# EDGAR Filing Document

**Accession Number:** 0000110055
**File Stem:** 0000940400-26-002207
**Filing Date:** 2026-1
**Character Count:** 512924
**Document Hash:** 58c5045f96ba022b3dd73c24055a8d52
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-002207.hdr.sgml**: 20260126

**ACCESSION NUMBER**: 0000940400-26-002207

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251128

**FILED AS OF DATE**: 20260126

**DATE AS OF CHANGE**: 20260126

**PERIOD START**: 20260531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK BALANCED FUND, INC.
- **CENTRAL INDEX KEY:** 0000110055

**ORGANIZATION NAME:**
- **EIN:** 132757134
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02405
- **FILM NUMBER:** 26559270

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 08536
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 08536

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BLACKROCK SUSTAINABLE BALANCED FUND, INC.
- **DATE OF NAME CHANGE:** 20220408

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BLACKROCK BALANCED CAPITAL FUND, INC.
- **DATE OF NAME CHANGE:** 20061002

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MERRILL LYNCH BALANCED CAPITAL FUND INC
- **DATE OF NAME CHANGE:** 20051214

## Series and Classes Contracts Data

### BLACKROCK BALANCED FUND, INC. (Series ID: S000002175)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000005578 | Investor A    |  |
| C000005580 | Investor C    |  |
| C000005581 | Institutional |  |
| C000005582 | Class R       |  |
| C000199764 | Class K       |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-02405

- **c. CIK number of Registrant:** 0000110055

- **d. LEI of Registrant:** 549300IQRQVPFY18OX84

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

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

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

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

- **b. EDGAR series identifier (if any):** S000002175

- **c. LEI of Series:** 549300IQRQVPFY18OX84

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

- **a. Date of fiscal year-end:** 2026-05-31

- **b. Date as of which information is reported:** 2025-11-28

**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:** $1771537722.62

**Total Liabilities:** $40769196.93

**Net Assets:** $1730768525.69

**Stand-by Commitments:** $28385792.90

**Cash Not Reported:** $16106020.22

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 302.59000000 | **1-Year:** 11204.55000000 | **5-Year:** 137591.72000000 | **10-Year:** 55947.70000000 | **30-Year:** 43110.87000000

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

- **3-Month:** 33.82000000 | **1-Year:** 1010.52000000 | **5-Year:** 16543.55000000 | **10-Year:** 733.96000000 | **30-Year:** 220.49000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000005578 | 2.28%                | 0.93%                | 0.14%                |
| Class ID C000005580 | 2.18%                | 0.91%                | 0.04%                |
| Class ID C000005581 | 2.30%                | 0.96%                | 0.18%                |
| Class ID C000005582 | 2.22%                | 0.90%                | 0.12%                |
| Class ID C000199764 | 2.30%                | 0.96%                | 0.18%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $15454914.40             | $22208360.32                               |
| Month 2  | $11336125.14             | $8270087.96                                |
| Month 3  | $30822077.33             | $-34182102.72                              |

**Designated Index Information**

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

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                        | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| J.P. MORGAN SECURITIES LLC                  | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-493555.54   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | S&P500 EMINI                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        64 | NC      | $566445.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BELRON UK FINANCE PLC                       | Belron UK Finance PLC                                                           | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203386.20    | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XM7G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29321 | PA      | $30421.21     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                       | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29864.51     | 0.00%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Aneka Tambang Tbk                           | Aneka Tambang Tbk                                                               | CUSIP: 000000000<br>LEI: 529900LRE2NALSSHMB80 | Long             | EC               | CORP              | ID        |    578100 | NS      | $101031.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                       | Tenet Healthcare Corp                                                           | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |        98 | NS      | $21250.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DVME2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33864 | PA      | $33624.55     | 0.00%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EZCORP INC                                  | EZCORP Inc                                                                      | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47175.93     | 0.00%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8202 | PA      | $7362.40      | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Etsy Inc                                    | Etsy Inc                                                                        | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |       837 | NS      | $45382.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                     | Talen Energy Supply LLC                                                         | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186099.35    | 0.01%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                     | FTAI Aviation Investors LLC                                                     | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     66000 | PA      | $70267.30     | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| British Land Co PLC/The                     | British Land Co PLC/The                                                         | CUSIP: 000000000<br>LEI: RV5B68J2GV3QGMRPW209 | Long             | EC               | CORP              | GB        |     11827 | NS      | $63627.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXELON CORP                                 | Exelon Corp                                                                     | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    550000 | PA      | $540230.00    | 0.03%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                              | Bombardier Inc                                                                  | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    241000 | PA      | $254156.85    | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1503944.67   | 0.09%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0426C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2525000 | PA      | $2471595.44   | 0.14%             | 2055-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                           | Cisco Systems Inc                                                               | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93504.40     | 0.01%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                              | Merck & Co Inc                                                                  | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    340000 | PA      | $321783.71    | 0.02%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sunway Construction Group Bhd               | Sunway Construction Group Bhd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    128600 | NS      | $183786.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                      | Cloud Software Group Inc                                                        | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    199000 | PA      | $205275.07    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                       | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AH5<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68787.21     | 0.00%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                   | Palantir Technologies Inc                                                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     22092 | NS      | $3721397.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                         | American Express Co                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     20320 | NS      | $7422286.40   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                   | ONEOK Inc                                                                       | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000466.07   | 0.06%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Santos Ltd                                  | Santos Ltd                                                                      | CUSIP: 000000000<br>LEI: 5299000RK70B5O2M7077 | Long             | EC               | CORP              | AU        |    291297 | NS      | $1229459.41   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Phison Electronics Corp                     | Phison Electronics Corp                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     43000 | NS      | $1545353.97   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 3618N5C64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    579266 | PA      | $586072.72    | 0.03%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                         | Cheniere Energy Inc                                                             | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   2890000 | PA      | $2890006.65   | 0.17%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                      | Darden Restaurants Inc                                                          | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    305000 | PA      | $307472.04    | 0.02%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                               | TransDigm Inc                                                                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41793.58     | 0.00%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TSMC                                        | Taiwan Semiconductor Manufacturing Co Ltd                                       | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    232000 | NS      | $10696680.63  | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                         | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $915612.35    | 0.05%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QTU56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84814 | PA      | $88832.46     | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Steel Co                            | Hyundai Steel Co                                                                | CUSIP: 000000000<br>LEI: 9884006EYA94IB2C3132 | Long             | EC               | CORP              | KR        |     15977 | NS      | $329152.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                       | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115454.24    | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                    | Martin Marietta Materials Inc                                                   | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    530000 | PA      | $544496.11    | 0.03%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Zhongji Innolight Co Ltd                    | Zhongji Innolight Co Ltd                                                        | CUSIP: 000000000<br>LEI: 655600K7YZDKAI214O83 | Long             | EC               | CORP              | CN        |      8900 | NS      | $652539.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                       | Republic Services Inc                                                           | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123210.81    | 0.01%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HDC Hyundai Development Co-Eng              | HDC Hyundai Development Co-Engineering & Construction                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3726 | NS      | $49823.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                       | Accenture Capital Inc                                                           | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79417.61     | 0.00%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                       | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187909.56    | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Givaudan SA                                 | Givaudan SA                                                                     | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |        52 | NS      | $219399.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                       | Freedom Mortgage Corp                                                           | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     76000 | PA      | $84358.33     | 0.00%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    590000 | PA      | $605013.88    | 0.03%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                          | Diageo Capital PLC                                                              | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   3930000 | PA      | $4169648.81   | 0.24%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                 | NVIDIA Corp                                                                     | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1203974.14   | 0.07%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140LQPU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    835858 | PA      | $773082.11    | 0.04%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                       | Waste Connections Inc                                                           | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    945000 | PA      | $986053.99    | 0.06%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                                                     | CUSIP: 912797RZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28000000 | PA      | $27912569.16  | 1.61%             | 2025-12-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                       | Micron Technology Inc                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     11875 | NS      | $2808200.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysmex Corp                                 | Sysmex Corp                                                                     | CUSIP: 000000000<br>LEI: 5299001ZO4CKWACMZI55 | Long             | EC               | CORP              | JP        |      5900 | NS      | $55952.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0306C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $444007.54    | 0.03%             | 2055-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alkermes PLC                                | Alkermes PLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      5467 | NS      | $161713.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TSMC ARIZONA CORP                           | TSMC Arizona Corp                                                               | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    810000 | PA      | $625554.90    | 0.04%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                        | National Fuel Gas Co                                                            | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $2142155.39   | 0.12%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                         | Astellas Pharma Inc                                                             | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     58700 | NS      | $738118.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    320000 | PA      | $309300.74    | 0.02%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROBLOX Corp                                 | ROBLOX Corp                                                                     | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16364 | NS      | $1555070.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                          | Banco Santander SA                                                              | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     25539 | NS      | $273954.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                       | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130107.25    | 0.01%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0404C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    925000 | PA      | $912270.42    | 0.05%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                       | Republic Services Inc                                                           | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    495000 | PA      | $516526.38    | 0.03%             | 2034-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    366000 | PA      | $326016.08    | 0.02%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                       | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36064.98     | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WH Group Ltd                                | WH Group Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | HK        |    433000 | NS      | $453451.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd                            | Lenovo Group Ltd                                                                | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | EC               | CORP              | CN        |    314000 | NS      | $393223.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                       | Travelers Cos Inc/The                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     12506 | NS      | $3662507.16   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $186380.10    | 0.01%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                   | QIAGEN NV                                                                       | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |      1859 | NS      | $88738.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                 | NVIDIA Corp                                                                     | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    600000 | PA      | $569605.64    | 0.03%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                      | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $90083.34     | 0.01%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NCSoft Corp                                 | NCSoft Corp                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       327 | NS      | $46796.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                    | Clear Channel Outdoor Holdings Inc                                              | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     54000 | PA      | $56203.58     | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                      | Telecom Italia Capital SA                                                       | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     62000 | PA      | $63681.32     | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HL Mando Co Ltd                             | HL Mando Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 988400P5GM9DGVVOJQ79 | Long             | EC               | CORP              | KR        |       330 | NS      | $10484.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                      | Cloud Software Group Inc                                                        | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     82000 | PA      | $86378.64     | 0.00%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                         | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    226000 | PA      | $211339.25    | 0.01%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Amada Co Ltd                                | Amada Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 529900QF5O6TQGCPDX85 | Long             | EC               | CORP              | JP        |     94100 | NS      | $1120274.84   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XJNB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1001016 | PA      | $898485.02    | 0.05%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                                                     | CUSIP: 912797RY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26100000 | PA      | $26037816.23  | 1.50%             | 2025-12-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Elastic NV                                  | Elastic NV                                                                      | CUSIP: 000000000<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | US        |     11077 | NS      | $781260.81    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162572 | PA      | $166891.36    | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                              | Bombardier Inc                                                                  | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     88000 | PA      | $93735.22     | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                    | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100494.40    | 0.01%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                       | Costco Wholesale Corp                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      5410 | NS      | $4942521.90   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| RYDER SYSTEM INC                            | Ryder System Inc                                                                | CUSIP: 78355HKX6<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1187800.80   | 0.07%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                              | NCR Atleos Corp                                                                 | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    169000 | PA      | $182658.24    | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179VDQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    445550 | PA      | $427889.33    | 0.02%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MTN Group Ltd                               | MTN Group Ltd                                                                   | CUSIP: 000000000<br>LEI: 2549009JD6Q6XHZS5E05 | Long             | EC               | CORP              | ZA        |     70034 | NS      | $647298.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Braskem SA                                  | Braskem SA                                                                      | CUSIP: 000000000<br>LEI: 549300RPMQUFGBB7EY44 | Long             | EP               | CORP              | BR        |    113151 | NS      | $160043.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PharmaResearch Co Ltd                       | PharmaResearch Co Ltd                                                           | CUSIP: 000000000<br>LEI: 988400WCI2SXC6H7SG23 | Long             | EC               | CORP              | KR        |       409 | NS      | $130877.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                         | Synchrony Financial                                                             | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $1950960.74   | 0.11%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                    | Fortescue Treasury Pty Ltd                                                      | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    121000 | PA      | $126296.90    | 0.01%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                        | Amkor Technology Inc                                                            | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142522.80    | 0.01%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TUTOR PERINI CORP                           | Tutor Perini Corp                                                               | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |    127000 | PA      | $141211.05    | 0.01%             | 2029-04-30      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3142GQSU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118455 | PA      | $123054.58    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNI Tbk PT                                  | Bank Negara Indonesia Persero Tbk PT                                            | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | EC               | CORP              | ID        |    144900 | NS      | $37117.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                  | US Bancorp                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     71691 | NS      | $3516443.55   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group              | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |     14400 | NS      | $225785.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1733384 | PA      | $1504970.55   | 0.09%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                               | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $519158.79    | 0.03%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                   | Adobe Inc                                                                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     11722 | NS      | $3752563.86   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTREA HOLDINGS INC                        | Fortrea Holdings Inc                                                            | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |    136000 | PA      | $136517.34    | 0.01%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                | Prologis Inc                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      2720 | NS      | $349601.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                           | Lam Research Corp                                                               | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     30293 | NS      | $4725708.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3142GSFV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    368569 | PA      | $385403.26    | 0.02%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                   | Keysight Technologies Inc                                                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      4516 | NS      | $893942.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                    | Adtalem Global Education Inc                                                    | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41905.27     | 0.00%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 31427NHP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    290507 | PA      | $297462.80    | 0.02%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hermes International SCA                    | Hermes International SCA                                                        | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |       350 | NS      | $854120.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                  | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $30691.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bizlink Holding Inc                         | Bizlink Holding Inc                                                             | CUSIP: 000000000<br>LEI: 213800YAKRFVU5XOX138 | Long             | EC               | CORP              | TW        |     39504 | NS      | $2034821.94   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd                                 | Fujitsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |     20800 | NS      | $551849.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    106045 | PA      | $107739.61    | 0.01%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                             | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     21879 | NS      | $3323857.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                   | Sampo Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |     67166 | NS      | $789996.54    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                         | American Tower Corp                                                             | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26099.95     | 0.00%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                       | Uber Technologies Inc                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     28937 | NS      | $2533144.98   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                         | Arista Networks Inc                                                             | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      1997 | NS      | $260967.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                               | TransDigm Inc                                                                   | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    166000 | PA      | $174033.40    | 0.01%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                         | General Electric Co                                                             | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    335000 | PA      | $343746.05    | 0.02%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                           | TSMC Arizona Corp                                                               | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1258000 | PA      | $1267284.04   | 0.07%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    790000 | PA      | $729125.00    | 0.04%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                | Moody's Corp                                                                    | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      6172 | NS      | $3029094.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOKE ENERGY INC                          | SunCoke Energy Inc                                                              | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |     69000 | PA      | $63131.28     | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                    | Weatherford International Ltd                                                   | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $51174.15     | 0.00%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                       | Directv Financing LLC                                                           | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98914.84     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                       | Level 3 Financing Inc                                                           | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55275.00     | 0.00%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QRW33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158812 | PA      | $159574.94    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Stantec Inc                                 | Stantec Inc                                                                     | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |     25214 | NS      | $2434884.47   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN ELEC CO                            | Hawaiian Electric Co Inc                                                        | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13162.97     | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1605287 | PA      | $1486294.61   | 0.09%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                    | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1800000 | PA      | $1858887.00   | 0.11%             | 2028-09-14      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                              | Eli Lilly & Co                                                                  | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56920.46     | 0.00%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                            | Peruvian Government International Bond                                          | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    300000 | PA      | $314400.00    | 0.02%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0224C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1675000 | PA      | $1583318.69   | 0.09%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                              | CVR Energy Inc                                                                  | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    143000 | PA      | $147071.35    | 0.01%             | 2029-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                    | CUSIP: 11135FCS8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    460000 | PA      | $357194.03    | 0.02%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418ESM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22524 | PA      | $22223.97     | 0.00%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                      | Santander Holdings USA Inc                                                      | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1139100.06   | 0.07%             | 2035-05-31      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                       | Mineral Resources Ltd                                                           | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    190000 | PA      | $197481.25    | 0.01%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0126C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1300000 | PA      | $1007737.76   | 0.06%             | 2055-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                       | Tenet Healthcare Corp                                                           | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46199.18     | 0.00%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                | ADT Security Corp/The                                                           | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131944.15    | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                           | Seagate Data Storage Technology Pte Ltd                                         | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    106000 | PA      | $112609.10    | 0.01%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                        | Talos Production Inc                                                            | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    114000 | PA      | $120127.73    | 0.01%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3142GQSS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37257 | PA      | $38862.44     | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                           | Eversource Energy                                                               | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196074.26    | 0.01%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                             | Cigna Group/The                                                                 | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    990000 | PA      | $999849.05    | 0.06%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                             | Nordea Bank Abp                                                                 | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |     24572 | NS      | $434817.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                  | Eiffage SA                                                                      | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |      9600 | NS      | $1326506.58   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                       | Texas Instruments Inc                                                           | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    790000 | PA      | $818207.42    | 0.05%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LG Chem Ltd                                 | LG Chem Ltd                                                                     | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | EC               | CORP              | KR        |      3754 | NS      | $956631.03    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                          | Koninklijke KPN NV                                                              | CUSIP: 780641AH9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |    450000 | PA      | $528354.58    | 0.03%             | 2030-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1666065 | PA      | $1544209.69   | 0.09%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418ECC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68998 | PA      | $62214.43     | 0.00%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                 | NVIDIA Corp                                                                     | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   4490000 | PA      | $4058938.18   | 0.23%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     14365 | NS      | $81489.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                     | Global Partners LP / GLP Finance Corp                                           | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197000 | PA      | $206557.85    | 0.01%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                    | Burford Capital Global Finance LLC                                              | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    156000 | PA      | $162102.88    | 0.01%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                    | American Water Capital Corp                                                     | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96720.63     | 0.01%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EYV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11654 | PA      | $11498.53     | 0.00%             | 2038-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4361132.80   | 0.25%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QT4J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147571 | PA      | $157165.79    | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                          | Credit Agricole SA                                                              | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |     92384 | NS      | $1770948.50   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QUM86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    677955 | PA      | $688823.99    | 0.04%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                       | Bread Financial Holdings Inc                                                    | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86775.14     | 0.01%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                               | TransDigm Inc                                                                   | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61323.01     | 0.00%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hyundai Glovis Co Ltd                       | Hyundai Glovis Co Ltd                                                           | CUSIP: 000000000<br>LEI: 988400U6RDXNJ5ZRN304 | Long             | EC               | CORP              | KR        |       946 | NS      | $105976.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                    | Automatic Data Processing Inc                                                   | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   5380000 | PA      | $5123901.08   | 0.30%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AVI Ltd                                     | AVI Ltd                                                                         | CUSIP: 000000000<br>LEI: 378900C2D68805FAAF75 | Long             | EC               | CORP              | ZA        |     27839 | NS      | $168730.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T&D Holdings Inc                            | T&D Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 3538008ARJ1MACEWA242 | Long             | EC               | CORP              | JP        |      5400 | NS      | $117312.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XBJE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    665319 | PA      | $643410.24    | 0.04%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3142GQSR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17093 | PA      | $17754.74     | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                  | First Quantum Minerals Ltd                                                      | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |     18361 | NS      | $415978.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                   | Sanofi SA                                                                       | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     19855 | NS      | $1980287.21   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                       | Keysight Technologies Inc                                                       | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1255382.95   | 0.07%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                     | Consolidated Edison Inc                                                         | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     36668 | NS      | $3680000.48   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Tele2 AB                                    | Tele2 AB                                                                        | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |     12576 | NS      | $200367.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEL CORP                                  | Intel Corp                                                                      | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1634656.89   | 0.09%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                           | Eversource Energy                                                               | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    750000 | PA      | $695064.58    | 0.04%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1910862 | PA      | $1591180.56   | 0.09%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2351569 | PA      | $2314520.77   | 0.13%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2751938 | PA      | $2389306.42   | 0.14%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cintas Corp                                 | Cintas Corp                                                                     | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5081 | NS      | $945167.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                            | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      1888 | NS      | $124205.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                       | Canadian National Railway Co                                                    | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    575000 | PA      | $558491.55    | 0.03%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC                               | Tidewater Inc                                                                   | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    234000 | PA      | $250170.80    | 0.01%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                           | Post Holdings Inc                                                               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    157000 | PA      | $158910.06    | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Pop Mart International Group L              | Pop Mart International Group Ltd                                                | CUSIP: 000000000<br>LEI: 9845000A05E8F937E337 | Long             | EC               | CORP              | CN        |     15800 | NS      | $458523.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                  | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    140101 | NS      | $5759552.11   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                                  | MasTec Inc                                                                      | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     13842 | NS      | $2960526.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DARDEN RESTAURANTS INC                      | Darden Restaurants Inc                                                          | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    305000 | PA      | $306318.88    | 0.02%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                    | Genting New York LLC / GENNY Capital Inc                                        | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126000 | PA      | $130266.37    | 0.01%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 31427PJK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    553918 | PA      | $575134.61    | 0.03%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                 | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    255584 | NS      | $45238368.00  | 2.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                         | Coinbase Global Inc                                                             | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |      1804 | NS      | $492167.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BBVA                                        | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     29160 | NS      | $630253.84    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SAIC Motor Corp Ltd                         | SAIC Motor Corp Ltd                                                             | CUSIP: 000000000<br>LEI: 30030001QBC7EXJJGT71 | Long             | EC               | CORP              | CN        |    149900 | NS      | $318552.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Meituan                                     | Meituan                                                                         | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | CN        |     80670 | NS      | $1045754.04   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                      | Telecom Italia Capital SA                                                       | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     81000 | PA      | $88081.51     | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                    | Rogers Communications Inc                                                       | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     58000 | PA      | $60285.43     | 0.00%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                   | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    159657 | NS      | $44520354.45  | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    364920 | PA      | $366145.34    | 0.02%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                            | Public Service Co of New Hampshire                                              | CUSIP: 744482BP4<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    360000 | PA      | $340074.51    | 0.02%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                    | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $67492.24     | 0.00%             | 2034-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                     | Jane Street Group / JSG Finance Inc                                             | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $146423.06    | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HD Korea Shipbuilding & Offsho              | HD Korea Shipbuilding & Offshore Engineering Co Ltd                             | CUSIP: 000000000<br>LEI: 988400DPTJ9KH5R6W540 | Long             | EC               | CORP              | KR        |       236 | NS      | $65923.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                           | Eversource Energy                                                               | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $983695.85    | 0.06%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                         | Sirius XM Radio LLC                                                             | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     67000 | PA      | $63439.96     | 0.00%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                    | Diversified Healthcare Trust                                                    | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    159000 | PA      | $139940.91    | 0.01%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                        | Freeport-McMoRan Inc                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     65332 | NS      | $2807969.36   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH + LOMB CORP                          | Bausch + Lomb Corp                                                              | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    194000 | PA      | $202245.00    | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| United Utilities Group PLC                  | United Utilities Group PLC                                                      | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |     36223 | NS      | $593208.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ASMedia Technology Inc                      | ASMedia Technology Inc                                                          | CUSIP: 000000000<br>LEI: 529900CQG67FQMMNX678 | Long             | EC               | CORP              | TW        |      1000 | NS      | $41400.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP                                  | US Bancorp                                                                      | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    130000 | PA      | $138209.97    | 0.01%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                    | Burford Capital Global Finance LLC                                              | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34421.39     | 0.00%             | 2030-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CICC                                        | China International Capital Corp Ltd                                            | CUSIP: 000000000<br>LEI: 529900OS3SVVTT56QN67 | Long             | EC               | CORP              | CN        |    247800 | NS      | $1223006.97   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                      | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44519.13     | 0.00%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Experian PLC                                | Experian PLC                                                                    | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | IE        |     54163 | NS      | $2380213.61   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Walmart Inc                                 | Walmart Inc                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    102038 | NS      | $11276219.38  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-13500.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NetEase Inc                                 | NetEase Inc                                                                     | CUSIP: 000000000<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | CN        |     12600 | NS      | $348553.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3142GQ5U2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    175325 | PA      | $182386.18    | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0324C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $729150.92    | 0.04%             | 2040-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                      | Santander Holdings USA Inc                                                      | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    890000 | PA      | $931193.95    | 0.05%             | 2029-06-12      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                         | American Express Co                                                             | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    585000 | PA      | $582067.35    | 0.03%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                 | BioMarin Pharmaceutical Inc                                                     | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      6486 | NS      | $362761.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                               | Allstate Corp/The                                                               | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    510000 | PA      | $396672.70    | 0.02%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                    | Rogers Communications Inc                                                       | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     56000 | PA      | $59279.08     | 0.00%             | 2055-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                       | Quest Diagnostics Inc                                                           | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1221286.45   | 0.07%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                    | Willis North America Inc                                                        | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    770000 | PA      | $781498.98    | 0.05%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                        | Pentair Finance Sarl                                                            | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    740000 | PA      | $787438.20    | 0.05%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Sien              | Banca Monte dei Paschi di Siena SpA                                             | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | EC               | CORP              | IT        |     31733 | NS      | $300219.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11833125.00  | 0.68%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Roku Inc                                    | Roku Inc                                                                        | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      3720 | NS      | $360058.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                       | Keysight Technologies Inc                                                       | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96235.01     | 0.01%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0226C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    825000 | PA      | $701796.17    | 0.04%             | 2055-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                               | TransDigm Inc                                                                   | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    311000 | PA      | $318773.76    | 0.02%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                               | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    640000 | PA      | $671142.44    | 0.04%             | 2035-11-18      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| U-PRESID CHINA                              | Uni-President China Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 529900JUA05094TOKA73 | Long             | EC               | CORP              | CN        |    113000 | NS      | $120193.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ATLANTICUS HOLDINGS CORP                    | Atlanticus Holdings Corp                                                        | CUSIP: 04914AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126000 | PA      | $121733.06    | 0.01%             | 2030-09-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corp                  | Realtek Semiconductor Corp                                                      | CUSIP: 000000000<br>LEI: 5299002E7F36O00MYY75 | Long             | EC               | CORP              | TW        |     17000 | NS      | $282899.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                    | Automatic Data Processing Inc                                                   | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    590000 | PA      | $606364.15    | 0.04%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                 | ONE Gas Inc                                                                     | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153502.91    | 0.01%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    440000 | PA      | $434222.38    | 0.03%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                    | Willis North America Inc                                                        | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    570000 | PA      | $573987.95    | 0.03%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                      | Roper Technologies Inc                                                          | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111647.66    | 0.01%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                      | Blackstone Mortgage Trust Inc                                                   | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |     52000 | PA      | $54563.39     | 0.00%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QVMY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237672 | PA      | $241494.93    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                       | Directv Financing LLC / Directv Financing Co-Obligor Inc                        | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $51015.05     | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank Rakyat Indonesia Persero               | Bank Rakyat Indonesia Persero Tbk PT                                            | CUSIP: 000000000<br>LEI: 254900HB6S4B12GBNP64 | Long             | EC               | CORP              | ID        |   2372400 | NS      | $525501.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicharm Corp                               | Unicharm Corp                                                                   | CUSIP: 000000000<br>LEI: 353800UQ4BZIJTAQEG85 | Long             | EC               | CORP              | JP        |     35100 | NS      | $205784.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Hapoalim BM                            | Bank Hapoalim BM                                                                | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |      8026 | NS      | $173730.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1705021 | PA      | $1420845.83   | 0.08%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                       | Northrop Grumman Corp                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1779 | NS      | $1018032.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR FINANCE SARL                        | Pentair Finance Sarl                                                            | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |   1580000 | PA      | $1590647.02   | 0.09%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                      | Match Group Holdings II LLC                                                     | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167316.77    | 0.01%             | 2033-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                       | Keysight Technologies Inc                                                       | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1099272.01   | 0.06%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                     | GCI LLC                                                                         | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96904.16     | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                      | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1250000 | PA      | $1225827.33   | 0.07%             | 2028-01-19      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                    | Willis North America Inc                                                        | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    730000 | PA      | $758043.94    | 0.04%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                        | Talos Production Inc                                                            | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    118000 | PA      | $123069.87    | 0.01%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CJ Corp                                     | CJ Corp                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3085 | NS      | $369570.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                          | APLD ComputeCo LLC                                                              | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $337312.35    | 0.02%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     39113 | NS      | $15760974.48  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                | Alphabet Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     36130 | NS      | $11565935.60  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV FIN LLC/COINC                       | Directv Financing LLC / Directv Financing Co-Obligor Inc                        | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $67546.37     | 0.00%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| RioCan REIT                                 | RioCan Real Estate Investment Trust                                             | CUSIP: 766910103<br>LEI: 549300S8HVUSEU3JBY60 | Long             | EC               | CORP              | CA        |     64608 | NS      | $876111.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                      | Intuitive Surgical Inc                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      2866 | NS      | $1643593.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                               | TransDigm Inc                                                                   | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15552.59     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                       | Daiichi Sankyo Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |     62200 | NS      | $1533042.73   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk Inc                                | Autodesk Inc                                                                    | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       924 | NS      | $280286.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                 | B3 SA - Brasil Bolsa Balcao                                                     | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | EC               | CORP              | BR        |    464113 | NS      | $1310299.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QR2Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193906 | PA      | $194347.70    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DVMH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230918 | PA      | $223648.21    | 0.01%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                   | TEGNA Inc                                                                       | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6935.32      | 0.00%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                          | Banco Santander SA                                                              | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $999144.59    | 0.06%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                     | Procter & Gamble Co/The                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     45037 | NS      | $6672681.92   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                | Enbridge Inc                                                                    | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $80788.02     | 0.00%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                  | US Bancorp                                                                      | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    850000 | PA      | $888763.60    | 0.05%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QTW39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64500 | PA      | $67170.37     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                    | CSX Corp                                                                        | CUSIP: 126408HY2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54900.24     | 0.00%             | 2055-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                           | LEG Immobilien SE                                                               | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |      3076 | NS      | $231095.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                    | United Natural Foods Inc                                                        | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    216000 | PA      | $216135.22    | 0.01%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                               | CME Group Inc                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       470 | NS      | $132286.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                 | Corteva Inc                                                                     | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     34116 | NS      | $2301806.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY BANK NA                      | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    900000 | PA      | $902952.84    | 0.05%             | 2027-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                  | Intel Corp                                                                      | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     45991 | NS      | $1865394.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC                       | Quest Diagnostics Inc                                                           | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    980000 | PA      | $991938.15    | 0.06%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                         | Gilead Sciences Inc                                                             | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    570000 | PA      | $601848.31    | 0.03%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $3859570.30   | 0.22%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                      | ConocoPhillips Co                                                               | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1693462.71   | 0.10%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132CXDN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21814 | PA      | $21544.37     | 0.00%             | 2038-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                      | Telecom Italia Capital SA                                                       | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    152000 | PA      | $168240.74    | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Shell PLC                                   | Shell PLC                                                                       | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    199722 | NS      | $7339968.21   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                           | NSTAR Electric Co                                                               | CUSIP: 67021CAN7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $971520.20    | 0.06%             | 2029-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Repsol SA                                   | Repsol SA                                                                       | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |    113953 | NS      | $2111476.29   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Construction Equipm              | HD Hyundai Construction Equipment Co Ltd                                        | CUSIP: 000000000<br>LEI: 988400SUTJA1BDSX0Y30 | Long             | EC               | CORP              | KR        |      1046 | NS      | $66925.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| MONTREAL EXCHANGE INC.                      | S&P/TSX 60 IX                                                                   | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DE               | CORP              | CA        |         1 | NC      | $10131.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC                                   | Adobe Inc                                                                       | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |   3570000 | PA      | $3347785.60   | 0.19%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                               | Accenture PLC                                                                   | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |     18637 | NS      | $4659250.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd              | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       413 | NS      | $709853.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROS FINANCE CORP                      | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    491000 | PA      | $507746.33    | 0.03%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                              | Home Depot Inc/The                                                              | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1252881.12   | 0.07%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133KRVX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    133654 | PA      | $138777.23    | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ReNew Energy Global PLC                     | ReNew Energy Global PLC                                                         | CUSIP: 000000000<br>LEI: 254900SL77LA2KAG7R65 | Long             | EC               | CORP              | IN        |     86608 | NS      | $659086.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEGONA FINANCE PLC                          | Zegona Finance PLC                                                              | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    328000 | PA      | $347478.37    | 0.02%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Dino Polska SA                              | Dino Polska SA                                                                  | CUSIP: 000000000<br>LEI: 259400H4L81SMPRTW956 | Long             | EC               | CORP              | PL        |      5013 | NS      | $56076.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWBZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3336990 | PA      | $2859257.39   | 0.17%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-428218.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| KELLANOVA                                   | Kellanova                                                                       | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    670000 | PA      | $663720.00    | 0.04%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XHHM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1594247 | PA      | $1474525.45   | 0.09%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                             | DR Horton Inc                                                                   | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    898000 | PA      | $939495.04    | 0.05%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                 | Novartis AG                                                                     | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     45749 | NS      | $5968418.30   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                       | Texas Instruments Inc                                                           | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    459000 | PA      | $408808.61    | 0.02%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                          | Ally Financial Inc                                                              | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |       596 | NS      | $24614.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    674467 | PA      | $585589.35    | 0.03%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASPEED Technology Inc                       | ASPEED Technology Inc                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      9000 | NS      | $2109924.38   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| eBay Inc                                    | eBay Inc                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     28368 | NS      | $2348586.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                         | Delta Air Lines Inc                                                             | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     41833 | NS      | $2681495.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-189914.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                         | American Express Co                                                             | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    700000 | PA      | $688656.84    | 0.04%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                         | Elevance Health Inc                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       775 | NS      | $262151.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                            | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |     10735 | NS      | $380618.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                             | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      1462 | NS      | $1546289.48   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                               | UniCredit SpA                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     40296 | NS      | $2999744.86   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| VISA INC                                    | Visa Inc                                                                        | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    630000 | PA      | $500354.16    | 0.03%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                         | Gilead Sciences Inc                                                             | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    720000 | PA      | $732791.48    | 0.04%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                   | Nokia Oyj                                                                       | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |    392709 | NS      | $2391645.92   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| INTUIT INC                                  | Intuit Inc                                                                      | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315074.37    | 0.02%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                           | NatWest Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     63291 | NS      | $528257.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 5YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -252 | NC      | $-2822.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                      | Aristocrat Leisure Ltd                                                          | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |     27988 | NS      | $1069718.23   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                        | IBM International Capital Pte Ltd                                               | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |   1540000 | PA      | $1467596.33   | 0.08%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Elevator Co Ltd                     | Hyundai Elevator Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       991 | NS      | $58650.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                         | Somnigroup International Inc                                                    | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77896.14     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ultrapar Participacoes SA                   | Ultrapar Participacoes SA                                                       | CUSIP: 000000000<br>LEI: 529900FU4XBXGQMLRE72 | Long             | EC               | CORP              | BR        |    145780 | NS      | $602199.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $15403124.96  | 0.89%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Argenx SE                                   | Argenx SE                                                                       | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       112 | NS      | $102098.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $937539.06    | 0.05%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BKV UPSTREAM MIDSTREAM L                    | BKV Upstream Midstream LLC                                                      | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |    192000 | PA      | $193591.68    | 0.01%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                          | Diageo Capital PLC                                                              | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    960000 | PA      | $837322.71    | 0.05%             | 2032-04-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.             | CDS CDX.NA.HY.45.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1399492.28   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Engineering & Construc              | Hyundai Engineering & Construction Co Ltd                                       | CUSIP: 000000000<br>LEI: 988400CEQG9N710HN313 | Long             | EC               | CORP              | KR        |      5339 | NS      | $243932.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                    | Diversified Healthcare Trust                                                    | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20330.20     | 0.00%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                           | NSTAR Electric Co                                                               | CUSIP: 67021CAP2<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990376.87    | 0.06%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                              | NRG Energy Inc                                                                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     11484 | NS      | $1946423.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp                         | SoftBank Group Corp                                                             | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |      2500 | NS      | $268902.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc               | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1512 | NS      | $1179647.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                           | General Motors Co                                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      2046 | NS      | $150421.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                              | Home Depot Inc/The                                                              | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $987116.39    | 0.06%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                  | Intuit Inc                                                                      | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   4690000 | PA      | $4215878.57   | 0.24%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                      | Mercedes-Benz Group AG                                                          | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     20082 | NS      | $1356136.05   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $65501.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                       | Nabors Industries Inc                                                           | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131827.59    | 0.01%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QPX93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248583 | PA      | $238293.62    | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                       | CNX Midstream Partners LP                                                       | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $52752.24     | 0.00%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                       | Freedom Mortgage Holdings LLC                                                   | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36765.05     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                     | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52585.19     | 0.00%             | 2026-09-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    453707 | PA      | $455626.36    | 0.03%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Haier Smart Home Co Ltd                     | Haier Smart Home Co Ltd                                                         | CUSIP: 000000000<br>LEI: 3003002BYTNGNJTWSH07 | Long             | EC               | CORP              | CN        |      6400 | NS      | $21949.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orica Ltd                                   | Orica Ltd                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     12314 | NS      | $192387.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                          | Diageo Capital PLC                                                              | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1820000 | PA      | $1664165.58   | 0.10%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Elan Microelectronics Corp                  | Elan Microelectronics Corp                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     72000 | NS      | $305711.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                  | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $108819.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KELLANOVA                                   | Kellanova                                                                       | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3020306.61   | 0.17%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                 | Deluxe Corp                                                                     | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28317.94     | 0.00%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                  | Samsung Electronics Co Ltd                                                      | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     52761 | NS      | $3623776.43   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QBW20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    552963 | PA      | $537520.67    | 0.03%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                             | Caterpillar Inc                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       565 | NS      | $325304.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES INC                       | Nabors Industries Inc                                                           | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     67000 | PA      | $64963.78     | 0.00%             | 2032-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                              | PulteGroup Inc                                                                  | CUSIP: 745867AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1642666.97   | 0.09%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                            | Sekisui House US Inc                                                            | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    360000 | PA      | $247857.14    | 0.01%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                       | Level 3 Financing Inc                                                           | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    147000 | PA      | $138915.00    | 0.01%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                          | Analog Devices Inc                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      4469 | NS      | $1185804.46   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE,INC                          | TOPIX INDX                                                                      | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |       242 | NC      | $3688175.42   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | JPY/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-70881.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                          | Vodafone Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    846641 | NS      | $1054356.69   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GREAT LAKES DREDGE&DOCK                     | Great Lakes Dredge & Dock Corp                                                  | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46746.38     | 0.00%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QS3Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183199 | PA      | $190830.11    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                         | Diebold Nixdorf Inc                                                             | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37160.20     | 0.00%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QRRZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1420305 | PA      | $1448706.36   | 0.08%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3142GQYP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30284 | PA      | $31564.78     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                | AES Corp/The                                                                    | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     20699 | NS      | $291027.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc               | Principal Financial Group Inc                                                   | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       262 | NS      | $22222.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                 | Netflix Inc                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     42435 | NS      | $4565157.30   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                         | Imperial Brands PLC                                                             | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     14192 | NS      | $602886.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US LONG BOND(CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        21 | NC      | $1312.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                      | CACI International Inc                                                          | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    181000 | PA      | $188693.22    | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EEA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    283150 | PA      | $267693.39    | 0.02%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                            | UWM Holdings LLC                                                                | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $141252.08    | 0.01%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Grou              | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |    120700 | NS      | $3652201.38   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Comfort Systems USA Inc                     | Comfort Systems USA Inc                                                         | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |        59 | NS      | $57639.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Galp Energia SGPS SA                        | Galp Energia SGPS SA                                                            | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |      2846 | NS      | $57213.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Mining PLC                        | Endeavour Mining PLC                                                            | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |     15881 | NS      | $735154.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lojas Renner SA                             | Lojas Renner SA                                                                 | CUSIP: 000000000<br>LEI: 52990032N7OAAM138D78 | Long             | EC               | CORP              | BR        |    810089 | NS      | $2408481.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORP                                    | Fox Corp                                                                        | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292594.00    | 0.02%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Anglo American PLC                          | Anglo American PLC                                                              | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      6826 | NS      | $256124.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                     | JPY/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3077926.70  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    780000 | PA      | $815898.43    | 0.05%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1032669.80   | 0.06%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                 | Deluxe Corp                                                                     | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     94000 | PA      | $99015.56     | 0.01%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                       | American Airlines Inc                                                           | CUSIP: 023771T40<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    349000 | PA      | $364580.71    | 0.02%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QPNY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    414490 | PA      | $383238.60    | 0.02%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                           | Japan Tobacco Inc                                                               | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |     37300 | NS      | $1403057.81   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Commercial & Savings               | Shanghai Commercial & Savings Bank Ltd/The                                      | CUSIP: 000000000<br>LEI: 549300TLB5ALPCGBHN23 | Long             | EC               | CORP              | TW        |        99 | NS      | $123.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                         | FS KKR Capital Corp                                                             | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1045733.49   | 0.06%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0406C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1100000 | PA      | $1047569.26   | 0.06%             | 2055-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                  | Intuit Inc                                                                      | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $962009.83    | 0.06%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-82037.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132D6AC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65763 | PA      | $60888.04     | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                            | UWM Holdings LLC                                                                | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $110486.33    | 0.01%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                         | American Tower Corp                                                             | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    425000 | PA      | $416320.93    | 0.02%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                            | Taseko Mines Ltd                                                                | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    131000 | PA      | $138919.87    | 0.01%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                    | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2420000 | PA      | $2531535.57   | 0.15%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                              | ServiceNow Inc                                                                  | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2646711.72   | 0.15%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                              | Salesforce Inc                                                                  | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    920000 | PA      | $566704.56    | 0.03%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                    | Clear Channel Outdoor Holdings Inc                                              | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60017.52     | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                        | Progressive Corp/The                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      3024 | NS      | $691860.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47288 | PA      | $38728.41     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                  | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-32999.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133KRFB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    201390 | PA      | $206497.10    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                                       | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    650000 | PA      | $635818.25    | 0.04%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                         | FS KKR Capital Corp                                                             | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    445000 | PA      | $431684.95    | 0.02%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                              | Sabre GLBL Inc                                                                  | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56512.50     | 0.00%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Amgen Inc                                   | Amgen Inc                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      3868 | NS      | $1336239.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC                       | Texas Instruments Inc                                                           | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   3545000 | PA      | $3419224.64   | 0.20%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                         | Macquarie Group Ltd                                                             | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |      8544 | NS      | $1103591.13   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CATL                                        | Contemporary Amperex Technology Co Ltd                                          | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |     34300 | NS      | $1820505.92   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                  | Zoetis Inc                                                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      7931 | NS      | $1016595.58   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW GOLD INC                                | New Gold Inc                                                                    | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    179000 | PA      | $190371.69    | 0.01%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | ULTRA U.S. TREASURY BOND                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |     -1046 | NC      | $-1105203.07  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                            | CSC Holdings LLC                                                                | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    110000 | PA      | $85324.87     | 0.00%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    330000 | PA      | $329670.15    | 0.02%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                                                     | CUSIP: 912797QZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $299446.30    | 0.02%             | 2025-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                     | Enova International Inc                                                         | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |    174000 | PA      | $183813.77    | 0.01%             | 2029-08-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                     | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40802.16     | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0526C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $607563.62    | 0.04%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                       | Mexico Government International Bond                                            | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    550000 | PA      | $602800.00    | 0.03%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                            | Credit Acceptance Corp                                                          | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89345.75     | 0.01%             | 2030-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                  | Allianz SE                                                                      | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |      3400 | NS      | $1467630.07   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132E07G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130470 | PA      | $135328.13    | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 2YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       493 | NC      | $-34429.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                    | Clear Channel Outdoor Holdings Inc                                              | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63304.99     | 0.00%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Skanska AB                                  | Skanska AB                                                                      | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |     15343 | NS      | $394048.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1755934 | PA      | $1584772.41   | 0.09%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                    | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   4076000 | PA      | $3639146.51   | 0.21%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41514 | PA      | $40987.27     | 0.00%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                         | Coinbase Global Inc                                                             | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    188000 | PA      | $177786.37    | 0.01%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Nice Ltd                                    | Nice Ltd                                                                        | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |      3085 | NS      | $322836.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                   | Thales SA                                                                       | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |      3747 | NS      | $981320.19    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |    116500 | NS      | $3358958.12   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| VeriSign Inc                                | VeriSign Inc                                                                    | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      1568 | NS      | $395120.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                 | EUR/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-37464.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                     | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41099.44     | 0.00%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dell Technologies Inc                       | Dell Technologies Inc                                                           | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      4981 | NS      | $664216.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                     | Macy's Retail Holdings LLC                                                      | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $78913.28     | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sumitomo Chemical Co Ltd                    | Sumitomo Chemical Co Ltd                                                        | CUSIP: 000000000<br>LEI: 353800RSAU9BD8U4DM91 | Long             | EC               | CORP              | JP        |     51900 | NS      | $158759.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                          | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      5093 | NS      | $439474.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VIKING CRUISES LTD                          | Viking Cruises Ltd                                                              | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    108000 | PA      | $115857.11    | 0.01%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                     | Light & Wonder International Inc                                                | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123245.52    | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                            | Ventas Realty LP                                                                | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    900000 | PA      | $925269.92    | 0.05%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Wheaton Precious Metals Corp                | Wheaton Precious Metals Corp                                                    | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |     66296 | NS      | $7297327.79   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1684515 | PA      | $1462555.53   | 0.08%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | EUR/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $66984.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                        | Vermilion Energy Inc                                                            | CUSIP: 923725AE5<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4737.84      | 0.00%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                | VeriSign Inc                                                                    | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    205000 | PA      | $210756.19    | 0.01%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                          | Banco Santander SA                                                              | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1707949.87   | 0.10%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| PAGAYA US HOLDINGS CO                       | Pagaya US Holdings Co LLC                                                       | CUSIP: 69549FAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    249000 | PA      | $224275.17    | 0.01%             | 2030-08-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Tripod Technology Corp                      | Tripod Technology Corp                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      6000 | NS      | $58676.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                     | FTAI Aviation Investors LLC                                                     | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     48000 | PA      | $50342.35     | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Samsung E&A Co Ltd                          | Samsung E&A Co Ltd                                                              | CUSIP: 000000000<br>LEI: 988400HDAY5KIVHGZ188 | Long             | EC               | CORP              | KR        |     18588 | NS      | $323944.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                             | J Sainsbury PLC                                                                 | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |     14559 | NS      | $62094.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                      | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    630000 | PA      | $637284.41    | 0.04%             | 2034-02-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| SAP SE                                      | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      7116 | NS      | $1717873.88   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO STOXX 50                                                                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |      -227 | NC      | $-16432.28    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                        | OneMain Finance Corp                                                            | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    173000 | PA      | $183105.10    | 0.01%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                              | Salesforce Inc                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     10756 | NS      | $2479688.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140W1KL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1280256 | PA      | $1319543.18   | 0.08%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                          | Viking Cruises Ltd                                                              | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     68000 | PA      | $69102.42     | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2600000 | PA      | $2110265.61   | 0.12%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                      | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    610000 | PA      | $618297.76    | 0.04%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Intertek Group PLC                          | Intertek Group PLC                                                              | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |     22925 | NS      | $1402743.35   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1013465.28   | 0.06%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PL              | London Stock Exchange Group PLC                                                 | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |      4711 | NS      | $554921.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                              | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     52669 | NS      | $8935822.54   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                     | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7590.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | NASDAQ 100 E-MINI                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |      -105 | NC      | $-2618694.40  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                      | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1850000 | PA      | $1821276.83   | 0.11%             | 2027-07-09      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                   | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 000000000<br>LEI: 5493008KEVFYPMGTXO33 | Long             | EC               | CORP              | MX        |     11724 | NS      | $102646.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                   | Tesla Inc                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     29612 | NS      | $12738194.04  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                     | NVR Inc                                                                         | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       122 | NS      | $915889.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                    | Lindblad Expeditions LLC                                                        | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35895.41     | 0.00%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                    | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    800000 | PA      | $785604.65    | 0.05%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                            | Credit Acceptance Corp                                                          | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    153000 | PA      | $160556.06    | 0.01%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                               | CoreWeave Inc                                                                   | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    187000 | PA      | $169215.20    | 0.01%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133KPUC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14013 | PA      | $13869.55     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| E-MART Inc                                  | E-MART Inc                                                                      | CUSIP: 000000000<br>LEI: 988400SAX0Q74FRA9981 | Long             | EC               | CORP              | KR        |       817 | NS      | $43520.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                     | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8451.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                    | Champion Iron Canada Inc                                                        | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     90000 | PA      | $94781.79     | 0.01%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                    | Discovery Communications LLC                                                    | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76554.00     | 0.00%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                    | iHeartCommunications Inc                                                        | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    281000 | PA      | $260014.92    | 0.02%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Rockchip Electronics Co Ltd                 | Rockchip Electronics Co Ltd                                                     | CUSIP: 000000000<br>LEI: 8368002HC3QUMAKOPK03 | Long             | EC               | CORP              | CN        |     24900 | NS      | $650041.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3741499 | PA      | $3378058.45   | 0.20%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                             | T-Mobile US Inc                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      9517 | NS      | $1989148.17   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                              | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     78860 | NS      | $38799908.60  | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Mining Corp                         | Barrick Mining Corp                                                             | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |      9699 | NS      | $401577.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                      | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |    109627 | NS      | $4952704.80   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0506C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2450000 | PA      | $2444795.96   | 0.14%             | 2055-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                  | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $35257.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP SA                                      | EDP SA                                                                          | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |    130581 | NS      | $582962.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8962734.42   | 0.52%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Block Inc                                   | Block Inc                                                                       | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      9385 | NS      | $626918.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES INC                       | American Airlines Inc                                                           | CUSIP: 023771T32<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    218000 | PA      | $223170.10    | 0.01%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                       | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BP4<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499876.41    | 0.03%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Grupo Cibest SA                             | Grupo Cibest SA                                                                 | CUSIP: 000000000<br>LEI: 529900OSSJBGZREZ2C28 | Long             | EP               | CORP              | CO        |     24294 | NS      | $381342.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                        | OneMain Finance Corp                                                            | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    178000 | PA      | $186994.52    | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                           | Rakuten Group Inc                                                               | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $214247.67    | 0.01%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                       | NGL Energy Operating LLC / NGL Energy Finance Corp                              | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122000 | PA      | $125504.08    | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Moderna Inc                                 | Moderna Inc                                                                     | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     17855 | NS      | $463872.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                     | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-552636.45   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUINIX INC                                 | Equinix Inc                                                                     | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987606.34    | 0.06%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0626C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $207181.08    | 0.01%             | 2055-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                  | Zoetis Inc                                                                      | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    640000 | PA      | $629939.08    | 0.04%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $1985294.26   | 0.11%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                  | Hasbro Inc                                                                      | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      1937 | NS      | $159996.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63049.51     | 0.00%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                           | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     21315 | NS      | $4410499.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORP                        | MGIC Investment Corp                                                            | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2930051.25   | 0.17%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                      | Venture Global LNG Inc                                                          | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105466.55    | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                  | Chipotle Mexican Grill Inc                                                      | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |      2485 | NS      | $85782.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | MSCI EAFE                                                                       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |       122 | NC      | $188676.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                  | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     17670 | NS      | $4023459.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| VIKING CRUISES LTD                          | Viking Cruises Ltd                                                              | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $100512.35    | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WNC Corp /Taiwan                            | WNC Corp /Taiwan                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     12000 | NS      | $39087.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                    | FactSet Research Systems Inc                                                    | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2946521.91   | 0.17%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co Ltd                   | Ono Pharmaceutical Co Ltd                                                       | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |     25600 | NS      | $360520.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Xiaomi Corp                                 | Xiaomi Corp                                                                     | CUSIP: 000000000<br>LEI: 2549001ACVFAZRNMKL32 | Long             | EC               | CORP              | CN        |    308800 | NS      | $1641497.49   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                       | NGL Energy Operating LLC / NGL Energy Finance Corp                              | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $140992.70    | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Bank Polska Kasa Opieki SA                  | Bank Polska Kasa Opieki SA                                                      | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |      5295 | NS      | $290525.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co Ltd                | Techtronic Industries Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |     54000 | NS      | $635100.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Accton Technology Corp                      | Accton Technology Corp                                                          | CUSIP: 000000000<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |      7000 | NS      | $229332.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR NOTE (CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       135 | NC      | $24032.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                          | Osaic Holdings Inc                                                              | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25892.60     | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3142GTBQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    275193 | PA      | $279999.63    | 0.02%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132E0AC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    213872 | PA      | $222585.11    | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                     | Millrose Properties Inc                                                         | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    192000 | PA      | $194168.83    | 0.01%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                        | OneMain Finance Corp                                                            | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    104000 | PA      | $107616.08    | 0.01%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sercomm Corp                                | Sercomm Corp                                                                    | CUSIP: 000000000<br>LEI: 254900MJ2QQG3VODNZ25 | Long             | EC               | CORP              | TW        |     22000 | NS      | $57884.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                     | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $145933.75    | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ExlService Holdings Inc                     | ExlService Holdings Inc                                                         | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      1473 | NS      | $58522.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1340154 | PA      | $1192928.41   | 0.07%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                              | Mastercard Inc                                                                  | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1291080.52   | 0.07%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | MSCI EMGMKT                                                                     | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |        14 | NC      | $19733.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Trust Group In              | Sumitomo Mitsui Trust Group Inc                                                 | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |     21000 | NS      | $610083.31    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    769988 | PA      | $788422.41    | 0.05%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 31427M5E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    975711 | PA      | $1011763.90   | 0.06%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1675392.15   | 0.10%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                     | Philippine Government International Bond                                        | CUSIP: 718286DH7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $424800.00    | 0.02%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1032397 | PA      | $954227.74    | 0.06%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $62159.91     | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                      | Millicom International Cellular SA                                              | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    168000 | PA      | $174263.04    | 0.01%             | 2032-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                         | Ascendis Pharma A/S                                                             | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |       120 | NS      | $25479.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA FINANCIAL CORP                          | CNA Financial Corp                                                              | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404020.76    | 0.02%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                  | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8079.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                    | TotalEnergies Capital SA                                                        | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    510000 | PA      | $503371.03    | 0.03%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                      | Boston Scientific Corp                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     48398 | NS      | $4916268.84   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Terumo Corp                                 | Terumo Corp                                                                     | CUSIP: 000000000<br>LEI: 353800JX1R4582QVK932 | Long             | EC               | CORP              | JP        |      2400 | NS      | $37427.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QRKD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375987 | PA      | $387003.58    | 0.02%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    185000 | PA      | $147975.95    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                 | Honeywell International Inc                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     38426 | NS      | $7385092.94   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAIC HOLDINGS INC                          | Osaic Holdings Inc                                                              | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10298.31     | 0.00%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                     | Millrose Properties Inc                                                         | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51006.40     | 0.00%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                          | Trane Technologies Financing Ltd                                                | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |   4610000 | PA      | $4576733.09   | 0.26%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    420000 | PA      | $432489.81    | 0.02%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                 | TRS NDUEACWF INDEX                                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |         1 | NC      | $1297524.32   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                      | WESCO Distribution Inc                                                          | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109815.93    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                        | Targa Resources Corp                                                            | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    570000 | PA      | $585751.96    | 0.03%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| KAROON USA FINANCE INC                      | Karoon USA Finance Inc                                                          | CUSIP: 48575AAA9<br>LEI: 254900I4IZ164TOMZH46 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33955.02     | 0.00%             | 2029-05-14      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                      | CUSIP: 21H0606C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    125000 | PA      | $127400.03    | 0.01%             | 2055-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $14880820.37  | 0.86%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1229577.39   | 0.07%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BlackRock Cash Funds - Institutional        | BlackRock Cash Funds - Institutional                                            | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |   1232660 | NS      | $1233276.33   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                      | Motorola Solutions Inc                                                          | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    600000 | PA      | $544231.68    | 0.03%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133KQKY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86432 | PA      | $89139.64     | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    415107 | PA      | $416417.15    | 0.02%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                 | TRS NDUEACWF INDEX                                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |         1 | NC      | $131747.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc                                 | MetLife Inc                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     36375 | NS      | $2784870.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Discount Bank Ltd                    | Israel Discount Bank Ltd                                                        | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |     10101 | NS      | $105782.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                         | American Express Co                                                             | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1052094.64   | 0.06%             | 2029-07-27      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                             | BAE Systems PLC                                                                 | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |    231582 | NS      | $5043515.00   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                      | Resorts World Las Vegas LLC / RWLV Capital Inc                                  | CUSIP: 76120HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $79935.66     | 0.00%             | 2030-07-27      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                        | OneMain Finance Corp                                                            | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    174000 | PA      | $178453.18    | 0.01%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                 | Wayfair LLC                                                                     | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    181000 | PA      | $188284.71    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                           | Iron Mountain Inc                                                               | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    116000 | PA      | $119154.97    | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                      | American International Group Inc                                                | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    420000 | PA      | $430094.71    | 0.02%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Delta Electronics Inc                       | Delta Electronics Inc                                                           | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |     24000 | NS      | $715451.37    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                     | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $41040.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    653806 | PA      | $625525.27    | 0.04%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Corp                               | Sumitomo Corp                                                                   | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     11600 | NS      | $364376.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| QVC INC                                     | QVC Inc                                                                         | CUSIP: 747262BA0<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    219000 | PA      | $90605.75     | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                      | Motorola Solutions Inc                                                          | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1821786.14   | 0.11%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Auto Trader Group PLC                       | Auto Trader Group PLC                                                           | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |     87562 | NS      | $740470.35    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                    | Stewart Information Services Corp                                               | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |    618000 | PA      | $553805.40    | 0.03%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                    | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1347652.10   | 0.08%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd                               | AIA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    716000 | NS      | $7457770.44   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp                         | Dollar General Corp                                                             | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       822 | NS      | $90000.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     86000 | PA      | $64328.00     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| MediaTek Inc                                | MediaTek Inc                                                                    | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |     57000 | NS      | $2540088.12   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                        | IBM International Capital Pte Ltd                                               | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |   2550000 | PA      | $2600645.35   | 0.15%             | 2034-02-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                     | Rockwell Automation Inc                                                         | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       190 | NS      | $75213.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                    | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |    114429 | NS      | $2911794.16   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp                                | Comcast Corp                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    106091 | NS      | $2831568.79   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                    | iHeartCommunications Inc                                                        | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    240000 | PA      | $197504.54    | 0.01%             | 2030-05-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos Inc                                                                  | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1080207.34   | 0.06%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc               | Intercontinental Exchange Inc                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      9620 | NS      | $1513226.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VALARIS LTD                                 | Valaris Ltd                                                                     | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    258000 | PA      | $269161.85    | 0.02%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd              | Canadian Natural Resources Ltd                                                  | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     60273 | NS      | $2036200.46   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                    | Century Aluminum Co                                                             | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |    122000 | PA      | $123968.71    | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1140000 | PA      | $1139936.86   | 0.07%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                    | Diversified Healthcare Trust                                                    | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124000 | PA      | $118932.70    | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                              | NRG Energy Inc                                                                  | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86325.32     | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                       | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1310000 | PA      | $1282462.15   | 0.07%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                      | Patrick Industries Inc                                                          | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70669.04     | 0.00%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                         | American Express Co                                                             | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    450000 | PA      | $464645.97    | 0.03%             | 2034-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                       | VFH Parent LLC / Valor Co-Issuer Inc                                            | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $121744.09    | 0.01%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                    | Digital Realty Trust Inc                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      3539 | NS      | $566664.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd                                 | Hitachi Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     37500 | NS      | $1194222.78   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                    | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1310000 | PA      | $1236994.96   | 0.07%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DNUM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99553 | PA      | $95432.64     | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                 | Oracle Corp                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     12353 | NS      | $2494688.35   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                                 | GoDaddy Inc                                                                     | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      3028 | NS      | $387160.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GETTY IMAGES INC                            | Getty Images Inc                                                                | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189021.53    | 0.01%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                     | Panasonic Holdings Corp                                                         | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |     71400 | NS      | $893516.78    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                    | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1054692.75   | 0.06%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                           | Tampa Electric Co                                                               | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    670000 | PA      | $684543.04    | 0.04%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd                              | Wesfarmers Ltd                                                                  | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |     13964 | NS      | $749362.78    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Insmed Inc                                  | Insmed Inc                                                                      | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |       150 | NS      | $31165.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                               | EchoStar Corp                                                                   | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    313000 | PA      | $325063.02    | 0.02%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                      | Standard Chartered PLC                                                          | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     19670 | NS      | $435683.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix Inc                                 | Equinix Inc                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      4256 | NS      | $3206087.36   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1452711.72   | 0.08%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                    | Rolls-Royce Holdings PLC                                                        | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |    164211 | NS      | $2317718.22   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132D6HX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    164847 | PA      | $162623.08    | 0.01%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                              | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     26504 | NS      | $2265528.86   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                               | DISH DBS Corp                                                                   | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131000 | PA      | $126590.57    | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                | Chevron Corp                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50465 | NS      | $7626775.45   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| HD HYUNDAI MIPO                             | HD HYUNDAI MIPO                                                                 | CUSIP: 000000000<br>LEI: 988400L1JDH871AJTA03 | Long             | EC               | CORP              | KR        |       161 | NS      | $24413.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                      | CUSIP: 21H0506C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2225000 | PA      | $2222324.44   | 0.13%             | 2055-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                          | Cipher Compute LLC                                                              | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50796.99     | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133KPLY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39825 | PA      | $38180.70     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                      | Berkshire Hathaway Inc                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      2645 | NS      | $1359027.45   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30433.08     | 0.00%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     52129 | NS      | $16690663.22  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| SINCLAIR TELEVISION GROU                    | Sinclair Television Group Inc                                                   | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     54000 | PA      | $47655.00     | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                | US Foods Inc                                                                    | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    177000 | PA      | $186487.91    | 0.01%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Cia Brasileira de Aluminio                  | Cia Brasileira de Aluminio                                                      | CUSIP: 000000000<br>LEI: 5493001QYTIDILBVYO18 | Long             | EC               | CORP              | BR        |    118708 | NS      | $125649.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $2661671.05   | 0.15%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                           | Chile Government International Bond                                             | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1110000 | PA      | $709290.00    | 0.04%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                            | RELX Capital Inc                                                                | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114354.33    | 0.01%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IG Group Holdings PLC                       | IG Group Holdings PLC                                                           | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |      2965 | NS      | $44480.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Heavy Industries Co              | HD Hyundai Heavy Industries Co Ltd                                              | CUSIP: 000000000<br>LEI: 988400CAR8W9URQLGF30 | Long             | EC               | CORP              | KR        |       311 | NS      | $113473.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Iberdrola SA                                | Iberdrola SA                                                                    | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     26969 | NS      | $569258.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                          | Republic of Poland Government International Bond                                | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    220000 | PA      | $214335.00    | 0.01%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                | QUALCOMM Inc                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       373 | NS      | $62697.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                    | SK Invictus Intermediate II Sarl                                                | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    212000 | PA      | $208649.87    | 0.01%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MANITOWOC COMPANY INC                       | Manitowoc Co Inc/The                                                            | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |     18000 | PA      | $19125.21     | 0.00%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                       | Bausch Health Cos Inc                                                           | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    287000 | PA      | $299992.01    | 0.02%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179YFM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    136092 | PA      | $139488.56    | 0.01%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Integrated Services Co               | United Integrated Services Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     17000 | NS      | $434568.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                               | EchoStar Corp                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    282000 | PA      | $310905.00    | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings Inc                  | Dai-ichi Life Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |     69700 | NS      | $543789.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                | Leonardo SpA                                                                    | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |      3359 | NS      | $184105.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                          | HCA Healthcare Inc                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       205 | NS      | $104199.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smiths Group PLC                            | Smiths Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |     52119 | NS      | $1687245.02   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                   | Tesco PLC                                                                       | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |    228179 | NS      | $1360779.03   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DQ6A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5330 | PA      | $5271.47      | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                         | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     14674 | NS      | $1846576.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC                           | Kinder Morgan Inc                                                               | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    736000 | PA      | $746899.62    | 0.04%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                  | Ecolab Inc                                                                      | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    760000 | PA      | $478387.75    | 0.03%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                     | Honeywell International Inc                                                     | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292458.35    | 0.02%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                      | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    452000 | PA      | $473576.86    | 0.03%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                  | Zoetis Inc                                                                      | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2585087.32   | 0.15%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                  | Viasat Inc                                                                      | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    192000 | PA      | $187478.94    | 0.01%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                           | Toyota Motor Corp                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |    174100 | NS      | $3511917.12   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                         | Insulet Corp                                                                    | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    185000 | PA      | $193223.99    | 0.01%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                            | LPL Holdings Inc                                                                | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    830000 | PA      | $850861.54    | 0.05%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank Central Asia Tbk PT                    | Bank Central Asia Tbk PT                                                        | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |   3123300 | NS      | $1555280.60   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung C&T Corp                            | Samsung C&T Corp                                                                | CUSIP: 000000000<br>LEI: 988400GFRE4IDFPE9E64 | Long             | EC               | CORP              | KR        |       980 | NS      | $150487.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                               | DISH DBS Corp                                                                   | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $126779.16    | 0.01%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                            | Paramount Global                                                                | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    160000 | PA      | $149009.53    | 0.01%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    141000 | PA      | $128838.75    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                  | Mizuho Financial Group Inc                                                      | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |     61600 | NS      | $2172440.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NETAPP INC                                  | NetApp Inc                                                                      | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    648000 | PA      | $681759.68    | 0.04%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                           | Seagate Data Storage Technology Pte Ltd                                         | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     60000 | PA      | $61781.64     | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                               | McKesson Corp                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      1643 | NS      | $1447680.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Telecom Co Ltd                           | SK Telecom Co Ltd                                                               | CUSIP: 000000000<br>LEI: 9884003WEA1PHW006037 | Long             | EC               | CORP              | KR        |     15303 | NS      | $558177.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IBM                                         | International Business Machines Corp                                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      5708 | NS      | $1761374.64   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcadyan Technology Corp                    | Arcadyan Technology Corp                                                        | CUSIP: 000000000<br>LEI: 254900R5W61G3GO1Q067 | Long             | EC               | CORP              | TW        |     43000 | NS      | $251178.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                      | CUSIP: 21H0626C6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    775000 | PA      | $798884.93    | 0.05%             | 2055-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Zhejiang NHU Co Ltd                         | Zhejiang NHU Co Ltd                                                             | CUSIP: 000000000<br>LEI: 655600NJSJADB39G3P54 | Long             | EC               | CORP              | CN        |     39700 | NS      | $137111.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ericsson                                    | Telefonaktiebolaget LM Ericsson                                                 | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    226445 | NS      | $2185095.47   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                    | Capital One Financial Corp                                                      | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3677561.26   | 0.21%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NVR INC                                     | NVR Inc                                                                         | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1835721.85   | 0.11%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132E0ZP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23181 | PA      | $24062.53     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                            | Crown Castle Inc                                                                | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    900000 | PA      | $891594.48    | 0.05%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XQT80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221683 | PA      | $229953.39    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179YHU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71778 | PA      | $74186.36     | 0.00%             | 2053-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                  | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10602.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                       | Kongsberg Gruppen ASA                                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |      5704 | NS      | $135144.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd                                     | CSL Ltd                                                                         | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |      1563 | NS      | $190744.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                 | Pandora A/S                                                                     | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |      1281 | NS      | $153291.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CENCORA INC                                 | Cencora Inc                                                                     | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1896724.00   | 0.11%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                            | Coca-Cola Co/The                                                                | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    303000 | PA      | $298803.56    | 0.02%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2063961.94   | 0.12%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132D6BX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    280482 | PA      | $265161.01    | 0.02%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ITHACA ENERGY NORTH                         | Ithaca Energy North Sea PLC                                                     | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |    124000 | PA      | $129797.87    | 0.01%             | 2029-10-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                    | Sinclair Television Group Inc                                                   | CUSIP: 829259BF6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    120000 | PA      | $93000.00     | 0.01%             | 2032-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REA Group Ltd                               | REA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: 894500KA4UBDATOFPN36 | Long             | EC               | CORP              | AU        |      5466 | NS      | $702017.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1014684.63   | 0.06%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                         | Cardinal Health Inc                                                             | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    740000 | PA      | $766736.36    | 0.04%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AECOM                                       | AECOM                                                                           | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     18616 | NS      | $1919868.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENN Energy Holdings Ltd                     | ENN Energy Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300V7BXPWT6WIPR03 | Long             | EC               | CORP              | CN        |     15200 | NS      | $138953.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                  | Boliden AB                                                                      | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |      2452 | NS      | $117661.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicony Electronics Co Ltd                  | Chicony Electronics Co Ltd                                                      | CUSIP: 000000000<br>LEI: 254900JBP5GB5B1IHS51 | Long             | EC               | CORP              | TW        |     67000 | NS      | $256539.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                       | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124000 | PA      | $128724.28    | 0.01%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ipsen SA                                    | Ipsen SA                                                                        | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |       752 | NS      | $108570.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gerdau SA                                   | Gerdau SA                                                                       | CUSIP: 000000000<br>LEI: 254900YDV6SEQQPZVG24 | Long             | EP               | CORP              | BR        |     84879 | NS      | $304828.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker BP ASA                                 | Aker BP ASA                                                                     | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |     17509 | NS      | $426606.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                        | Targa Resources Corp                                                            | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    750000 | PA      | $791726.54    | 0.05%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                | Klepierre SA                                                                    | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |      2407 | NS      | $93700.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                | Alphabet Inc                                                                    | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1812007.40   | 0.10%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RELIANCE INC                                | Reliance Inc                                                                    | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45311.61     | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1305377.06   | 0.08%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QTQB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84059 | PA      | $89094.11     | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                  | Airbnb Inc                                                                      | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     27666 | NS      | $3236645.34   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                        | Targa Resources Corp                                                            | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $2941940.53   | 0.17%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LG Innotek Co Ltd                           | LG Innotek Co Ltd                                                               | CUSIP: 000000000<br>LEI: 988400KTHH2LMUX7EB48 | Long             | EC               | CORP              | KR        |       509 | NS      | $82330.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QSVP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57302 | PA      | $59723.55     | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                        | Waste Management Inc                                                            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      3470 | NS      | $756008.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                    | HLF Financing Sarl LLC / Herbalife International Inc                            | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $156228.66    | 0.01%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Xero Ltd                                    | Xero Ltd                                                                        | CUSIP: 000000000<br>LEI: 254900UG5D8YST164N14 | Long             | EC               | CORP              | NZ        |      4332 | NS      | $347627.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                       | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104814.24    | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| XPeng Inc                                   | XPeng Inc                                                                       | CUSIP: 000000000<br>LEI: 549300TZNMIREMWQU857 | Long             | EC               | CORP              | CN        |      6900 | NS      | $75196.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TINGYI                                      | Tingyi Cayman Islands Holding Corp                                              | CUSIP: 000000000<br>LEI: 5299009MPI9B60VN4P25 | Long             | EC               | CORP              | CN        |     66000 | NS      | $101306.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QTQC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    843241 | PA      | $891393.48    | 0.05%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                       | Mitsui Fudosan Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |    194500 | NS      | $2284505.54   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com Inc                              | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    114699 | NS      | $26750100.78  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52531 | PA      | $53651.32     | 0.00%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                      | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      7257 | NS      | $2393140.89   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                    | Prudential Financial Inc                                                        | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      3880 | NS      | $420010.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BAWAG Group AG                              | BAWAG Group AG                                                                  | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |      3965 | NS      | $530953.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1223836 | PA      | $1229212.00   | 0.07%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                          | Banco Santander SA                                                              | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1800000 | PA      | $1867244.08   | 0.11%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                            | Progressive Corp/The                                                            | CUSIP: 743315BB8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2122834.74   | 0.12%             | 2033-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                  | Viasat Inc                                                                      | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    293000 | PA      | $277782.71    | 0.02%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                     | Starwood Property Trust Inc                                                     | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    141000 | PA      | $139914.61    | 0.01%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                    | Sinclair Television Group Inc                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78132.75     | 0.00%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                    | California Resources Corp                                                       | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73813.86     | 0.00%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    520045 | PA      | $476488.13    | 0.03%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                          | Koninklijke KPN NV                                                              | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     10201 | NS      | $46735.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                 | Alnylam Pharmaceuticals Inc                                                     | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       249 | NS      | $112356.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DSM-Firmenich AG                            | DSM-Firmenich AG                                                                | CUSIP: 000000000<br>LEI: 506700G44V67MPM4BI12 | Long             | EC               | CORP              | CH        |     14379 | NS      | $1182716.25   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Pro Medicus Ltd                             | Pro Medicus Ltd                                                                 | CUSIP: 000000000<br>LEI: 98450085A903D1BMFF27 | Long             | EC               | CORP              | AU        |       577 | NS      | $100895.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                      | Venture Global LNG Inc                                                          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     93000 | PA      | $96825.28     | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC                        | GrubHub Holdings Inc                                                            | CUSIP: 40010PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $82285.64     | 0.00%             | 2030-07-31      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| NN Group NV                                 | NN Group NV                                                                     | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |     17873 | NS      | $1297032.59   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179YHT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    210017 | PA      | $215200.43    | 0.01%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                    | Windstream Services LLC / Windstream Escrow Finance Corp                        | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124000 | PA      | $128741.64    | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                            | MercadoLibre Inc                                                                | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | UY        |      1665 | NS      | $3449513.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                 | Dropbox Inc                                                                     | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     22767 | NS      | $680277.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY COMMUNITIES                         | Century Communities Inc                                                         | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55772.64     | 0.00%             | 2033-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| King Yuan Electronics Co Ltd                | King Yuan Electronics Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    136000 | NS      | $996137.74    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                      | DBS Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |    103000 | NS      | $4314514.25   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                        | Kaiser Aluminum Corp                                                            | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $84719.14     | 0.00%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                       | Freedom Mortgage Holdings LLC                                                   | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131046.85    | 0.01%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                           | Hyatt Hotels Corp                                                               | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41185.35     | 0.00%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMETEK Inc                                  | AMETEK Inc                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     32763 | NS      | $6483470.07   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS INC                                | US Foods Inc                                                                    | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    123000 | PA      | $125213.88    | 0.01%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd                          | Trip.com Group Ltd                                                              | CUSIP: 000000000<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | SG        |       581 | NS      | $40490.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI India ETF                      | iShares MSCI India ETF                                                          | CUSIP: 46429B598<br>LEI: 549300282VMCFH7S5848 | Long             | EC               | RF                | US        |     74707 | NS      | $4087219.97   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XMA22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15613 | PA      | $15399.05     | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                    | California Resources Corp                                                       | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    214000 | PA      | $223902.85    | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                              | Loblaw Cos Ltd                                                                  | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |      5866 | NS      | $260904.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KOHL'S CORPORATION                          | Kohl's Corp                                                                     | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    139000 | PA      | $152087.82    | 0.01%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Obayashi Corp                               | Obayashi Corp                                                                   | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |     63600 | NS      | $1296671.98   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                       | Novartis Capital Corp                                                           | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   3030000 | PA      | $2807244.22   | 0.16%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                               | Citigroup Inc                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     32034 | NS      | $3318722.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 3618N5VT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    223804 | PA      | $230933.27    | 0.01%             | 2055-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LS Corp                                     | LS Corp                                                                         | CUSIP: 000000000<br>LEI: 988400SQWZ34LADYL505 | Long             | EC               | CORP              | KR        |       612 | NS      | $74724.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB d              | Grupo Financiero Banorte SAB de CV                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     18330 | NS      | $176439.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                           | RLJ Lodging Trust                                                               | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        17 | NS      | $128.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC                            | AMC Networks Inc                                                                | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43901.43     | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    237566 | PA      | $241919.75    | 0.01%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                              | 1261229 BC Ltd                                                                  | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    240000 | PA      | $248115.60    | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                           | CBRE Services Inc                                                               | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1172750.06   | 0.07%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                         | American Express Co                                                             | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    160000 | PA      | $168181.00    | 0.01%             | 2034-07-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia              | Commonwealth Bank of Australia                                                  | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |     11269 | NS      | $1126240.05   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                     | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44885.79     | 0.00%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                      | Motorola Solutions Inc                                                          | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1317319.41   | 0.08%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                         | Sherwin-Williams Co/The                                                         | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1250052.54   | 0.07%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                        | Alpha Generation LLC                                                            | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85133.37     | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                       | Unilever Capital Corp                                                           | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $1890968.48   | 0.11%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                      | KB Financial Group Inc                                                          | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |      3697 | NS      | $315371.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                          | Eldorado Gold Corp                                                              | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |    123000 | PA      | $123615.00    | 0.01%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206236.74    | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                   | Ball Corp                                                                       | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      3585 | NS      | $177565.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 3618N5VS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2012528 | PA      | $2056701.43   | 0.12%             | 2055-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    891467 | PA      | $804823.34    | 0.05%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                            | AMC Networks Inc                                                                | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    240000 | PA      | $251782.32    | 0.01%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XGF38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2989910 | PA      | $2560188.80   | 0.15%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                 | Wayfair LLC                                                                     | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    295000 | PA      | $314403.92    | 0.02%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                     | E.ON SE                                                                         | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     54325 | NS      | $967650.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDSTROM INC                               | Nordstrom Inc                                                                   | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     74000 | PA      | $69558.81     | 0.00%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                         | Intesa Sanpaolo SpA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    564947 | NS      | $3664807.54   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow Inc                              | ServiceNow Inc                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      4904 | NS      | $3984058.64   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Nanya Technology Corp                       | Nanya Technology Corp                                                           | CUSIP: 000000000<br>LEI: 254900STKVKJBRRO0835 | Long             | EC               | CORP              | TW        |     82000 | NS      | $383424.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    690000 | PA      | $725233.28    | 0.04%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132E0H62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72133 | PA      | $73362.12     | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                  | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $64449.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENPRO INC                                   | Enpro Inc                                                                       | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36155.07     | 0.00%             | 2033-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DSMT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35672 | PA      | $37068.36     | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                    | Snap Inc                                                                        | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    241000 | PA      | $248262.54    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                           | CBRE Services Inc                                                               | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1971628.51   | 0.11%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                              | NRG Energy Inc                                                                  | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72137.03     | 0.00%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                           | Post Holdings Inc                                                               | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     93000 | PA      | $94454.71     | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    205000 | PA      | $192598.22    | 0.01%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                              | Whirlpool Corp                                                                  | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     42000 | PA      | $32103.12     | 0.00%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                     | JetBlue Airways Corp / JetBlue Loyalty LP                                       | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    195000 | PA      | $192611.18    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Innovent Biologics Inc                      | Innovent Biologics Inc                                                          | CUSIP: 000000000<br>LEI: 25490058ONL9SCIE1R22 | Long             | EC               | CORP              | CN        |     51000 | NS      | $618241.37    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                      | Motorola Solutions Inc                                                          | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    720000 | PA      | $744874.67    | 0.04%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOOP Co Ltd                                 | SOOP Co Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       782 | NS      | $36832.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                      | Cogent Communications Group LLC / Cogent Finance Inc                            | CUSIP: 19240CAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $96065.43     | 0.01%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XGGU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2951861 | PA      | $2533897.73   | 0.15%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| International Consolidated Air              | International Consolidated Airlines Group SA                                    | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | GB        |    133971 | NS      | $703232.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                          | Howard Hughes Corp/The                                                          | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150284.40    | 0.01%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                      | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    285000 | PA      | $295239.96    | 0.02%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    378439 | PA      | $384741.17    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                       | Stonepeak Nile Parent LLC                                                       | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    124000 | PA      | $131054.11    | 0.01%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                       | General Dynamics Corp                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       760 | NS      | $259638.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupang Inc                                 | Coupang Inc                                                                     | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |     29081 | NS      | $818920.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Var Energi ASA                              | Var Energi ASA                                                                  | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | EC               | CORP              | NO        |    232419 | NS      | $726823.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                            | AMC Networks Inc                                                                | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    180000 | PA      | $192826.44    | 0.01%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds T-Fund            | BlackRock Liquidity Funds T-Fund                                                | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        | 229276706 | NS      | $229276705.83 | 13.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132D6BR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    687127 | PA      | $635100.39    | 0.04%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1129606.43   | 0.07%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XHX36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162758 | PA      | $146758.67    | 0.01%             | 2037-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133KQXU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    245746 | PA      | $246926.97    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $12006875.04  | 0.69%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Link REIT                                   | Link REIT                                                                       | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               | CORP              | HK        |     16300 | NS      | $77419.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                            | Bank of Montreal                                                                | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1180000 | PA      | $1210483.05   | 0.07%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    950000 | PA      | $932389.86    | 0.05%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| South32 Ltd                                 | South32 Ltd                                                                     | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |    909088 | NS      | $1926311.13   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co Ltd                      | Japan Post Bank Co Ltd                                                          | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |    124500 | NS      | $1498284.37   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp                                | Stryker Corp                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      2361 | NS      | $876355.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                        | Lockheed Martin Corp                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      5509 | NS      | $2522350.74   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila OYJ Abp                            | Wartsila OYJ Abp                                                                | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |     20058 | NS      | $651057.03    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV               | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     11165 | NS      | $462213.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    640000 | PA      | $638786.71    | 0.04%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                    | Capital One Financial Corp                                                      | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $736939.97    | 0.04%             | 2034-02-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Geely Automobile Holdings Ltd               | Geely Automobile Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 549300YS3T1KVQ2SNI84 | Long             | EC               | CORP              | HK        |    332000 | NS      | $725675.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CENCORA INC                                 | Cencora Inc                                                                     | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1080326.64   | 0.06%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Huatai Securities Co Ltd                    | Huatai Securities Co Ltd                                                        | CUSIP: 000000000<br>LEI: 3003009ABT0UCWO79Q77 | Long             | EC               | CORP              | CN        |    516000 | NS      | $1546162.28   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDSTROM INC                               | Nordstrom Inc                                                                   | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     72000 | PA      | $54173.83     | 0.00%             | 2044-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SoftBank Corp                               | SoftBank Corp                                                                   | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |    572500 | NS      | $819086.26    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CUMMINS INC                                 | Cummins Inc                                                                     | CUSIP: 231021AV8<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    570000 | PA      | $587476.42    | 0.03%             | 2029-02-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                              | Whirlpool Corp                                                                  | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     42000 | PA      | $32311.52     | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pagseguro Digital Ltd                       | Pagseguro Digital Ltd                                                           | CUSIP: 000000000<br>LEI: 391200VY4YW47I4HGH62 | Long             | EC               | CORP              | BR        |      3991 | NS      | $41825.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTEGROUP INC                              | PulteGroup Inc                                                                  | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $978677.92    | 0.06%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DNSM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    376345 | PA      | $360727.54    | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                     | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148657.76    | 0.01%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OmniVision Integrated Circuits              | OmniVision Integrated Circuits Group Inc                                        | CUSIP: 000000000<br>LEI: 8368000MFHXX01GPND38 | Long             | EC               | CORP              | CN        |      1300 | NS      | $22064.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BorgWarner Inc                              | BorgWarner Inc                                                                  | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |    147850 | NS      | $6366421.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                | Newmont Corp                                                                    | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     31387 | NS      | $2847742.51   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                         | Cardinal Health Inc                                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      4085 | NS      | $867082.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS INC                       | Bath & Body Works Inc                                                           | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    119000 | PA      | $117676.28    | 0.01%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                 | Acushnet Co                                                                     | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60466.18     | 0.00%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                  | DaVita Inc                                                                      | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    102000 | PA      | $106133.86    | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $18798046.80  | 1.09%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Grupo Cibest SA                             | Grupo Cibest SA                                                                 | CUSIP: 000000000<br>LEI: 529900OSSJBGZREZ2C28 | Long             | EC               | CORP              | CO        |      6422 | NS      | $109252.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLOVIN CORP                               | AppLovin Corp                                                                   | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    890000 | PA      | $921210.01    | 0.05%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                    | MSCI Inc                                                                        | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    645000 | PA      | $644213.76    | 0.04%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Spotify Technology SA                       | Spotify Technology SA                                                           | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | SE        |      2352 | NS      | $1408542.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                          | Meta Platforms Inc                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324176.66    | 0.02%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                           | Ralph Lauren Corp                                                               | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1027747.18   | 0.06%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COPEL                                       | Cia Paranaense de Energia - Copel                                               | CUSIP: 000000000<br>LEI: 2549001AS1I9A71VG663 | Long             | EP               | CORP              | BR        |    134660 | NS      | $361003.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVER Corp                                  | NAVER Corp                                                                      | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |      2483 | NS      | $413442.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                    | Connect Finco SARL / Connect US Finco LLC                                       | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    266000 | PA      | $282492.27    | 0.02%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                               | EW Scripps Co/The                                                               | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125969.88    | 0.01%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JD.com Inc                                  | JD.com Inc                                                                      | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |     26750 | NS      | $400154.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                             | Nissan Motor Co Ltd                                                             | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    305000 | PA      | $318356.56    | 0.02%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                    | MPH Acquisition Holdings LLC                                                    | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    151000 | PA      | $162050.56    | 0.01%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                     | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                         | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $73872.14     | 0.00%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BRINKER INTERNATIONAL IN                    | Brinker International Inc                                                       | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40316.10     | 0.00%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| KPJ Healthcare Bhd                          | KPJ Healthcare Bhd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    292900 | NS      | $183802.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                   | Holcim AG                                                                       | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |       567 | NS      | $53190.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    236733 | PA      | $236714.32    | 0.01%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                               | Owens Corning                                                                   | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348022.47    | 0.02%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Bureau Veritas SA                           | Bureau Veritas SA                                                               | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |      1318 | NS      | $42168.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sungrow Power Supply Co Ltd                 | Sungrow Power Supply Co Ltd                                                     | CUSIP: 000000000<br>LEI: 30030052IWC7RGVFG505 | Long             | EC               | CORP              | CN        |      7800 | NS      | $203118.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRIDIEN                                    | Viridien                                                                        | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $105417.50    | 0.01%             | 2030-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                     | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    246000 | PA      | $245754.10    | 0.01%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                          | Tokyo Electron Ltd                                                              | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |     13200 | NS      | $2698577.26   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132CXGA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    392500 | PA      | $377631.07    | 0.02%             | 2038-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                    | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $167490.96    | 0.01%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Canadian Apartment Properties               | Canadian Apartment Properties REIT                                              | CUSIP: 134921105<br>LEI: 549300B1MYVTQEB2DI90 | Long             | EC               | CORP              | CA        |      1990 | NS      | $54184.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    505000 | PA      | $449649.16    | 0.03%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                      | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46092.56     | 0.00%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                             | Cigna Group/The                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     10042 | NS      | $2784445.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GOEASY LTD                                  | goeasy Ltd                                                                      | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    121000 | PA      | $124606.89    | 0.01%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $7503125.00   | 0.43%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                      | CUSIP: 21H0326C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    400000 | PA      | $366640.62    | 0.02%             | 2055-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QLNM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4774297 | PA      | $3912589.65   | 0.23%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MakeMyTrip Ltd                              | MakeMyTrip Ltd                                                                  | CUSIP: 000000000<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | EC               | CORP              | IN        |     20146 | NS      | $1438222.94   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| LEVEL 3 FINANCING INC                       | Level 3 Financing Inc                                                           | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128030.00    | 0.01%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hugel Inc                                   | Hugel Inc                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1468 | NS      | $228738.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 3M COMPANY                                  | 3M Co                                                                           | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1253274.52   | 0.07%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Zai Lab Ltd                                 | Zai Lab Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300P2UYQ9U5LY1T58 | Long             | EC               | CORP              | CN        |     50800 | NS      | $103942.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                              | Hertz Corp/The                                                                  | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52951.57     | 0.00%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                         | JPMorgan Chase & Co                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     23740 | NS      | $7432519.20   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1104792.53   | 0.06%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                        | Kioxia Holdings Corp                                                            | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |     70000 | PA      | $72030.77     | 0.00%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                               | CommScope LLC                                                                   | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     97000 | PA      | $97212.43     | 0.01%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                               | McKesson Corp                                                                   | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2861566.76   | 0.17%             | 2033-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                    | Vistra Operations Co LLC                                                        | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     86000 | PA      | $91348.43     | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                        | Kioxia Holdings Corp                                                            | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    138000 | PA      | $143527.45    | 0.01%             | 2033-07-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                    | Icon Investments Six DAC                                                        | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   2380000 | PA      | $2519592.33   | 0.15%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                           | Ares Capital Corp                                                               | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    680000 | PA      | $649047.46    | 0.04%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Minerva SA/Brazil                           | Minerva SA/Brazil                                                               | CUSIP: 000000000<br>LEI: 391200UHL6YHY0OA1P30 | Long             | EC               | CORP              | BR        |     62990 | NS      | $73045.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVA CHEMICALS CORP                         | NOVA Chemicals Corp                                                             | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     28000 | PA      | $29958.28     | 0.00%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT            | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $163266.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                    | Amneal Pharmaceuticals LLC                                                      | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |    181000 | PA      | $191186.14    | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ABB Ltd                                     | ABB Ltd                                                                         | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |    106213 | NS      | $7643489.80   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Worley Ltd                                  | Worley Ltd                                                                      | CUSIP: 000000000<br>LEI: 549300XDR86FY8OLGP97 | Long             | EC               | CORP              | AU        |    160813 | NS      | $1406388.89   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                     | United Rentals North America Inc                                                | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135310.03    | 0.01%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Marcopolo SA                                | Marcopolo SA                                                                    | CUSIP: 000000000<br>LEI: 254900XL58LF2D2QUX37 | Long             | EP               | CORP              | BR        |    288020 | NS      | $346410.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SERVICES INC                         | Quanta Services Inc                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $3898399.73   | 0.23%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XHKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1648954 | PA      | $1280267.82   | 0.07%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                    | Electricite de France SA                                                        | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     78000 | PA      | $90246.55     | 0.01%             | N/A             | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Klarna Group PLC                            | Klarna Group PLC                                                                | CUSIP: 000000000<br>LEI: 636700HER4JIK7GZUN17 | Long             | EC               | CORP              | GB        |      5738 | NS      | $180574.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 3622ACP46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    441517 | PA      | $397933.69    | 0.02%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QQFP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145265 | PA      | $144365.37    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                               | Rio Tinto PLC                                                                   | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      1888 | NS      | $135562.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWJL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    736035 | PA      | $746198.12    | 0.04%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                      | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40269.26     | 0.00%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                    | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $320055.18    | 0.02%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                | Novelis Corp                                                                    | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82897.52     | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Rubrik Inc                                  | Rubrik Inc                                                                      | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |      1110 | NS      | $76945.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                       | Level 3 Financing Inc                                                           | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280056.43    | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                         | Charles Schwab Corp/The                                                         | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    480000 | PA      | $480869.81    | 0.03%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                  | goeasy Ltd                                                                      | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $118984.73    | 0.01%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     13101 | NS      | $505625.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                 | Murata Manufacturing Co Ltd                                                     | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |     37100 | NS      | $763736.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1220159.56   | 0.07%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    469000 | PA      | $428944.31    | 0.02%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                        | Bank of America Corp                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    173115 | NS      | $9287619.75   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                      | Cloud Software Group Inc                                                        | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    138000 | PA      | $139108.38    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                       | Mexico Government International Bond                                            | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    870000 | PA      | $544185.00    | 0.03%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                           | Ares Capital Corp                                                               | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    520000 | PA      | $507683.45    | 0.03%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2585000 | PA      | $2709710.64   | 0.16%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                     | Recruit Holdings Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |     60500 | NS      | $3094350.72   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                     | GSK PLC                                                                         | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     51684 | NS      | $1229874.45   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $2450010.08   | 0.14%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Natera Inc                                  | Natera Inc                                                                      | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |      2973 | NS      | $709982.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                         | Deutsche Telekom AG                                                             | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |    192325 | NS      | $6202057.19   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Curtiss-Wright Corp                         | Curtiss-Wright Corp                                                             | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      4040 | NS      | $2279731.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                      | Skyworks Solutions Inc                                                          | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       895 | NS      | $59025.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAHAM HOLDINGS CO                          | Graham Holdings Co                                                              | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200234.96    | 0.01%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                    | Fox Corp                                                                        | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      6494 | NS      | $378340.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PHINIA INC                                  | Phinia Inc                                                                      | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     61000 | PA      | $63151.10     | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AECOM                                       | AECOM                                                                           | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55508.76     | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                           | Ivanhoe Mines Ltd                                                               | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |    179000 | PA      | $183609.25    | 0.01%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0124C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    888750 | PA      | $800754.12    | 0.05%             | 2040-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                         | Electronic Arts Inc                                                             | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $968510.47    | 0.06%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                       | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    715000 | PA      | $741773.06    | 0.04%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                       | Nabors Industries Inc                                                           | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    186000 | PA      | $195009.84    | 0.01%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HLD/SARL                     | Garrett Motion Holdings Inc / Garrett LX I Sarl                                 | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $211320.20    | 0.01%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Bestechnic Shanghai Co Ltd                  | Bestechnic Shanghai Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      6118 | NS      | $198511.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                   | Korea Electric Power Corp                                                       | CUSIP: 000000000<br>LEI: 988400QG33WS7JEIV602 | Long             | EC               | CORP              | KR        |      2484 | NS      | $89325.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Hi-Fi Ltd                                | JB Hi-Fi Ltd                                                                    | CUSIP: 000000000<br>LEI: 529900TPC8H040Y3ZQ65 | Long             | EC               | CORP              | AU        |      5060 | NS      | $325680.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                          | VICI Properties LP                                                              | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    552000 | PA      | $556755.49    | 0.03%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                         | Fifth Third Bancorp                                                             | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94828.46     | 0.01%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                     | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                         | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $70833.02     | 0.00%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                  | DaVita Inc                                                                      | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77933.63     | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3142GRLU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    236767 | PA      | $249042.23    | 0.01%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                           | Suncor Energy Inc                                                               | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |     68913 | NS      | $3086032.09   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                       | Freedom Mortgage Holdings LLC                                                   | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    125000 | PA      | $133751.38    | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp                     | Zebra Technologies Corp                                                         | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      1781 | NS      | $450147.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHT & WONDER INTL INC                     | Light & Wonder International Inc                                                | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60368.70     | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SLB Ltd                                     | SLB Ltd                                                                         | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     34910 | NS      | $1265138.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit WestRock PLC                        | Smurfit WestRock PLC                                                            | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |       967 | NS      | $34512.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                  | Vertex Pharmaceuticals Inc                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      1390 | NS      | $602717.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CO/THE                            | Coca-Cola Co/The                                                                | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    770000 | PA      | $473384.25    | 0.03%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                           | EOG Resources Inc                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      3179 | NS      | $342855.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX Corp                                   | ORIX Corp                                                                       | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     45900 | NS      | $1254662.92   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    872000 | PA      | $915415.76    | 0.05%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMER SPORTS COMPANY                         | Amer Sports Co                                                                  | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182530.25    | 0.01%             | 2031-02-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                          | UBS AG/Stamford CT                                                              | CUSIP: 22550L2G5<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    430000 | PA      | $422645.19    | 0.02%             | 2026-08-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EBD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98033 | PA      | $88367.05     | 0.01%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1292522.35   | 0.07%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                     | CRH America Finance Inc                                                         | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1101992.37   | 0.06%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BeOne Medicines Ltd                         | BeOne Medicines Ltd                                                             | CUSIP: 000000000<br>LEI: 549300JFUK6FRD5MH739 | Long             | EC               | CORP              | US        |      6600 | NS      | $174399.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                     | Versant Media Group Inc                                                         | CUSIP: 925283AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25684.78     | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                     | Light & Wonder International Inc                                                | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    176000 | PA      | $184415.09    | 0.01%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Primax Electronics Ltd                      | Primax Electronics Ltd                                                          | CUSIP: 000000000<br>LEI: 254900JO4CQFFG7AIQ15 | Long             | EC               | CORP              | TW        |    147000 | NS      | $386186.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA CO                                  | Carvana Co                                                                      | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     33468 | PA      | $37640.93     | 0.00%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                     | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     72198 | NS      | $3552141.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                 | Exelon Corp                                                                     | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    270000 | PA      | $282668.06    | 0.02%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Shopify Inc                                 | Shopify Inc                                                                     | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      5549 | NS      | $880764.03    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP CAPITAL LP / FIN II                     | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $162195.21    | 0.01%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EJU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276572 | PA      | $266095.85    | 0.02%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Guangdong Investment Ltd                    | Guangdong Investment Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     32000 | NS      | $30773.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                          | Meta Platforms Inc                                                              | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157317.06    | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                   | Kroger Co/The                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    365000 | PA      | $370849.86    | 0.02%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 3618N5VM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    478865 | PA      | $439170.01    | 0.03%             | 2055-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                | Avangrid Inc                                                                    | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493658.48    | 0.03%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                  | Carvana Co                                                                      | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    104780 | PA      | $109868.33    | 0.01%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO                     | Five Point Operating Co LP                                                      | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126000 | PA      | $131547.02    | 0.01%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                  | goeasy Ltd                                                                      | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $91944.70     | 0.01%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                    | Capital One Financial Corp                                                      | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    340000 | PA      | $349166.68    | 0.02%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd                        | Sonic Healthcare Ltd                                                            | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |     22716 | NS      | $347304.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1502212 | PA      | $1304261.64   | 0.08%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                    | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    670000 | PA      | $655034.02    | 0.04%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                    | Western Midstream Operating LP                                                  | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36932.87     | 0.00%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140170.64    | 0.01%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information               | Fidelity National Information Services Inc                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     11434 | NS      | $752014.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Informa PLC                                 | Informa PLC                                                                     | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |    142452 | NS      | $1811437.49   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1867802.06   | 0.11%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XGPU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9610652 | PA      | $7862291.70   | 0.45%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17000000 | PA      | $15264140.54  | 0.88%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                            | Altria Group Inc                                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     50053 | NS      | $2953627.53   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CHORD ENERGY CORP                           | Chord Energy Corp                                                               | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70580.23     | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                               | Life Time Inc                                                                   | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    122000 | PA      | $124413.53    | 0.01%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    390000 | PA      | $365444.04    | 0.02%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                    | AT&T Inc                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     86747 | NS      | $2257156.94   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    165000 | PA      | $171270.17    | 0.01%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/T              | Hartford Insurance Group Inc/The                                                | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     24472 | NS      | $3353398.16   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179WP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    853213 | PA      | $710483.04    | 0.04%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Jiangsu Hengrui Pharmaceutical              | Jiangsu Hengrui Pharmaceuticals Co Ltd                                          | CUSIP: 000000000<br>LEI: 2549003BT1XS3SE3E448 | Long             | EC               | CORP              | CN        |     34000 | NS      | $299732.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                           | Lam Research Corp                                                               | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3469052.66   | 0.20%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                 | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    600000 | PA      | $619325.26    | 0.04%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       188 | NC      | $65156.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OWENS CORNING                               | Owens Corning                                                                   | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1178935.80   | 0.07%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                     | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                         | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $113483.51    | 0.01%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                    | International Business Machines Corp                                            | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    750000 | PA      | $735144.29    | 0.04%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                | UBS Group AG                                                                    | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $186436.80    | 0.01%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DTGZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    784007 | PA      | $810507.53    | 0.05%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                    | Capital One Financial Corp                                                      | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $2012431.90   | 0.12%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                   | Alibaba Group Holding Ltd                                                       | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | HK        |    159600 | NS      | $3140099.58   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| KCC Corp                                    | KCC Corp                                                                        | CUSIP: 000000000<br>LEI: 988400BF3M5UFPF3PH17 | Long             | EC               | CORP              | KR        |       855 | NS      | $243202.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Parade Technologies Ltd                     | Parade Technologies Ltd                                                         | CUSIP: 000000000<br>LEI: 529900D9FDQHQKAQLY02 | Long             | EC               | CORP              | US        |     20000 | NS      | $422630.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MP Materials Corp                           | MP Materials Corp                                                               | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |      2570 | NS      | $159211.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133GGX57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    135836 | PA      | $122396.36    | 0.01%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Vale SA                                     | Vale SA                                                                         | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     15355 | NS      | $193625.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                   | Safran SA                                                                       | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |     16763 | NS      | $5635079.54   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group I              | PNC Financial Services Group Inc/The                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     18040 | NS      | $3440588.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambev SA                                    | Ambev SA                                                                        | CUSIP: 000000000<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |    401411 | NS      | $1045292.19   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RAIN CARBON INC                             | Rain Carbon Inc                                                                 | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |     93000 | PA      | $95965.40     | 0.01%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Visa Inc                                    | Visa Inc                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     26862 | NS      | $8983727.28   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Brasil SA                        | Telefonica Brasil SA                                                            | CUSIP: 000000000<br>LEI: 529900MTGG2HSDBIWG79 | Long             | EC               | CORP              | BR        |     74923 | NS      | $495196.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                 | PepsiCo Inc                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     16885 | NS      | $2511474.90   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONWEALTH EDISON CO                      | Commonwealth Edison Co                                                          | CUSIP: 202795JX9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1632403.34   | 0.09%             | 2033-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                            | ASR Nederland NV                                                                | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |      1986 | NS      | $134090.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WALMART INC                                 | Walmart Inc                                                                     | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1545012.98   | 0.09%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Edison International                        | Edison International                                                            | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     23451 | NS      | $1381029.39   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    353000 | PA      | $360183.61    | 0.02%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                               | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4400000 | PA      | $4672731.54   | 0.27%             | 2036-05-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                           | Kimco Realty Corp                                                               | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |     70011 | NS      | $1446427.26   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PITNEY BOWES INC                            | Pitney Bowes Inc                                                                | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7017.48      | 0.00%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418FMK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1340441 | PA      | $1372968.06   | 0.08%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Exelixis Inc                                | Exelixis Inc                                                                    | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      3642 | NS      | $160867.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                            | Wells Fargo & Co                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       446 | NS      | $38289.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAY MEDIA INC                              | Gray Media Inc                                                                  | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20728.20     | 0.00%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                              | Whirlpool Corp                                                                  | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60603.30     | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                      | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2475000 | PA      | $2499447.18   | 0.14%             | 2055-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                | Centene Corp                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      1513 | NS      | $59521.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENFIRE RESOURCES LTD                     | Greenfire Resources Ltd                                                         | CUSIP: 39525UAA5<br>LEI: 254900MTS0G2VGMJW059 | Long             | DBT              | CORP              | CA        |     52000 | PA      | $55299.61     | 0.00%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 31427QJ78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1787671 | PA      | $1832214.24   | 0.11%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                          | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     18875 | NS      | $12230056.25  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST                     | Starwood Property Trust Inc                                                     | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78181.05     | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                    | United Therapeutics Corp                                                        | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       364 | NS      | $176904.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC                        | Waste Management Inc                                                            | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    544000 | PA      | $540079.41    | 0.03%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                        | Thomson Reuters Corp                                                            | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |     10899 | NS      | $1475375.74   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                      | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144885.44    | 0.01%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DSV74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69390 | PA      | $72474.59     | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                            | Pitney Bowes Inc                                                                | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69288.08     | 0.00%             | 2029-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1471433 | PA      | $1328005.51   | 0.08%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                         | American Tower Corp                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     12455 | NS      | $2257717.85   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                              | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     10989 | NS      | $5481642.87   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                     | Charles Schwab Corp/The                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     69582 | NS      | $6452338.86   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| EF HOLD/EF KY/ELL KY/TRS                    | EF Holdco / EF Cayman Hold / Ellington Fin REIT Cayman/TRS / EF Cayman Non-MTM  | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     75000 | PA      | $75766.95     | 0.00%             | 2030-09-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                        | IHO Verwaltungs GmbH                                                            | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     25000 | PA      | $26044.20     | 0.00%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                | ING Groep NV                                                                    | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2300000 | PA      | $2296593.01   | 0.13%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                        | Royal Bank of Canada                                                            | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1460000 | PA      | $1507104.49   | 0.09%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                 | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307422.20    | 0.02%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                            | Markel Group Inc                                                                | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    368000 | PA      | $378894.85    | 0.02%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    370000 | PA      | $358255.31    | 0.02%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DQA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36857 | PA      | $33119.50     | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                            | Carlisle Cos Inc                                                                | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    270000 | PA      | $274497.53    | 0.02%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                        | Cleveland-Cliffs Inc                                                            | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186772.50    | 0.01%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                        | Colgate-Palmolive Co                                                            | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47445.89     | 0.00%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                              | Rocket Cos Inc                                                                  | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $72544.67     | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Wix.com Ltd                                 | Wix.com Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |      3180 | NS      | $304357.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                      | CUSIP: 21H0306C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    525000 | PA      | $473590.73    | 0.03%             | 2055-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                           | Ares Capital Corp                                                               | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98842.15     | 0.01%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                  | Fiserv Inc                                                                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      2153 | NS      | $132344.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HONDA MOTOR CO LTD                          | Honda Motor Co Ltd                                                              | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $981496.96    | 0.06%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4045000 | PA      | $3637335.76   | 0.21%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                               | CoreWeave Inc                                                                   | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    453000 | PA      | $417940.23    | 0.02%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                              | Mastercard Inc                                                                  | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1034725.83   | 0.06%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| E.Sun Financial Holding Co Ltd              | E.Sun Financial Holding Co Ltd                                                  | CUSIP: 000000000<br>LEI: 549300X6CNQE512OPC90 | Long             | EC               | CORP              | TW        |    112102 | NS      | $108465.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                      | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    136000 | PA      | $138615.55    | 0.01%             | 2085-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                   | ONEOK Inc                                                                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    590000 | PA      | $630192.10    | 0.04%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3089534 | PA      | $2953659.33   | 0.17%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                            | WULF Compute LLC                                                                | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183000 | PA      | $189207.44    | 0.01%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                | Tapestry Inc                                                                    | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     26667 | NS      | $2914169.76   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                 | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    104000 | PA      | $107779.05    | 0.01%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccio              | ACS Actividades de Construccion y Servicios SA                                  | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |      3216 | NS      | $297653.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSIDENG                                    | Bosideng International Holdings Ltd                                             | CUSIP: 000000000<br>LEI: 254900G7F1RDM4B3S169 | Long             | EC               | CORP              | HK        |    256000 | NS      | $163407.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTUIT INC                                  | Intuit Inc                                                                      | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95513.86     | 0.01%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                        | IHO Verwaltungs GmbH                                                            | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     33000 | PA      | $34386.13     | 0.00%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                        | Commercial Metals Co                                                            | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56244.59     | 0.00%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sino Biopharmaceutical Ltd                  | Sino Biopharmaceutical Ltd                                                      | CUSIP: 000000000<br>LEI: 529900LPR4ADFEJAR786 | Long             | EC               | CORP              | HK        |    145000 | NS      | $131813.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKET COS INC                              | Rocket Cos Inc                                                                  | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $124475.16    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                       | QXO Building Products Inc                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    240000 | PA      | $250635.84    | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                            | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    190000 | PA      | $203038.76    | 0.01%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                             | AstraZeneca PLC                                                                 | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     14775 | NS      | $2739417.53   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International A              | Kuehne + Nagel International AG                                                 | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |       345 | NS      | $69275.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                          | ENEOS Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |    490500 | NS      | $3232545.62   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                 | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    106000 | PA      | $111444.69    | 0.01%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                    | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    177000 | PA      | $173467.49    | 0.01%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    605680 | PA      | $580006.08    | 0.03%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SK hynix Inc                                | SK hynix Inc                                                                    | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |      1653 | NS      | $598748.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179X5F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    912615 | PA      | $896543.65    | 0.05%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PING AN                                     | Ping An Insurance Group Co of China Ltd                                         | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |     85500 | NS      | $625725.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                           | Siemens Energy AG                                                               | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |     42652 | NS      | $5711202.15   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                       | Arrow Electronics Inc                                                           | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    717000 | PA      | $749632.79    | 0.04%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hyundai Rotem Co Ltd                        | Hyundai Rotem Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1711 | NS      | $204902.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd                               | Fortescue Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |     14460 | NS      | $203229.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                             | Nissan Motor Co Ltd                                                             | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     70000 | PA      | $73989.58     | 0.00%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Sony Financial Group Inc                    | Sony Financial Group Inc                                                        | CUSIP: 000000000<br>LEI: 353800O7BDSU41WOZA60 | Long             | EC               | CORP              | JP        |    219600 | NS      | $207783.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 3622ACNP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    144630 | PA      | $147345.96    | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                    | SLM Corp                                                                        | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104234.00    | 0.01%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    146488 | PA      | $146392.20    | 0.01%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DV6K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30640 | PA      | $27333.30     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    891234 | PA      | $823705.79    | 0.05%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                               | HTA Group Ltd/Mauritius                                                         | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $207376.00    | 0.01%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                               | CommScope LLC                                                                   | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    147000 | PA      | $149125.62    | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                      | NXP BV / NXP Funding LLC                                                        | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    850000 | PA      | $880455.50    | 0.05%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                      | Marvell Technology Inc                                                          | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       779 | NS      | $69642.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                | Assurant Inc                                                                    | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269636.86    | 0.02%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                     | Starwood Property Trust Inc                                                     | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    169000 | PA      | $179104.51    | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                     | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4206832.42  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Hanwha Corp                                 | Hanwha Corp                                                                     | CUSIP: 000000000<br>LEI: 988400JE9FIHQS7TX614 | Long             | EC               | CORP              | KR        |       675 | NS      | $36553.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS                          | New Flyer Holdings Inc                                                          | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    238000 | PA      | $254902.28    | 0.01%             | 2030-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                         | American Express Co                                                             | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    290000 | PA      | $303272.68    | 0.02%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    821692 | PA      | $841411.07    | 0.05%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                    | Ameriprise Financial Inc                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      2907 | NS      | $1324836.18   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QVZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    423407 | PA      | $423990.73    | 0.02%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWNX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    492784 | PA      | $499120.53    | 0.03%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                            | Coca-Cola Co/The                                                                | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   5180000 | PA      | $3544824.17   | 0.20%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CGI INC                                     | CGI Inc                                                                         | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |   2370000 | PA      | $2104886.82   | 0.12%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                   | ONEOK Inc                                                                       | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1693113.11   | 0.10%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                          | Ally Financial Inc                                                              | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23108.51     | 0.00%             | 2040-01-17      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0606C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125000 | PA      | $127981.14    | 0.01%             | 2055-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                            | CSC Holdings LLC                                                                | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    110000 | PA      | $94916.55     | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                      | CUSIP: 21H0426C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    475000 | PA      | $464507.32    | 0.03%             | 2054-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179XFE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    849638 | PA      | $769444.20    | 0.04%             | 2052-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XPSB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237986 | PA      | $246987.95    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                     | Public Service Electric and Gas Co                                              | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2514987.50   | 0.15%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179XDA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    851528 | PA      | $742737.08    | 0.04%             | 2052-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                      | Millicom International Cellular SA                                              | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     63000 | PA      | $63094.50     | 0.00%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                              | Rocket Cos Inc                                                                  | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $109952.64    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                           | Chord Energy Corp                                                               | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113547.72    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Gentera SAB de CV                           | Gentera SAB de CV                                                               | CUSIP: 000000000<br>LEI: 4469000001ECOWXFNE33 | Long             | EC               | CORP              | MX        |      9291 | NS      | $21982.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    217516 | PA      | $189065.76    | 0.01%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cia Energetica de Minas Gerais              | Cia Energetica de Minas Gerais                                                  | CUSIP: 000000000<br>LEI: 254900W703PXLDSEM056 | Long             | EP               | CORP              | BR        |     65413 | NS      | $140559.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                      | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196813.03    | 0.01%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    442000 | PA      | $401640.93    | 0.02%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| FirstRand Ltd                               | FirstRand Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900XYOP8CUZU7R671 | Long             | EC               | CORP              | ZA        |     18756 | NS      | $89506.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASE Technology Holding Co Ltd               | ASE Technology Holding Co Ltd                                                   | CUSIP: 000000000<br>LEI: 300300GO8QHPMV87NZ73 | Long             | EC               | CORP              | TW        |     91000 | NS      | $667502.42    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QRXL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    333324 | PA      | $339220.99    | 0.02%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                  | Intuit Inc                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      6451 | NS      | $4090450.08   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                       | Texas Instruments Inc                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      3354 | NS      | $564377.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                      | BP PLC                                                                          | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     87161 | NS      | $523458.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    850000 | PA      | $850652.81    | 0.05%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                              | Home Depot Inc/The                                                              | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    940000 | PA      | $679124.95    | 0.04%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                | ams-OSRAM AG                                                                    | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    174000 | PA      | $186138.94    | 0.01%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                           | Nexstar Media Inc                                                               | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    157000 | PA      | $155696.63    | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    654980 | PA      | $663817.19    | 0.04%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                            | Welltower OP LLC                                                                | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1266683.71   | 0.07%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                  | FedEx Corp                                                                      | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      3955 | NS      | $1090314.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                      | CUSIP: 21H0206C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1450000 | PA      | $1206937.07   | 0.07%             | 2055-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                  | Advanced Micro Devices Inc                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     18825 | NS      | $4095002.25   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                              | Mastercard Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      8799 | NS      | $4844113.47   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY INC                                 | Workday Inc                                                                     | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1746817.45   | 0.10%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                      | Marvell Technology Inc                                                          | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $69699.44     | 0.00%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                             | Cigna Group/The                                                                 | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    590000 | PA      | $610987.17    | 0.04%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                              | Rocket Cos Inc                                                                  | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $98615.89     | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                             | Nissan Motor Co Ltd                                                             | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    175000 | PA      | $183967.35    | 0.01%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                | DNB Bank ASA                                                                    | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |      2184 | NS      | $58400.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                        | Commercial Metals Co                                                            | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112054.05    | 0.01%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                            | StoneX Group Inc                                                                | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    203000 | PA      | $215011.10    | 0.01%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266181 | PA      | $266787.76    | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                 | Exelon Corp                                                                     | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    350000 | PA      | $328388.64    | 0.02%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1070925.81   | 0.06%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                           | Cisco Systems Inc                                                               | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    325000 | PA      | $318508.30    | 0.02%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                              | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      5019 | NS      | $5397783.93   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| RAKUTEN GROUP INC                           | Rakuten Group Inc                                                               | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $333357.45    | 0.02%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| China Mengniu Dairy Co Ltd                  | China Mengniu Dairy Co Ltd                                                      | CUSIP: 000000000<br>LEI: 2549005Q343BSJ8RSS21 | Long             | EC               | CORP              | CN        |    217000 | NS      | $420158.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0326C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3850000 | PA      | $3560656.14   | 0.21%             | 2055-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Valterra Platinum Ltd                       | Valterra Platinum Ltd                                                           | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |         1 | NS      | $69.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp                                    | RTX Corp                                                                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     13362 | NS      | $2337147.42   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4685608 | PA      | $3837800.69   | 0.22%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                  | Genmab A/S                                                                      | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |      1908 | NS      | $613011.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Makalot Industrial Co Ltd                   | Makalot Industrial Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     27640 | NS      | $279249.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QUWS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    371114 | PA      | $381615.11    | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9100000 | PA      | $8870722.68   | 0.51%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences Inc                  | Neurocrine Biosciences Inc                                                      | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      2675 | NS      | $407028.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2112867 | PA      | $1834446.48   | 0.11%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $15199375.04  | 0.88%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0206C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2650000 | PA      | $2155679.97   | 0.12%             | 2055-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3142J6BV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50894 | PA      | $52746.08     | 0.00%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                          | Royalty Pharma PLC                                                              | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    560000 | PA      | $566133.87    | 0.03%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    221000 | PA      | $222242.90    | 0.01%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                            | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    621000 | PA      | $636310.60    | 0.04%             | 2035-09-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Veeva Systems Inc                           | Veeva Systems Inc                                                               | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      2445 | NS      | $587509.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                             | Sony Group Corp                                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |    172100 | NS      | $5050032.02   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                          | Advance Auto Parts Inc                                                          | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    248000 | PA      | $252647.52    | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                    | Stonex Escrow Issuer LLC                                                        | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $82808.32     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                         | FS KKR Capital Corp                                                             | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    395000 | PA      | $392522.61    | 0.02%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                        | Booking Holdings Inc                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       795 | NS      | $3907178.55   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0304C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    725000 | PA      | $697551.59    | 0.04%             | 2040-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                          | Advance Auto Parts Inc                                                          | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188819.44    | 0.01%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                         | Societe Generale SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      2148 | NS      | $149566.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                              | Eli Lilly & Co                                                                  | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    930000 | PA      | $891424.36    | 0.05%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Seegene Inc                                 | Seegene Inc                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2268 | NS      | $39716.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                            | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    260000 | PA      | $264307.26    | 0.02%             | 2028-02-08      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                      | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30117.27     | 0.00%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $62832.61     | 0.00%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179VHT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    959200 | PA      | $887660.68    | 0.05%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank Mandiri Persero Tbk PT                 | Bank Mandiri Persero Tbk PT                                                     | CUSIP: 000000000<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | EC               | CORP              | ID        |    423300 | NS      | $122952.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                         | Synchrony Financial                                                             | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    229000 | PA      | $245336.29    | 0.01%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                 | Gap Inc/The                                                                     | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     69000 | PA      | $65451.82     | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Danone SA                                   | Danone SA                                                                       | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |     35393 | NS      | $3163915.23   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                   | ONEOK Inc                                                                       | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    430000 | PA      | $476824.96    | 0.03%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                             | Chevron USA Inc                                                                 | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1963536.23   | 0.11%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Essent Group Ltd                            | Essent Group Ltd                                                                | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |      1409 | NS      | $88428.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                  | Pfizer Inc                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    297972 | NS      | $7669799.28   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                     | Talen Energy Supply LLC                                                         | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168122.46    | 0.01%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chroma ATE Inc                              | Chroma ATE Inc                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    102000 | NS      | $2669325.10   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes Inc                        | Invitation Homes Inc                                                            | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11752 | NS      | $331406.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1146160.44   | 0.07%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0204C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    836250 | PA      | $772921.13    | 0.04%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                    | Aston Martin Capital Holdings Ltd                                               | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    179000 | PA      | $158309.62    | 0.01%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Sinbon Electronics Co Ltd                   | Sinbon Electronics Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      5000 | NS      | $34865.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1428724.55   | 0.08%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                      | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $111084.94    | 0.01%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| MBRF Global Foods Company SA                | MBRF Global Foods Company SA                                                    | CUSIP: 000000000<br>LEI: 391200219USWMOBN3F92 | Long             | EC               | CORP              | BR        |     72895 | NS      | $265477.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                   | ONEOK Inc                                                                       | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1439428.64   | 0.08%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                      | Santander Holdings USA Inc                                                      | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2783801.62   | 0.16%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                     | Aethon United BR LP / Aethon United Finance Corp                                | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $43886.72     | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                        | Tencent Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | CN        |    117600 | NS      | $9291757.46   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-23

**Name of Applicant:** BlackRock Balanced Fund, Inc

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer