000 | PA      | $88860.39     | 0.02%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                         | Bunge Ltd. Finance Corp.                                                              | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37480.78     | 0.01%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 5138, Class YI                                                          | CUSIP: 3137H2MF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2938765 | PA      | $759268.51    | 0.13%             | 2049-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Linde plc                                                                        | Linde plc                                                                             | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |      1377 | NS      | $654075.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                    | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    199000 | PA      | $195549.35    | 0.03%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                          | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    130000 | PA      | $133364.51    | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                            | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $202758.60    | 0.03%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                   | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158218.58    | 0.03%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | Match Group Holdings II LLC                                                           | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    189000 | PA      | $185832.15    | 0.03%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                            | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31423.67     | 0.01%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2950.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TICP CLO XII Ltd.                                                                | TICP CLO XII Ltd., Series 2018-12A, Class BR                                          | CUSIP: 87250FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250647.71    | 0.04%             | 2034-07-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-30

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

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer