# EDGAR Filing Document

**Accession Number:** 0000909221
**File Stem:** 0001752724-23-045185
**Filing Date:** 2023-2
**Character Count:** 580139
**Document Hash:** 4c1af7f1c8703e700f14b57b62829ba8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-045185.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-045185

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMORGAN INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0000909221
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07874
- **FILM NUMBER:** 23680505

**BUSINESS ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172
- **BUSINESS PHONE:** 800-480-4111

**MAIL ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JPMORGAN INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 20050504

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ONE GROUP INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19930716

## Series and Classes Contracts Data

### JPMorgan Insurance Trust Income Builder Portfolio (Series ID: S000047319)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000148507 | Class 1      |  |
| C000148508 | Class 2      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JPMORGAN INSURANCE TRUST

- **b. Investment Company Act file number:** 811-07874

- **c. CIK number of Registrant:** 0000909221

- **d. LEI of Registrant:** 549300J0V5HLQCPT0O05

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

  - **Street Address 1:** 277 Park Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10172

  - **Telephone number:** 800-480-4111

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

- **a. Name of Series:** JPMorgan Insurance Trust Income Builder Portfolio

- **b. EDGAR series identifier (if any):** S000047319

- **c. LEI of Series:** 549300LQIHBC8HXJ8Q54

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $88767118.08

**Total Liabilities:** $1874818.25

**Net Assets:** $86892299.83

**Cash Not Reported:** $1235854.98

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3.80793000 | **1-Year:** 482.51947000 | **5-Year:** 1717.07498000 | **10-Year:** 1062.38541000 | **30-Year:** 496.23882000

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

- **3-Month:** 12.61946000 | **1-Year:** 1064.01410000 | **5-Year:** 8152.00678000 | **10-Year:** 769.29423000 | **30-Year:** 616.46495000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000148508 | 3.09%                | 5.35%                | -1.32%               |
| Class ID C000148507 | 3.19%                | 5.33%                | -1.32%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-444968.31              | $3269851.67                                |
| Month 2  | $-422538.33              | $4901409.01                                |
| Month 3  | $-973546.56              | $-924703.54                                |

**Designated Index Information**

- **Index Name:** 60% WRLDRNRUSD0, 40% 1TRUSD0

- **Index Identifier:** IBXUSD000059

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Liberty Interactive LLC                                | Liberty Interactive LLC                                                         | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |     35000 | PA      | $15925.00     | 0.02%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Wynn Las Vegas LLC                                     | Wynn Las Vegas LLC                                                              | CUSIP: 983130AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $33227.11     | 0.04%             | 2025-03-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Host Hotels & Resorts, Inc.                            | Host Hotels & Resorts, Inc.                                                     | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      3766 | NS      | $60444.30     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Auto Receivables Trust                        | Prestige Auto Receivables Trust, Series 2018-1A, Class D                        | CUSIP: 74114NAL1<br>LEI: 549300L40MNGIY25DE37 | Long             | ABS-O            | CORP              | US        |      6607 | PA      | $6596.50      | 0.01%             | 2024-10-15      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                 | Amkor Technology, Inc.                                                          | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61356.36     | 0.07%             | 2027-09-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| NuStar Logistics LP                                    | NuStar Logistics LP                                                             | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11554.89     | 0.01%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                | CUSIP: 629377CC4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2974.65      | 0.00%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                            | Midcontinent Communications                                                     | CUSIP: 59565XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $15391.54     | 0.02%             | 2027-08-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9332 | PA      | $7606.53      | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                 | Sonic Automotive, Inc.                                                          | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36031.85     | 0.04%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Pagegroup plc                                          | Pagegroup plc                                                                   | CUSIP: N/A<br>LEI: 213800JK5ZEQW4AB8G71       | Long             | EC               | CORP              | GB        |      3258 | NS      | $18140.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Plus plc                                       | Telecom Plus plc                                                                | CUSIP: N/A<br>LEI: 549300QGHDX5UKE58G86       | Long             | EC               | CORP              | GB        |       428 | NS      | $11329.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                         | DISH DBS Corp.                                                                  | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23230.85     | 0.03%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                           | Nutrien Ltd.                                                                    | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |       747 | NS      | $54535.41     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                          | Netflix, Inc.                                                                   | CUSIP: 64110LAL0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101260.00    | 0.12%             | 2025-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Crown Americas LLC                                     | Crown Americas LLC                                                              | CUSIP: 228187AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $25239.50     | 0.03%             | 2026-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                             | US Bancorp, Series J                                                            | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6972.56      | 0.01%             | 2027-04-15      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co. (The)                                  | Kraft Heinz Co. (The)                                                           | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      1828 | NS      | $74417.88     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                          | Sempra Energy                                                                   | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60104.20     | 0.07%             | 2025-10-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| BW LPG Ltd.                                            | BW LPG Ltd.                                                                     | CUSIP: N/A<br>LEI: 5493006WBEME88YFDW23       | Long             | EC               | CORP              | BM        |      3053 | NS      | $23668.80     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Cia de Distribucion Integral Logista Holdings SA       | Cia de Distribucion Integral Logista Holdings SA                                | CUSIP: N/A<br>LEI: 9598000ANNAL42UJ7X28       | Long             | EC               | CORP              | ES        |       844 | NS      | $21282.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                         | Walgreens Boots Alliance, Inc.                                                  | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |      1390 | NS      | $51930.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesis Energy LP                                      | Genesis Energy LP                                                               | CUSIP: 37185LAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $29278.93     | 0.03%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Orange SA                                              | Orange SA                                                                       | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |      4717 | NS      | $46802.65     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                        | Eaton Corp. plc                                                                 | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |      1236 | NS      | $193990.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen, Inc.                                           | Biogen, Inc.                                                                    | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2444.07      | 0.00%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co., Series BB                                                    | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    105000 | PA      | $91902.83     | 0.11%             | 2026-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                            | Allied Universal Holdco LLC                                                     | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $11310.00     | 0.01%             | 2027-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                    | Nexstar Media, Inc.                                                             | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     43000 | PA      | $39446.37     | 0.05%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                               | UnitedHealth Group, Inc.                                                        | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10114.05     | 0.01%             | 2025-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                           | Trivium Packaging Finance BV                                                    | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $183387.12    | 0.21%             | 2026-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                    | Nmg Research Ltd.                                                               | CUSIP: 62929P110<br>LEI: N/A                  | N/A              | DO               |  | GB        |       157 | NS      | $5625.78      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| LB-UBS Commercial Mortgage Trust                       | LB-UBS Commercial Mortgage Trust, Series 2006-C6, Class AJ                      | CUSIP: 50179MAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20236 | PA      | $8849.28      | 0.01%             | 2039-09-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                    | CNX Resources Corp.                                                             | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5955.00      | 0.01%             | 2027-03-14      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89000 | PA      | $80811.11     | 0.09%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Telecom Italia Capital SA                              | Telecom Italia Capital SA                                                       | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     20000 | PA      | $16361.80     | 0.02%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corp.                                | Chesapeake Energy Corp.                                                         | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53548.00     | 0.06%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Transocean Pontus Ltd.                                 | Transocean Pontus Ltd.                                                          | CUSIP: 89382PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     26320 | PA      | $25787.37     | 0.03%             | 2025-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Royalty Pharma plc                                     | Royalty Pharma plc                                                              | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      4000 | PA      | $3024.95      | 0.00%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                | MPLX LP                                                                         | CUSIP: 55336VAJ9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15754.75     | 0.02%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                      | Exxon Mobil Corp.                                                               | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       670 | NS      | $73901.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Prime Money Market Fund                       | JPMorgan Prime Money Market Fund, Class Institutional                           | CUSIP: 4812A2603<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |   3170863 | NS      | $3172448.83   | 3.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Utilities Ltd.                                | Canadian Utilities Ltd., Class A                                                | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               | CORP              | CA        |      2779 | NS      | $75221.82     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust               | Morgan Stanley ABS Capital I, Inc. Trust, Series 2003-SD1, Class M1             | CUSIP: 61746RCF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    103574 | PA      | $99480.27     | 0.11%             | 2033-03-25      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.            | Taiwan Semiconductor Manufacturing Co. Ltd.                                     | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |       850 | NS      | $63316.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| John Deere Capital Corp.                               | John Deere Capital Corp.                                                        | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7845.76      | 0.01%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co. Ltd.                                | Idemitsu Kosan Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |      2300 | NS      | $53846.65     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                        | CME Group, Inc.                                                                 | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      1439 | NS      | $241982.24    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Haier Smart Home Co. Ltd.                              | Haier Smart Home Co. Ltd., Class H                                              | CUSIP: N/A<br>LEI: 3003002BYTNGNJTWSH07       | Long             | EC               | CORP              | CN        |     32400 | NS      | $109968.20    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co., Series Y                                                     | CUSIP: 94988U656<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      1225 | NS      | $26692.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Computer, Inc.                                  | Quanta Computer, Inc.                                                           | CUSIP: N/A<br>LEI: 529900DE8BIV3XOXIK04       | Long             | EC               | CORP              | TW        |      5055 | NS      | $11854.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kennedy-Wilson, Inc.                                   | Kennedy-Wilson, Inc.                                                            | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79254.68     | 0.09%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                        | Impac CMB Trust, Series 2005-8, Class 1AM                                       | CUSIP: 45254NRH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53902 | PA      | $46920.32     | 0.05%             | 2036-02-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                    | Valero Energy Corp.                                                             | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       574 | NS      | $72817.64     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                          | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    189000 | PA      | $175815.35    | 0.20%             | 2027-11-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                         | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        78 | PA      | $867168.90    | 1.00%             | 2023-03-23      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Nippon Accommodations Fund, Inc.                       | Nippon Accommodations Fund, Inc.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         8 | NS      | $36702.68     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                              | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6532.95      | 0.01%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp.                                       | OGE Energy Corp.                                                                | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |       613 | NS      | $24244.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd.                        | Canadian Natural Resources Ltd.                                                 | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |       484 | NS      | $26877.37     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolon Holdings Funding Ltd.                           | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     13000 | PA      | $11125.20     | 0.01%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Activision Blizzard, Inc.                              | Activision Blizzard, Inc.                                                       | CUSIP: 00507VAP4<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7814.29      | 0.01%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                         | BAWAG Group AG                                                                  | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |       460 | NS      | $24513.54     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                              | Vistra Operations Co. LLC                                                       | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123326.13    | 0.14%             | 2027-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                    | Post Holdings, Inc.                                                             | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    140000 | PA      | $126688.10    | 0.15%             | 2029-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle, Inc.                                     | Crown Castle, Inc.                                                              | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8359.54      | 0.01%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG          | Muenchener Rueckversicherungs-Gesellschaft AG (Registered)                      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |       602 | NS      | $194729.40    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                          | Asbury Automotive Group, Inc.                                                   | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63198.00     | 0.07%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                    | EURO STOXX 50 Index                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       -72 | NC      | $146272.22    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group plc                                     | Vodafone Group plc                                                              | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $9202.29      | 0.01%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                      | Enterprise Products Operating LLC, Series E                                     | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20108.21     | 0.02%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd.                                         | Rio Tinto Ltd.                                                                  | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |      1711 | NS      | $135041.68    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                            | Telenor ASA                                                                     | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |      7847 | NS      | $73314.34     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirvac Group                                           | Mirvac Group                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     23734 | NS      | $34336.50     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                           | Fiserv, Inc.                                                                    | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9009.18      | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                             | Allison Transmission, Inc.                                                      | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65737.00     | 0.08%             | 2029-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                         | United Airlines Holdings, Inc.                                                  | CUSIP: 910047AK5<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26740.00     | 0.03%             | 2025-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                              | Baker Hughes Holdings LLC                                                       | CUSIP: 05723KAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4411.09      | 0.01%             | 2029-11-07      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2018-67, Class SN                                           | CUSIP: 3136B2S86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287347 | PA      | $33214.03     | 0.04%             | 2048-09-25      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| Equity LifeStyle Properties, Inc.                      | Equity LifeStyle Properties, Inc.                                               | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |       198 | NS      | $12790.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodacom Group Ltd.                                     | Vodacom Group Ltd.                                                              | CUSIP: N/A<br>LEI: 37890012A8DC24B8D663       | Long             | EC               | CORP              | ZA        |     10610 | NS      | $76618.67     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                                     | Credit Agricole SA                                                              | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $202480.00    | 0.23%             | 2025-12-23      | Variable      | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The), Series O                                       | CUSIP: 38148BAC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19928.75     | 0.02%             | 2026-11-10      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                  | Elevance Health, Inc.                                                           | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11421.52     | 0.01%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                   | Ladder Capital Finance Holdings LLLP                                            | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $45097.95     | 0.05%             | 2025-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Hologic, Inc.                                          | Hologic, Inc.                                                                   | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64402.23     | 0.07%             | 2029-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander Chile                                  | Banco Santander Chile                                                           | CUSIP: 05965X109<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | EC               | CORP              | CL        |       768 | NS      | $12165.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American plc                                     | Anglo American plc                                                              | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |      2014 | NS      | $78868.02     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                  | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9832.55      | 0.01%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                          | Banc of America Funding Trust, Series 2006-A, Class 1A1                         | CUSIP: 058927AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6602 | PA      | $6133.85      | 0.01%             | 2036-02-20      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                  | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7891.42      | 0.01%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp.                                 | Pembina Pipeline Corp.                                                          | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |      2633 | NS      | $89374.21     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Northland Power, Inc.                                  | Northland Power, Inc.                                                           | CUSIP: 666511100<br>LEI: 549300IT8CIDW8V5KX72 | Long             | EC               | CORP              | CA        |       760 | NS      | $20841.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                           | ING Groep NV                                                                    | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |      2616 | NS      | $31865.93     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                    | American Axle & Manufacturing, Inc.                                             | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     53000 | PA      | $47805.10     | 0.06%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp.                                      | Boyd Gaming Corp.                                                               | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65196.60     | 0.08%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| NN Group NV                                            | NN Group NV                                                                     | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |       557 | NS      | $22776.96     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rite Aid Corp.                                         | Rite Aid Corp.                                                                  | CUSIP: 767754CL6<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |    140000 | PA      | $74872.75     | 0.09%             | 2026-11-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle, Inc.                                     | Crown Castle, Inc.                                                              | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     16000 | PA      | $12610.29     | 0.01%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                   | ENEOS Holdings, Inc.                                                            | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |      4900 | NS      | $16686.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Uplus Corp.                                         | LG Uplus Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      2436 | NS      | $21332.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                     | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      2015 | NS      | $130469.02    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hughes Satellite Systems Corp.                         | Hughes Satellite Systems Corp.                                                  | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $135247.30    | 0.16%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2018-KF50, Class B                                 | CUSIP: 35709BAC9<br>LEI: 549300LI8XT0ZWPV2P54 | Long             | ABS-MBS          | USGSE             | US        |      3383 | PA      | $3063.83      | 0.00%             | 2028-07-25      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Freenet AG                                             | Freenet AG                                                                      | CUSIP: N/A<br>LEI: 5299003GLDODCVP8DO20       | Long             | EC               | CORP              | DE        |      1818 | NS      | $39531.14     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                               | Bristol-Myers Squibb Co.                                                        | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      4857 | NS      | $349461.15    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Novatek Microelectronics Corp.                         | Novatek Microelectronics Corp.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      7360 | NS      | $75239.29     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                          | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28282.46     | 0.03%             | 2024-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                           | Zimmer Biomet Holdings, Inc.                                                    | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4050.62      | 0.00%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                              | Bank of Nova Scotia (The)                                                       | CUSIP: 064159VJ2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     18000 | PA      | $17257.50     | 0.02%             | 2025-06-04      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                               | Cox Communications, Inc.                                                        | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5319.48      | 0.01%             | 2035-02-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| CF Industries, Inc.                                    | CF Industries, Inc.                                                             | CUSIP: 12527GAH6<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12582.86     | 0.01%             | 2026-12-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Link REIT                                              | Link                                                                            | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |      7100 | NS      | $51953.11     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Prologis REIT, Inc.                             | Nippon Prologis REIT, Inc.                                                      | CUSIP: N/A<br>LEI: 353800PHBMSDLAFURY41       | Long             | EC               | CORP              | JP        |        10 | NS      | $23445.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                    | Hilton Domestic Operating Co., Inc.                                             | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21749.04     | 0.03%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hays plc                                               | Hays plc                                                                        | CUSIP: N/A<br>LEI: 213800QC8AWD4BO8TH08       | Long             | EC               | CORP              | GB        |     11106 | NS      | $15568.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mellon Capital IV                                      | Mellon Capital IV, Series 1                                                     | CUSIP: 58551TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $6441.89      | 0.01%             | 2023-02-03      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| First-Citizens Bank & Trust Co.                        | First-Citizens Bank & Trust Co.                                                 | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21341.71     | 0.02%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                               | Bausch Health Cos., Inc.                                                        | CUSIP: 91911KAN2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    121000 | PA      | $102791.51    | 0.12%             | 2025-11-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| JM Smucker Co. (The)                                   | JM Smucker Co. (The)                                                            | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       329 | NS      | $52133.34     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                                         | Enbridge, Inc.                                                                  | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     46000 | PA      | $45370.30     | 0.05%             | 2083-01-15      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| CK Infrastructure Holdings Ltd.                        | CK Infrastructure Holdings Ltd.                                                 | CUSIP: N/A<br>LEI: 5299005U11RQ1C27MR12       | Long             | EC               | CORP              | BM        |      4000 | NS      | $20872.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                  | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13623.07     | 0.02%             | 2079-05-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Cigna Corp.                                            | Cigna Corp.                                                                     | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14466.51     | 0.02%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Goodman Group                                          | Goodman Group                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      2519 | NS      | $29624.34     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Envision Healthcare Corp.                              | Envision Healthcare Corp.                                                       | CUSIP: 29373TAA2<br>LEI: 549300OL60X0LPKY8N60 | Long             | DBT              | CORP              | US        |     20000 | PA      | $5497.76      | 0.01%             | 2026-10-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| SVB Financial Group                                    | SVB Financial Group, Series D                                                   | CUSIP: 78486QAP6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13120.97     | 0.02%             | 2026-11-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                    | New Residential Mortgage Loan Trust, Series 2019-NQM4, Class M1                 | CUSIP: 64828EAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    239000 | PA      | $185215.27    | 0.21%             | 2059-09-25      | Variable      | 2.99%                 | Yes           |                  2 | On Loan: No      |
| Aramark Services, Inc.                                 | Aramark Services, Inc.                                                          | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79299.48     | 0.09%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                              | Vistra Operations Co. LLC                                                       | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19268.35     | 0.02%             | 2026-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Bolsa Mexicana de Valores SAB de CV                    | Bolsa Mexicana de Valores SAB de CV                                             | CUSIP: N/A<br>LEI: 894500CS2D6RLGW61A19       | Long             | EC               | CORP              | MX        |      5825 | NS      | $11278.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties LP                                   | Boston Properties LP                                                            | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3596.75      | 0.00%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Banco Santander Chile                                  | Banco Santander Chile                                                           | CUSIP: 05965X109<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | EC               | CORP              | CL        |      2068 | NS      | $32757.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Inner Mongolia Yili Industrial Group Co. Ltd.          | Inner Mongolia Yili Industrial Group Co. Ltd., Class A                          | CUSIP: N/A<br>LEI: 3003002Q2A863JPQFH06       | Long             | EC               | CORP              | CN        |     30311 | NS      | $135385.76    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                           | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30387.39     | 0.03%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                          | Cummins, Inc.                                                                   | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       247 | NS      | $59845.63     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                            | Intel Corp.                                                                     | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      1580 | NS      | $41759.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                                              | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $22419.50     | 0.03%             | 2027-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Korea Gas Corp.                                        | Korea Gas Corp.                                                                 | CUSIP: N/A<br>LEI: 988400TFZILHBD5M3R71       | Long             | EC               | CORP              | KR        |       344 | NS      | $9888.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                  | Matador Resources Co.                                                           | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52880.25     | 0.06%             | 2026-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                               | Jeronimo Martins SGPS SA                                                        | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               | CORP              | PT        |       603 | NS      | $13046.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                  | International Business Machines Corp.                                           | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       486 | NS      | $68472.54     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    404000 | PA      | $348415.66    | 0.40%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BlackRock, Inc.                                        | BlackRock, Inc.                                                                 | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       177 | NS      | $125427.51    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp.                                              | CSX Corp.                                                                       | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2540.79      | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Atlantica Sustainable Infrastructure plc               | Atlantica Sustainable Infrastructure plc                                        | CUSIP: N/A<br>LEI: 549300ITBBGKJ651R879       | Long             | EC               | CORP              | GB        |       747 | NS      | $19347.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Julius Baer Group Ltd.                                 | Julius Baer Group Ltd.                                                          | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |       417 | NS      | $24269.86     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuliangye Yibin Co. Ltd.                               | Wuliangye Yibin Co. Ltd., Class A                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      3700 | NS      | $96218.56     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                              | Ford Motor Credit Co. LLC                                                       | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    275000 | PA      | $249024.88    | 0.29%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                            | Penske Truck Leasing Co. LP                                                     | CUSIP: 709599BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6598.38      | 0.01%             | 2024-11-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Phillips 66                                            | Phillips 66                                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       676 | NS      | $70358.08     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chailease Holding Co. Ltd.                             | Chailease Holding Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 529900L76E6T0JCM3J27       | Long             | EC               | CORP              | KY        |      3281 | NS      | $23115.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                         | WP Carey, Inc.                                                                  | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      1433 | NS      | $111988.95    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark Mortgage Trust, Series 2019-B11, Class D                              | CUSIP: 08162BAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $66014.51     | 0.08%             | 2052-05-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BHP Group Ltd.                                         | BHP Group Ltd.                                                                  | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |      1334 | NS      | $41456.44     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                              | Telecom Italia Capital SA                                                       | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    112000 | PA      | $84638.40     | 0.10%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan Metropolitan Fund Investment Corp.               | Japan Metropolitan Fund Investment Corp.                                        | CUSIP: N/A<br>LEI: 353800QDHNIP60E1LQ93       | Long             | EC               | CORP              | JP        |        49 | NS      | $38980.19     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                              | Danone SA                                                                       | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |      1311 | NS      | $69097.22     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                                 | Sanofi                                                                          | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       560 | NS      | $53998.89     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                              | Sunoco LP                                                                       | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $69913.60     | 0.08%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sprint LLC                                             | Sprint LLC                                                                      | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    227000 | PA      | $230174.82    | 0.26%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                   | Frontier Communications Parent, Inc.                                            | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1472 | NS      | $37506.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                       | Paramount Global                                                                | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     33000 | PA      | $26597.78     | 0.03%             | 2057-02-28      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                   | Clear Channel Outdoor Holdings, Inc.                                            | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $30327.50     | 0.03%             | 2027-08-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                        | Live Nation Entertainment, Inc.                                                 | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    165000 | PA      | $161460.78    | 0.19%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8500.61      | 0.01%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GSK plc                                                | GSK plc                                                                         | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |      6875 | NS      | $118822.24    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                 | Dycom Industries, Inc.                                                          | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47871.69     | 0.06%             | 2029-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| Prime Security Services Borrower LLC                   | Prime Security Services Borrower LLC                                            | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $21579.62     | 0.02%             | 2027-08-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Iren SpA                                               | Iren SpA                                                                        | CUSIP: N/A<br>LEI: 8156001EBD33FD474E60       | Long             | EC               | CORP              | IT        |      9818 | NS      | $15419.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.     | National Rural Utilities Cooperative Finance Corp.                              | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18000.94     | 0.02%             | 2046-04-20      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                 | Encompass Health Corp.                                                          | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    185000 | PA      | $168054.00    | 0.19%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Berkeley Group Holdings plc                            | Berkeley Group Holdings plc                                                     | CUSIP: N/A<br>LEI: 2138009OQSSLVVHQAL78       | Long             | EC               | CORP              | GB        |       471 | NS      | $21472.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                    | American Axle & Manufacturing, Inc.                                             | CUSIP: 02406PAY6<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22410.32     | 0.03%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                        | Impac CMB Trust, Series 2004-7, Class 1A2                                       | CUSIP: 45254NKG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27476 | PA      | $26914.42     | 0.03%             | 2034-11-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                         | McKesson Corp.                                                                  | CUSIP: 581557BR5<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10553.18     | 0.01%             | 2026-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP, Series E                                                    | CUSIP: 29273V605<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |      1105 | NS      | $24188.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp.                                            | Sysco Corp.                                                                     | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13864.08     | 0.02%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                       | Clarivate Science Holdings Corp.                                                | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $60647.72     | 0.07%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| British American Tobacco plc                           | British American Tobacco plc                                                    | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |       396 | NS      | $15665.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Core REIT Management Pte. Ltd.                 | Digital Core REIT Management Pte. Ltd.                                          | CUSIP: N/A<br>LEI: 549300IIGO612K0POE26       | Long             | EC               | CORP              | SG        |     21600 | NS      | $11891.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corp.                                | Chesapeake Energy Corp.                                                         | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       556 | NS      | $52469.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France SA                                       | Altice France SA                                                                | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $182176.00    | 0.21%             | 2027-02-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| FirstRand Ltd.                                         | FirstRand Ltd.                                                                  | CUSIP: N/A<br>LEI: 529900XYOP8CUZU7R671       | Long             | EC               | CORP              | ZA        |      9259 | NS      | $33638.77     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The), Series U                                       | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5652.50      | 0.01%             | 2026-08-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Drax Group plc                                         | Drax Group plc                                                                  | CUSIP: N/A<br>LEI: 549300YPSNTXR4ZHSR98       | Long             | EC               | CORP              | GB        |      1824 | NS      | $15471.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                         | Southern California Edison Co., Series E                                        | CUSIP: 842400FU2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11730.00     | 0.01%             | 2023-02-03      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                   | NextEra Energy, Inc.                                                            | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1671 | NS      | $139695.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands, Inc.                                      | Hanesbrands, Inc.                                                               | CUSIP: 410345AL6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53614.26     | 0.06%             | 2026-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| American International Group, Inc.                     | American International Group, Inc., Series A-9                                  | CUSIP: 026874DM6<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8596.59      | 0.01%             | 2048-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                           | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9883.15      | 0.01%             | 2026-07-22      | Variable      | 4.83%                 | No            |                  2 | On Loan: —       |
| Jackson Park Trust                                     | Jackson Park Trust, Series 2019-LIC, Class F                                    | CUSIP: 46868RAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $67659.83     | 0.08%             | 2039-10-14      | Variable      | 3.24%                 | Yes           |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                               | Wynn Resorts Finance LLC                                                        | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    224000 | PA      | $191997.12    | 0.22%             | 2029-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                           | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43230.38     | 0.05%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sun Communities, Inc.                                  | Sun Communities, Inc.                                                           | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       909 | NS      | $129987.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Co.                           | Canadian Pacific Railway Co.                                                    | CUSIP: 13645RAS3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     31000 | PA      | $29613.67     | 0.03%             | 2025-02-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                               | UnitedHealth Group, Inc.                                                        | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7738.48      | 0.01%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| La Francaise des Jeux SAEM                             | La Francaise des Jeux SAEM                                                      | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |       506 | NS      | $20360.70     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2016-1, Class SJ                                            | CUSIP: 3136AQC57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90136 | PA      | $10276.33     | 0.01%             | 2046-02-25      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd.                                  | Sonic Healthcare Ltd.                                                           | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |      1443 | NS      | $29366.52     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                            | Capital One Financial Corp.                                                     | CUSIP: 14040HCK9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43080.85     | 0.05%             | 2024-12-06      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                     | Nationstar Mortgage Holdings, Inc.                                              | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $85025.00     | 0.10%             | 2027-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Compass Group plc                                      | Compass Group plc                                                               | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |      1243 | NS      | $28703.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Land Ltd.                              | China Resources Land Ltd.                                                       | CUSIP: N/A<br>LEI: 5299001HL0TU7X15HK51       | Long             | EC               | CORP              | KY        |     18000 | NS      | $81888.63     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Holdings NV                                     | AerCap Holdings NV                                                              | CUSIP: 00774YAA7<br>LEI: 549300SZYINBBLJQU475 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $136567.50    | 0.16%             | 2079-10-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA, ELN, (linked to Nasdaq 100 Index)                          | CUSIP: 83370G656<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |        77 | PA      | $853515.74    | 0.98%             | 2023-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                     | Vodafone Group plc                                                              | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |     18427 | NS      | $18661.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Metso Outotec OYJ                                      | Metso Outotec OYJ                                                               | CUSIP: N/A<br>LEI: 549300R0VN9C371W0E07       | Long             | EC               | CORP              | FI        |      1987 | NS      | $20461.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                       | S&P Global, Inc.                                                                | CUSIP: 78409VBC7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4264.77      | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17252.55     | 0.02%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                           | Antero Midstream Partners LP                                                    | CUSIP: 03690EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65797.30     | 0.08%             | 2026-05-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                       | Goodyear Tire & Rubber Co. (The)                                                | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45878.23     | 0.05%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CommScope Technologies LLC                             | CommScope Technologies LLC                                                      | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     97000 | PA      | $88270.00     | 0.10%             | 2025-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                      | American Electric Power Co., Inc.                                               | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9349.27      | 0.01%             | 2062-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                  | Dominion Energy, Inc., Series C                                                 | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37797.01     | 0.04%             | 2027-01-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                 | AP Moller - Maersk A/S, Class B                                                 | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |        16 | NS      | $35817.68     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                 | Mercedes-Benz Group AG                                                          | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |       701 | NS      | $45841.86     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp., Series N                                                 | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8847.04      | 0.01%             | 2027-03-11      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                          | MetLife, Inc., Series G                                                         | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     63000 | PA      | $58511.25     | 0.07%             | 2025-09-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                             | Prudential Financial, Inc.                                                      | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27300.00     | 0.03%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Elisa OYJ                                              | Elisa OYJ                                                                       | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |       849 | NS      | $45001.39     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                        | CommScope, Inc.                                                                 | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32301.15     | 0.04%             | 2026-03-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| UGI Corp.                                              | UGI Corp.                                                                       | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |       615 | NS      | $22798.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series Q012, Class X  | CUSIP: 3137FVNQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    437985 | PA      | $84366.70     | 0.10%             | 2035-09-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Stericycle, Inc.                                       | Stericycle, Inc.                                                                | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130875.00    | 0.15%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ventas Realty LP                                       | Ventas Realty LP                                                                | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9699.44      | 0.01%             | 2026-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                             | Occidental Petroleum Corp.                                                      | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186008.40    | 0.21%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                            | Service Corp. International                                                     | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4687.62      | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hokkaido Electric Power Co., Inc.                      | Hokkaido Electric Power Co., Inc.                                               | CUSIP: N/A<br>LEI: 353800XDXIIZDHUO0J51       | Long             | EC               | CORP              | JP        |      2900 | NS      | $10245.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Embarq Corp.                                           | Embarq Corp.                                                                    | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124000 | PA      | $57660.00     | 0.07%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                               | Svenska Handelsbanken AB, Class A                                               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |      2023 | NS      | $20367.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AVI Ltd.                                               | AVI Ltd.                                                                        | CUSIP: N/A<br>LEI: 378900C2D68805FAAF75       | Long             | EC               | CORP              | ZA        |      2520 | NS      | $11163.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                            | Merlin Properties Socimi SA                                                     | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | EC               | CORP              | ES        |      2252 | NS      | $21121.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                             | Digital Realty Trust, Inc.                                                      | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       475 | NS      | $47628.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos., Inc.                                  | Albertsons Cos., Inc.                                                           | CUSIP: 013092AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $81691.19     | 0.09%             | 2026-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Camden Property Trust                                  | Camden Property Trust                                                           | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       553 | NS      | $61869.64     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                   | Edison International                                                            | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      1002 | NS      | $63747.24     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolon Holdings Funding Ltd.                           | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401AAD3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     21000 | PA      | $20581.68     | 0.02%             | 2024-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                                  | Global Payments, Inc.                                                           | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8500.51      | 0.01%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Man Group plc                                          | Man Group plc                                                                   | CUSIP: N/A<br>LEI: 2549003YWC1DW6LALB09       | Long             | EC               | CORP              | JE        |      8126 | NS      | $20907.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                   | American Tower Corp.                                                            | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9971.62      | 0.01%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                      | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      2738 | NS      | $483667.70    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera, Inc.                                            | Emera, Inc., Series 16-A                                                        | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9602.20      | 0.01%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Tokyo Gas Co. Ltd.                                     | Tokyo Gas Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |       300 | NS      | $5873.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                      | Merck & Co., Inc.                                                               | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      3134 | NS      | $347717.30    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                           | Barclays plc                                                                    | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |     21361 | NS      | $40645.99     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                               | Lloyds Banking Group plc                                                        | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |     62881 | NS      | $34315.02     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                             | AT&T, Inc.                                                                      | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      4781 | NS      | $88018.21     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                        | Live Nation Entertainment, Inc.                                                 | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31207.72     | 0.04%             | 2026-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                         | Community Health Systems, Inc.                                                  | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    176000 | PA      | $160233.04    | 0.18%             | 2026-03-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Rexel SA                                               | Rexel SA                                                                        | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | EC               | CORP              | FR        |       962 | NS      | $19026.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                           | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55222.54     | 0.06%             | 2025-09-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                               | UnitedHealth Group, Inc.                                                        | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4746.33      | 0.01%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AECOM                                                  | AECOM                                                                           | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     53000 | PA      | $51012.50     | 0.06%             | 2027-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                         | BNP Paribas SA                                                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |       921 | NS      | $52441.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11264.04     | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                 | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30359.27     | 0.03%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| EDP - Energias do Brasil SA                            | EDP - Energias do Brasil SA                                                     | CUSIP: N/A<br>LEI: 529900MT3VH5D7T9FR43       | Long             | EC               | CORP              | BR        |      7362 | NS      | $29114.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.            | Taiwan Semiconductor Manufacturing Co. Ltd.                                     | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |     18184 | NS      | $264094.66    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                       | Paramount Global                                                                | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     65000 | PA      | $53138.10     | 0.06%             | 2062-03-30      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                        | Advanced Drainage Systems, Inc.                                                 | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9325.00      | 0.01%             | 2027-09-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                                 | Truist Financial Corp., Series Q                                                | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     93000 | PA      | $86025.00     | 0.10%             | 2030-03-01      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                               | CenterPoint Energy, Inc., Series A                                              | CUSIP: 15189TAS6<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30080.00     | 0.03%             | 2023-09-01      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                    | Fifth Third Bancorp                                                             | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35478.93     | 0.04%             | 2027-11-01      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                   | Clear Channel Outdoor Holdings, Inc.                                            | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4888 | NS      | $5132.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BE Semiconductor Industries NV                         | BE Semiconductor Industries NV                                                  | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |       453 | NS      | $27606.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                         | Enbridge, Inc., Series 20-A                                                     | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $63295.25     | 0.07%             | 2080-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Corp.                                  | Gulfport Energy Corp.                                                           | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73125.00     | 0.08%             | 2026-05-17      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                          | Industria de Diseno Textil SA                                                   | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |      1231 | NS      | $32696.65     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Oceaneering International, Inc.                        | Oceaneering International, Inc.                                                 | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12894.96     | 0.01%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                       | Sealed Air Corp.                                                                | CUSIP: 81211KAW0<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19650.00     | 0.02%             | 2024-12-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| American International Group, Inc.                     | American International Group, Inc., Series A-9                                  | CUSIP: 026874DM6<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      1000 | PA      | $955.18       | 0.00%             | 2048-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                    | Connecticut Avenue Securities Trust, Series 2019-R06, Class 2M2                 | CUSIP: 20754JAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1390 | PA      | $1388.15      | 0.00%             | 2039-09-25      | Floating      | 6.49%                 | Yes           |                  2 | On Loan: No      |
| Legal & General Group plc                              | Legal & General Group plc                                                       | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | EC               | CORP              | GB        |      8768 | NS      | $26287.64     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                               | Lumen Technologies, Inc.                                                        | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63558.94     | 0.07%             | 2027-02-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Euronav NV                                             | Euronav NV                                                                      | CUSIP: N/A<br>LEI: 549300D80RYON74MEJ03       | Long             | EC               | CORP              | BE        |      1325 | NS      | $22289.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp.                                          | Comcast Corp.                                                                   | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4325.59      | 0.00%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                          | Chevron Corp.                                                                   | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4284.51      | 0.00%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                       | Deutsche Post AG (Registered)                                                   | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |      2475 | NS      | $92631.02     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITE Group plc (The)                                  | UNITE Group plc (The)                                                           | CUSIP: N/A<br>LEI: 213800BBUUWVDH9YI827       | Long             | EC               | CORP              | GB        |      2042 | NS      | $22402.17     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                 | Howmet Aerospace, Inc.                                                          | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33005.41     | 0.04%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Hydro One Ltd.                                         | Hydro One Ltd.                                                                  | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |      3002 | NS      | $80415.47     | 0.09%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                       | Terna - Rete Elettrica Nazionale                                                | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               | CORP              | IT        |      3321 | NS      | $24526.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                  | Walt Disney Co. (The)                                                           | CUSIP: 254687CZ7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6847.97      | 0.01%             | 2024-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                        | Federal Realty Investment Trust                                                 | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |       998 | NS      | $100837.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Orron Energy ab                                        | Orron Energy ab                                                                 | CUSIP: N/A<br>LEI: 549300IULC8F8IGXKI15       | Long             | EC               | CORP              | SE        |     10764 | NS      | $23264.96     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K728, Class X3 | CUSIP: 3137FBTD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $3519.07      | 0.00%             | 2045-11-25      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                    | Bank of New York Mellon Corp. (The), Series F                                   | CUSIP: 064058AF7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     58000 | PA      | $49458.92     | 0.06%             | 2026-09-20      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                   | NextEra Energy Operating Partners LP                                            | CUSIP: 65342QAK8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22310.02     | 0.03%             | 2024-07-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust, Series 2017-P7, Class B                    | CUSIP: 17325HBS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $8782.86      | 0.01%             | 2050-04-14      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| HKBN Ltd.                                              | HKBN Ltd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     16000 | NS      | $10306.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Juniper Networks, Inc.                                 | Juniper Networks, Inc.                                                          | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      2188 | NS      | $69928.48     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai Nippon Printing Co. Ltd.                           | Dai Nippon Printing Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 529900S7NFNQ4FT6OP83       | Long             | EC               | CORP              | JP        |      1500 | NS      | $30134.36     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA                                               | Ageas SA                                                                        | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |       495 | NS      | $21964.09     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                         | Morgan Stanley Capital I Trust, Series 2020-HR8, Class XA                       | CUSIP: 61692BBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    992973 | PA      | $99687.52     | 0.11%             | 2053-07-15      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                             | Prudential Financial, Inc.                                                      | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       643 | NS      | $63952.78     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan, Inc.                                 | Freeport-McMoRan, Inc.                                                          | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136954.16    | 0.16%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                    | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80596.00     | 0.09%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Orion OYJ                                              | Orion OYJ, Class B                                                              | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |      1337 | NS      | $73298.46     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Intelsat SA                                            | Intelsat SA                                                                     | CUSIP: N/A<br>LEI: 549300YV2L21F4K80V46       | Long             | EC               | CORP              | LU        |       332 | NS      | $8300.00      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Niagara Mohawk Power Corp.                             | Niagara Mohawk Power Corp.                                                      | CUSIP: 65364UAK2<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7685.38      | 0.01%             | 2024-10-01      | Fixed         | 3.51%                 | Yes           |                  2 | On Loan: No      |
| United Parcel Service, Inc.                            | United Parcel Service, Inc., Class B                                            | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      1004 | NS      | $174535.36    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                  | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 302570AW6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29050.00     | 0.03%             | 2066-10-01      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Balfour Beatty plc                                     | Balfour Beatty plc                                                              | CUSIP: N/A<br>LEI: CT4UIJ3TUKGYYHMENQ17       | Long             | EC               | CORP              | GB        |      4875 | NS      | $19896.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crestwood Midstream Partners LP                        | Crestwood Midstream Partners LP                                                 | CUSIP: 226373AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9300.00      | 0.01%             | 2027-05-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Bombardier, Inc.                                       | Bombardier, Inc.                                                                | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     34000 | PA      | $33670.68     | 0.04%             | 2025-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, Connecticut Avenue Securities, Series 2017-C02, Class 2B1                 | CUSIP: 30711XGQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $21575.06     | 0.02%             | 2029-09-25      | Floating      | 9.89%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                      | Genuine Parts Co.                                                               | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       385 | NS      | $66801.35     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                           | UBS Group AG (Registered)                                                       | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |      2675 | NS      | $49718.15     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group, Inc.                             | Simon Property Group, Inc.                                                      | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       606 | NS      | $71192.88     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp., Series FF                                                | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     62000 | PA      | $54600.92     | 0.06%             | 2028-03-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| 7-Eleven, Inc.                                         | 7-Eleven, Inc.                                                                  | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8757.94      | 0.01%             | 2026-02-10      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                         | Hewlett Packard Enterprise Co.                                                  | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      4365 | NS      | $69665.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SSAB AB                                                | SSAB AB, Class B                                                                | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |      4362 | NS      | $22721.92     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                               | Central Garden & Pet Co.                                                        | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130239.22    | 0.15%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                   | Steel Dynamics, Inc.                                                            | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       453 | NS      | $44258.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Mexico SAB de CV                                 | Grupo Mexico SAB de CV, Series B                                                | CUSIP: N/A<br>LEI: 529900JWLZAYET2ZGW20       | Long             | EC               | CORP              | MX        |      4275 | NS      | $15071.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.                         | Citizens Financial Group, Inc., Series B                                        | CUSIP: 174610AP0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3680.49      | 0.00%             | 2023-07-06      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL Commercial Mortgage Trust, Series 2019-C15, Class C                       | CUSIP: 22945DAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $83710.18     | 0.10%             | 2052-03-15      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Severn Trent plc                                       | Severn Trent plc                                                                | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |       750 | NS      | $23961.11     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                     | Chord Energy Corp.                                                              | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |       469 | NS      | $64163.89     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                                | Eni SpA                                                                         | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |      6101 | NS      | $86752.98     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                               | Vinci SA                                                                        | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |      2097 | NS      | $209043.66    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Gray Television, Inc.                                  | Gray Television, Inc.                                                           | CUSIP: 389375AJ5<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17818.40     | 0.02%             | 2026-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| TransDigm, Inc.                                        | TransDigm, Inc.                                                                 | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    184000 | PA      | $181458.96    | 0.21%             | 2026-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                         | Citizens Financial Group, Inc., Series C                                        | CUSIP: 174610AQ8<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1821.55      | 0.00%             | 2024-04-06      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                    | Realty Income Corp.                                                             | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |         2 | NS      | $126.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Contact Energy Ltd.                                    | Contact Energy Ltd.                                                             | CUSIP: N/A<br>LEI: 549300FT5JOXS1PZ1I32       | Long             | EC               | CORP              | NZ        |      6504 | NS      | $31828.59     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                     | Publicis Groupe SA                                                              | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |       539 | NS      | $34432.58     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cofinimmo SA                                           | Cofinimmo SA                                                                    | CUSIP: N/A<br>LEI: 549300TM914CSF6KI389       | Long             | EC               | CORP              | BE        |       209 | NS      | $18716.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                            | Southern California Gas Co.                                                     | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5532.88      | 0.01%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                    | LVMH Moet Hennessy Louis Vuitton SE                                             | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |       301 | NS      | $219035.67    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                 | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59675.00     | 0.07%             | 2026-02-18      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| RELX plc                                               | RELX plc                                                                        | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |      5994 | NS      | $165722.31    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.           | Fidelity National Information Services, Inc.                                    | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5261.36      | 0.01%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                       | CMS Energy Corp.                                                                | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13839.35     | 0.02%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Park Aerospace Holdings Ltd.                           | Park Aerospace Holdings Ltd.                                                    | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |     16000 | PA      | $15960.51     | 0.02%             | 2023-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Progressive Corp. (The)                                | Progressive Corp. (The)                                                         | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       429 | NS      | $55645.59     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesis Energy LP                                      | Genesis Energy LP                                                               | CUSIP: 37185LAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $26447.96     | 0.03%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                           | BX Commercial Mortgage Trust, Series 2020-VIV2, Class C                         | CUSIP: 05605NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106000 | PA      | $82846.80     | 0.10%             | 2044-03-09      | Variable      | 3.54%                 | Yes           |                  2 | On Loan: No      |
| FLEX LNG Ltd.                                          | FLEX LNG Ltd.                                                                   | CUSIP: N/A<br>LEI: 21380084THHU3MPC3647       | Long             | EC               | CORP              | BM        |       378 | NS      | $12379.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                         | Western Midstream Operating LP                                                  | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    135000 | PA      | $123294.15    | 0.14%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Glencore plc                                           | Glencore plc                                                                    | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |      8782 | NS      | $58564.07     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd.                                 | CK Asset Holdings Ltd.                                                          | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |      4000 | NS      | $24532.70     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapfre SA                                              | Mapfre SA                                                                       | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | EC               | CORP              | ES        |      6336 | NS      | $12257.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                | Element Solutions, Inc.                                                         | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    130000 | PA      | $110500.00    | 0.13%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                   | Frontier Communications Holdings LLC                                            | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4517 | PA      | $3494.69      | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                     | Koninklijke KPN NV                                                              | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |     12897 | NS      | $39919.53     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                               | Bayer AG (Registered)                                                           | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |       465 | NS      | $23933.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                   | Icahn Enterprises LP                                                            | CUSIP: 451102BQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $21335.60     | 0.02%             | 2025-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                         | NiSource, Inc.                                                                  | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7623.24      | 0.01%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CommScope Technologies LLC                             | CommScope Technologies LLC                                                      | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10188.02     | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Enbridge, Inc.                                         | Enbridge, Inc., Series 20-A                                                     | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     47000 | PA      | $42498.24     | 0.05%             | 2080-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                    | General Mills, Inc.                                                             | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       638 | NS      | $53496.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Ltd. Finance Corp.                               | Bunge Ltd. Finance Corp.                                                        | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7285.04      | 0.01%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA II, 30 Year                                                                | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52208 | PA      | $45345.50     | 0.05%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                 | BP Capital Markets plc                                                          | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $91786.16     | 0.11%             | 2029-03-22      | Variable      | 3.63%                 | Yes           |                  2 | On Loan: No      |
| AXA SA                                                 | AXA SA                                                                          | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |      1544 | NS      | $43008.95     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Comerica, Inc.                                         | Comerica, Inc.                                                                  | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |       806 | NS      | $53881.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings LP                                    | Kinetik Holdings LP                                                             | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60955.90     | 0.07%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Newmont Corp.                                          | Newmont Corp.                                                                   | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       928 | NS      | $43801.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc., Series T                                                       | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46560.00     | 0.05%             | 2026-08-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Infosys Ltd.                                           | Infosys Ltd.                                                                    | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |      8537 | NS      | $153751.37    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                       | Powszechny Zaklad Ubezpieczen SA                                                | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |      6646 | NS      | $53971.40     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd.                                   | HKT Trust & HKT Ltd.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |     48000 | NS      | $58757.95     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                       | CSC Holdings LLC                                                                | CUSIP: 126307AH0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    157000 | PA      | $146169.36    | 0.17%             | 2024-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                   | Prime Security Services Borrower LLC                                            | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $77000.00     | 0.09%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Liberty Interactive LLC                                | Liberty Interactive LLC                                                         | CUSIP: 530715AL5<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |      2000 | PA      | $680.00       | 0.00%             | 2030-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                            | Acadia Healthcare Co., Inc.                                                     | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90107.50     | 0.10%             | 2028-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Global Aircraft Leasing Co. Ltd.                       | Global Aircraft Leasing Co. Ltd.                                                | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     33380 | PA      | $28373.00     | 0.03%             | 2024-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                              | Commercial Mortgage Trust, Series 2016-CR28, Class C                            | CUSIP: 12593YBM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $90072.20     | 0.10%             | 2049-02-10      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                 | OMV AG                                                                          | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |       467 | NS      | $24022.93     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UDR, Inc.                                              | UDR, Inc.                                                                       | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      1939 | NS      | $75097.47     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Ltd.                                    | Tokyo Electron Ltd.                                                             | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |       400 | NS      | $117531.49    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd.                                     | Telstra Group Ltd.                                                              | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |      9006 | NS      | $24356.21     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| New World Development Co. Ltd.                         | New World Development Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 2549008GWMWXTIRL4S48       | Long             | EC               | CORP              | HK        |     12000 | NS      | $33662.13     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenandoah Telecommunications Co.                      | Shenandoah Telecommunications Co.                                               | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |       694 | NS      | $11020.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                                           | MasTec, Inc.                                                                    | CUSIP: 576323AQ2<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44750.00     | 0.05%             | 2029-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Trane Technologies plc                                 | Trane Technologies plc                                                          | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       633 | NS      | $106400.97    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties, Inc.                      | Equity LifeStyle Properties, Inc.                                               | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |       753 | NS      | $48643.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                             | Lamb Weston Holdings, Inc.                                                      | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88320.00     | 0.10%             | 2030-01-31      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Sands China Ltd.                                       | Sands China Ltd.                                                                | CUSIP: 80007RAF2<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $192000.00    | 0.22%             | 2025-08-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Emera, Inc.                                            | Emera, Inc., Series 16-A                                                        | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $144033.00    | 0.17%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                      | Duke Energy Corp.                                                               | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     45000 | PA      | $32868.18     | 0.04%             | 2082-01-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                              | Williams Cos., Inc. (The)                                                       | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      2796 | NS      | $91988.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310082 | PA      | $253046.97    | 0.29%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK                                                   | BANK, Series 2017-BNK7, Class D                                                 | CUSIP: 06541XAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $69122.20     | 0.08%             | 2060-09-15      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial, Inc.                                   | Ally Financial, Inc.                                                            | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19388.19     | 0.02%             | 2023-10-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| China Merchants Bank Co. Ltd.                          | China Merchants Bank Co. Ltd., Class H                                          | CUSIP: N/A<br>LEI: 549300MKO5B60FFIHF58       | Long             | EC               | CORP              | CN        |     17847 | NS      | $98762.74     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Great-West Lifeco, Inc.                                | Great-West Lifeco, Inc.                                                         | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |      2606 | NS      | $60242.10     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands, Inc.                                    | Newell Brands, Inc.                                                             | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141119.29    | 0.16%             | 2026-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                       | Weyerhaeuser Co.                                                                | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      1908 | NS      | $59148.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Capital Funding, Inc.                              | PPL Capital Funding, Inc., Series A                                             | CUSIP: 69352PAC7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74776.50     | 0.09%             | 2067-03-30      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| CSR Ltd.                                               | CSR Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300TOGR54OMW2T093       | Long             | EC               | CORP              | AU        |      7249 | NS      | $23180.70     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Xerox Corp.                                            | Xerox Corp.                                                                     | CUSIP: 984121CQ4<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4962.50      | 0.01%             | 2023-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LondonMetric Property plc                              | LondonMetric Property plc                                                       | CUSIP: N/A<br>LEI: 213800OCERWWPQDURL87       | Long             | EC               | CORP              | GB        |     12149 | NS      | $25218.33     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuyao Glass Industry Group Co. Ltd.                    | Fuyao Glass Industry Group Co. Ltd., Class H                                    | CUSIP: N/A<br>LEI: 549300AS5CSLWETN0P64       | Long             | EC               | CORP              | CN        |     13600 | NS      | $56786.52     | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                              | Bank of Nova Scotia (The)                                                       | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |      1090 | NS      | $53405.17     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                     | Banco Santander SA                                                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |     12226 | NS      | $36557.14     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                               | Enel SpA                                                                        | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |      3695 | NS      | $19872.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2017-KF31, Class B                                 | CUSIP: 302951AG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3824 | PA      | $3788.14      | 0.00%             | 2024-04-25      | Floating      | 7.04%                 | Yes           |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                      | American Electric Power Co., Inc.                                               | CUSIP: 025537AJ0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5509.38      | 0.01%             | 2027-11-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal, Series H                                                      | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4947.38      | 0.01%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eiffage SA                                             | Eiffage SA                                                                      | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |       205 | NS      | $20164.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| D/S Norden A/S                                         | D/S Norden A/S                                                                  | CUSIP: N/A<br>LEI: 529900RGXD3CBR3BRU63       | Long             | EC               | CORP              | DK        |       437 | NS      | $26335.73     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corp.                            | Realtek Semiconductor Corp.                                                     | CUSIP: N/A<br>LEI: 5299002E7F36O00MYY75       | Long             | EC               | CORP              | TW        |      2157 | NS      | $19615.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                     | Vodafone Group plc                                                              | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $29688.45     | 0.03%             | 2081-06-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Regency Centers Corp.                                  | Regency Centers Corp.                                                           | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |       971 | NS      | $60687.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp.                                     | NorthWestern Corp.                                                              | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |       441 | NS      | $26168.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| A2A SpA                                                | A2A SpA                                                                         | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | EC               | CORP              | IT        |     52381 | NS      | $69837.76     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| General Electric Co.                                   | General Electric Co., Series D                                                  | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     62000 | PA      | $60911.44     | 0.07%             | 2023-03-15      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                           | Intelsat Jackson Holdings SA                                                    | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |     24000 | PA      | $21455.76     | 0.02%             | 2030-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                    | U.S. Treasury 10 Year Note                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       158 | NC      | $-91995.87    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Telkom Indonesia Persero Tbk. PT                       | Telkom Indonesia Persero Tbk. PT                                                | CUSIP: 715684106<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |      3130 | NS      | $74650.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands plc                                    | Imperial Brands plc                                                             | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |      2841 | NS      | $70772.55     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                     | Altria Group, Inc.                                                              | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      1288 | NS      | $58874.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp., Series AA                                                | CUSIP: 060505EN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24125.00     | 0.03%             | 2025-03-17      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Konecranes OYJ                                         | Konecranes OYJ                                                                  | CUSIP: N/A<br>LEI: 549300EF0CDEQZBMA096       | Long             | EC               | CORP              | FI        |       459 | NS      | $14150.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Assets Holdings Ltd.                             | Power Assets Holdings Ltd.                                                      | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |      4500 | NS      | $24594.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Safestore Holdings plc                                 | Safestore Holdings plc                                                          | CUSIP: N/A<br>LEI: 213800WGA3YSJC1YOH73       | Long             | EC               | CORP              | GB        |      2272 | NS      | $25908.52     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                              | Gjensidige Forsikring ASA                                                       | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Long             | EC               | CORP              | NO        |      1042 | NS      | $20437.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                             | Warnermedia Holdings, Inc.                                                      | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17473.83     | 0.02%             | 2024-03-15      | Fixed         | 3.43%                 | Yes           |                  2 | On Loan: No      |
| Shell International Finance BV                         | Shell International Finance BV                                                  | CUSIP: 822582CG5<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      5000 | PA      | $4387.02      | 0.01%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co. Ltd.                       | Shinhan Financial Group Co. Ltd.                                                | CUSIP: N/A<br>LEI: 988400EB8A6G49E5KO54       | Long             | EC               | CORP              | KR        |      2089 | NS      | $58156.69     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                      | Wolters Kluwer NV                                                               | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |       210 | NS      | $21973.42     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                 | General Dynamics Corp.                                                          | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        52 | NS      | $12901.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Imola Merger Corp.                                     | Imola Merger Corp.                                                              | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $95437.49     | 0.11%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                      | American Electric Power Co., Inc.                                               | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7791.06      | 0.01%             | 2062-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA            | Mediobanca Banca di Credito Finanziario SpA                                     | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | EC               | CORP              | IT        |      1832 | NS      | $17603.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                   | American Tower Corp.                                                            | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12411.06     | 0.01%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                           | Wal-Mart de Mexico SAB de CV                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |     32264 | NS      | $114045.33    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2019-KC03, Class B                                 | CUSIP: 30297UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $23255.28     | 0.03%             | 2026-01-25      | Variable      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Deere & Co.                                            | Deere & Co.                                                                     | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       223 | NS      | $95613.48     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain, Inc.                                    | Iron Mountain, Inc.                                                             | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     48000 | PA      | $44153.76     | 0.05%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                    | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6266.55      | 0.01%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| China Construction Bank Corp.                          | China Construction Bank Corp., Class H                                          | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |     57000 | NS      | $35573.55     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                 | Truist Financial Corp., Series R                                                | CUSIP: 89832Q695<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |       800 | NS      | $15272.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group, Inc.                  | Public Service Enterprise Group, Inc.                                           | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17493.78     | 0.02%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ventas, Inc.                                           | Ventas, Inc.                                                                    | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      2484 | NS      | $111904.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource, Inc.                                         | NiSource, Inc.                                                                  | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     29000 | PA      | $26143.33     | 0.03%             | 2025-08-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2018-36, Class SG                                                  | CUSIP: 38380VU33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62212 | PA      | $6976.40      | 0.01%             | 2048-03-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co.                               | Becton Dickinson and Co.                                                        | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8582.59      | 0.01%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| IGM Financial, Inc.                                    | IGM Financial, Inc.                                                             | CUSIP: 449586106<br>LEI: 254900RYHLVJNTUFDA95 | Long             | EC               | CORP              | CA        |      1386 | NS      | $38693.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain, Inc.                                    | Iron Mountain, Inc.                                                             | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     84000 | PA      | $77246.40     | 0.09%             | 2027-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Tesco plc                                              | Tesco plc                                                                       | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |      7542 | NS      | $20324.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp.                                            | FANUC Corp.                                                                     | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |       800 | NS      | $119717.27    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                           | Iberdrola SA                                                                    | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |     19549 | NS      | $228205.31    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                            | Cie Financiere Richemont SA (Registered)                                        | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |       352 | NS      | $45640.31     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Randstad NV                                            | Randstad NV                                                                     | CUSIP: N/A<br>LEI: 7245009EAAUUQJ0U4T57       | Long             | EC               | CORP              | NL        |       402 | NS      | $24563.17     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    136000 | PA      | $120052.64    | 0.14%             | 2029-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Edison, Inc.                              | Consolidated Edison, Inc.                                                       | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       697 | NS      | $66431.07     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                 | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38787.13     | 0.04%             | 2025-04-24      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                             | US Bancorp                                                                      | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49050.00     | 0.06%             | 2027-01-15      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                               | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46611.65     | 0.05%             | 2026-02-11      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                             | Dana, Inc.                                                                      | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    115000 | PA      | $106675.84    | 0.12%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc., Series U                                                       | CUSIP: 172967MG3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     61000 | PA      | $54290.75     | 0.06%             | 2024-09-12      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                    | Newell Brands, Inc.                                                             | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      4753 | NS      | $62169.24     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners plc                     | Coca-Cola Europacific Partners plc                                              | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | EC               | CORP              | GB        |       734 | NS      | $40604.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K734, Class X3 | CUSIP: 3137FLN67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120000 | PA      | $7328.26      | 0.01%             | 2026-07-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Italgas SpA                                            | Italgas SpA                                                                     | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |      3950 | NS      | $21932.01     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                     | Southern Co. (The)                                                              | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      1261 | NS      | $90048.01     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                  | FHLMC, STRIPS, Series 316, Class S7                                             | CUSIP: 31325UU20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    162898 | PA      | $15508.74     | 0.02%             | 2043-11-15      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Kyushu Railway Co.                                     | Kyushu Railway Co.                                                              | CUSIP: N/A<br>LEI: 5299002CCI6HLWAN3K50       | Long             | EC               | CORP              | JP        |      1800 | NS      | $39858.46     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2019-22, Class SM                                                  | CUSIP: 38381RDN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158764 | PA      | $16593.90     | 0.02%             | 2049-02-20      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp.                                     | Kimco Realty Corp.                                                              | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |      3856 | NS      | $81670.08     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                           | ING Groep NV                                                                    | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $145723.86    | 0.17%             | 2027-05-16      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                               | Bristol-Myers Squibb Co.                                                        | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8007.90      | 0.01%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Annaly Capital Management, Inc.                        | Annaly Capital Management, Inc.                                                 | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |      2834 | NS      | $59745.99     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                | MPLX LP                                                                         | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2527.10      | 0.00%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                  | Elevance Health, Inc.                                                           | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3797.05      | 0.00%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                | MPLX LP                                                                         | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8022.33      | 0.01%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                               | Snam SpA                                                                        | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |      4993 | NS      | $24210.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Electric Power Development Co. Ltd.                    | Electric Power Development Co. Ltd.                                             | CUSIP: N/A<br>LEI: 549300KMHPUAQI8VEH90       | Long             | EC               | CORP              | JP        |      3100 | NS      | $49233.76     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                     | T-Mobile USA, Inc.                                                              | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28851.16     | 0.03%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                             | Charles Schwab Corp. (The), Series G                                            | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24450.00     | 0.03%             | 2025-06-01      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| NOS SGPS SA                                            | NOS SGPS SA                                                                     | CUSIP: N/A<br>LEI: 5493004DM8FGIY6QKF37       | Long             | EC               | CORP              | PT        |      3818 | NS      | $15465.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BP plc                                                 | BP plc                                                                          | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |     23559 | NS      | $135934.06    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                     | Altria Group, Inc.                                                              | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4797.64      | 0.01%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                           | Vistra Corp.                                                                    | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12739.06     | 0.01%             | 2026-12-15      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Chugoku Electric Power Co., Inc. (The)                 | Chugoku Electric Power Co., Inc. (The)                                          | CUSIP: N/A<br>LEI: 353800MV866ELME96Q46       | Long             | EC               | CORP              | JP        |      1400 | NS      | $7179.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                               | Itau Unibanco Holding SA (Preference)                                           | CUSIP: N/A<br>LEI: 5493002W2IVG62O3ZJ94       | Long             | EC               | CORP              | BR        |     12237 | NS      | $58012.62     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                           | AbbVie, Inc.                                                                    | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19529.67     | 0.02%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd.                      | Singapore Telecommunications Ltd.                                               | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |     12900 | NS      | $24733.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                             | Constellation Brands, Inc.                                                      | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7943.95      | 0.01%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                     | State Street Corp., Series H                                                    | CUSIP: 857477BA0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4641.38      | 0.01%             | 2023-12-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                  | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 65339KCF5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16775.93     | 0.02%             | 2024-06-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                              | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14893.49     | 0.02%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                          | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    163000 | PA      | $154139.77    | 0.18%             | 2026-01-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12263 | PA      | $10766.51     | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                  | Coinbase Global, Inc.                                                           | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     35000 | PA      | $18501.00     | 0.02%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: —       |
| EDP - Energias de Portugal SA                          | EDP - Energias de Portugal SA                                                   | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | EC               | CORP              | PT        |      4642 | NS      | $23139.48     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                           | Tallgrass Energy Partners LP                                                    | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4434.20      | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LyondellBasell Industries NV                           | LyondellBasell Industries NV, Class A                                           | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |       759 | NS      | $63019.77     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enagas SA                                              | Enagas SA                                                                       | CUSIP: N/A<br>LEI: 213800OU3FQKGM4M2U23       | Long             | EC               | CORP              | ES        |      1197 | NS      | $19904.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                   | Glencore Funding LLC                                                            | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4870.14      | 0.01%             | 2030-09-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Lennar Corp.                                           | Lennar Corp.                                                                    | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19450.70     | 0.02%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                               | Hera SpA                                                                        | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | EC               | CORP              | IT        |      7735 | NS      | $20862.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co., Series BB                                                    | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21881.63     | 0.03%             | 2026-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Precision Drilling Corp.                               | Precision Drilling Corp.                                                        | CUSIP: 740212AL9<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |     23000 | PA      | $22252.50     | 0.03%             | 2026-01-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GYE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48101.82     | 0.06%             | 2024-09-10      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| Laureate Education, Inc.                               | Laureate Education, Inc., Class A                                               | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |      1911 | NS      | $18383.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp.                                           | Lennar Corp.                                                                    | CUSIP: 526057CT9<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14033.12     | 0.02%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                               | Bausch Health Cos., Inc.                                                        | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $19186.40     | 0.02%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Calpine Corp.                                          | Calpine Corp.                                                                   | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66898.37     | 0.08%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| New Albertsons LP                                      | New Albertsons LP                                                               | CUSIP: 013104AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $21262.50     | 0.02%             | 2029-08-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                           | Performance Food Group, Inc.                                                    | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18863.30     | 0.02%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CommScope, Inc.                                        | CommScope, Inc.                                                                 | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58125.00     | 0.07%             | 2027-03-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Telia Co. AB                                           | Telia Co. AB                                                                    | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |      7396 | NS      | $18898.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sprint LLC                                             | Sprint LLC                                                                      | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     71000 | PA      | $72387.34     | 0.08%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                     | Altria Group, Inc.                                                              | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3767.65      | 0.00%             | 2025-05-06      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                         | Thermo Fisher Scientific, Inc.                                                  | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17055.17     | 0.02%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                            | IQVIA, Inc.                                                                     | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190660.00    | 0.22%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Nokia OYJ                                              | Nokia OYJ                                                                       | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     12000 | PA      | $11328.83     | 0.01%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank Rakyat Indonesia Persero Tbk. PT                  | Bank Rakyat Indonesia Persero Tbk. PT                                           | CUSIP: N/A<br>LEI: 254900HB6S4B12GBNP64       | Long             | EC               | CORP              | ID        |    460240 | NS      | $145919.21    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                      | Hertz Corp. (The)                                                               | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83750.00     | 0.10%             | 2026-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ITC Holdings Corp.                                     | ITC Holdings Corp.                                                              | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4217.73      | 0.00%             | 2030-05-14      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| EOG Resources, Inc.                                    | EOG Resources, Inc.                                                             | CUSIP: 26875PAQ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2849.30      | 0.00%             | 2036-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                | Equitable Financial Life Global Funding                                         | CUSIP: 29449WAP2<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19954.60     | 0.02%             | 2025-12-02      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TriMas Corp.                                           | TriMas Corp.                                                                    | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |     54000 | PA      | $47115.00     | 0.05%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Ameren Corp.                                           | Ameren Corp.                                                                    | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4422.06      | 0.01%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARTERIA Networks Corp.                                 | ARTERIA Networks Corp.                                                          | CUSIP: N/A<br>LEI: 353800EX93NBF7DHNR51       | Long             | EC               | CORP              | JP        |      1600 | NS      | $15074.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                                       | Clorox Co. (The)                                                                | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       466 | NS      | $65393.78     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                  | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17355.76     | 0.02%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                | Bath & Body Works, Inc.                                                         | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98720.00     | 0.11%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Ardagh Packaging Finance plc                           | Ardagh Packaging Finance plc                                                    | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $173240.62    | 0.20%             | 2026-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                         | Citizens Financial Group, Inc., Series G                                        | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8027.59      | 0.01%             | 2026-10-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| AGL Energy Ltd.                                        | AGL Energy Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300QAZ8A74DEDXO80       | Long             | EC               | CORP              | AU        |     13830 | NS      | $75706.63     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Telecom Co. Ltd.                                    | SK Telecom Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 9884003WEA1PHW006037       | Long             | EC               | CORP              | KR        |      2472 | NS      | $92734.24     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Equitrans Midstream Corp.                              | Equitrans Midstream Corp.                                                       | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |      2520 | NS      | $16884.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Tobacco, Inc.                                    | Japan Tobacco, Inc.                                                             | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |      1700 | NS      | $34272.39     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                  | Interpublic Group of Cos., Inc. (The)                                           | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      2139 | NS      | $71250.09     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp.                                           | Avient Corp.                                                                    | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48876.60     | 0.06%             | 2030-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Baytex Energy Corp.                                    | Baytex Energy Corp.                                                             | CUSIP: 07317QAH8<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $61048.20     | 0.07%             | 2027-04-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                               | CUSIP: 06748C339<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |        77 | PA      | $853150.76    | 0.98%             | 2023-03-09      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                  | Avantor Funding, Inc.                                                           | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77234.40     | 0.09%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| iHeartMedia, Inc.                                      | iHeartMedia, Inc., Class A                                                      | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1228 | NS      | $7527.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Severstal PAO                                          | Severstal PAO                                                                   | CUSIP: 818150302<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |      1066 | NS      | $363.31       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Enbridge, Inc.                                         | Enbridge, Inc., Series 16-A                                                     | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $7345.91      | 0.01%             | 2077-01-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                               | CUSIP: 404280CW7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $190492.15    | 0.22%             | 2024-11-22      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                        | B&G Foods, Inc.                                                                 | CUSIP: 05508RAE6<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    146000 | PA      | $128028.52    | 0.15%             | 2025-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                  | McCormick & Co., Inc.                                                           | CUSIP: 579780AM9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5808.60      | 0.01%             | 2024-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Mellon Capital IV                                      | Mellon Capital IV, Series 1                                                     | CUSIP: 58551TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8052.37      | 0.01%             | 2023-02-03      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| JPMorgan Managed Income Fund                           | JPMorgan Managed Income Fund, Class L                                           | CUSIP: 48121A415<br>LEI: 54930080XGK0GXPQLV03 | Long             |  | RF                | US        |    138926 | NS      | $1386477.71   | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Plus Corp.                                    | Superior Plus Corp.                                                             | CUSIP: 86828P103<br>LEI: 52990059VEQM9RBM0045 | Long             | EC               | CORP              | CA        |      2560 | NS      | $21232.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                                        | Air Lease Corp.                                                                 | CUSIP: 00914AAL6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11335.13     | 0.01%             | 2024-02-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| SCE Trust VI                                           | SCE Trust VI                                                                    | CUSIP: 78410V200<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3892 | NS      | $67759.72     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co. Gas Capital Corp.                         | Southern Co. Gas Capital Corp., Series 20-A                                     | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1532.61      | 0.00%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Navigator Co. SA (The)                                 | Navigator Co. SA (The)                                                          | CUSIP: N/A<br>LEI: 549300UNIB7M2AXUXS35       | Long             | EC               | CORP              | PT        |      4670 | NS      | $17266.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Insignia Financial Ltd.                                | Insignia Financial Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      8044 | NS      | $18302.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp., Series KK                                                | CUSIP: 06053U601<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |       725 | NS      | $15181.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2017-112, Class S                                                  | CUSIP: 38380TZG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    103669 | PA      | $10451.14     | 0.01%             | 2047-07-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| NCR Corp.                                              | NCR Corp.                                                                       | CUSIP: 62886EAU2<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23923.12     | 0.03%             | 2027-09-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MGM Resorts International                              | MGM Resorts International                                                       | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183344.74    | 0.21%             | 2026-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                      | NatWest Group plc                                                               | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $184689.34    | 0.21%             | 2025-12-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                                              | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $69969.28     | 0.08%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                   | Glencore Funding LLC                                                            | CUSIP: 378272AT5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15743.44     | 0.02%             | 2024-03-12      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                  | Parker-Hannifin Corp.                                                           | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22504.35     | 0.03%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                    | Station Casinos LLC                                                             | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60856.72     | 0.07%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Kilroy Realty Corp.                                    | Kilroy Realty Corp.                                                             | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |       680 | NS      | $26295.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                             | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |       970 | NS      | $24331.15     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                            | Capital One Financial Corp., Series M                                           | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     54000 | PA      | $42410.56     | 0.05%             | 2026-09-01      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Big Yellow Group plc                                   | Big Yellow Group plc                                                            | CUSIP: N/A<br>LEI: 213800W7Q4V2ZI8LIW31       | Long             | EC               | CORP              | GB        |      1489 | NS      | $20624.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Gas Co. Ltd.                                     | Osaka Gas Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |       400 | NS      | $6445.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Radian Group, Inc.                                     | Radian Group, Inc.                                                              | CUSIP: 750236AU5<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38582.40     | 0.04%             | 2024-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Melexis NV                                             | Melexis NV                                                                      | CUSIP: N/A<br>LEI: 549300QRPSGOJRPUFO80       | Long             | EC               | CORP              | BE        |       178 | NS      | $15494.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan U.S. Government Money Market Fund             | JPMorgan U.S. Government Money Market Fund, Share Class IM                      | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |   1456582 | NS      | $1456582.01   | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd.                                               | ABB Ltd. (Registered)                                                           | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |       777 | NS      | $23681.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Scripps Escrow II, Inc.                                | Scripps Escrow II, Inc.                                                         | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $36112.50     | 0.04%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| IG Group Holdings plc                                  | IG Group Holdings plc                                                           | CUSIP: N/A<br>LEI: 2138003A5Q1M7ANOUD76       | Long             | EC               | CORP              | GB        |      1868 | NS      | $17600.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                     | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $208000.00    | 0.24%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Shaw Communications, Inc.                              | Shaw Communications, Inc., Class B                                              | CUSIP: 82028K200<br>LEI: 549300SCT0RG6178CI40 | Long             | EC               | CORP              | CA        |      2459 | NS      | $70846.08     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co.                                | International Paper Co.                                                         | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      1461 | NS      | $50594.43     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications, Inc.                            | Rogers Communications, Inc.                                                     | CUSIP: 775109BS9<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $35296.30     | 0.04%             | 2082-03-15      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                          | Koninklijke Ahold Delhaize NV                                                   | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |       935 | NS      | $26882.46     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2020-K737, Class B                                 | CUSIP: 30300SAS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $90770.23     | 0.10%             | 2053-01-25      | Variable      | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Entegris, Inc.                                         | Entegris, Inc.                                                                  | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    125000 | PA      | $101781.25    | 0.12%             | 2029-05-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: —       |
| Go Daddy Operating Co. LLC                             | Go Daddy Operating Co. LLC                                                      | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47323.00     | 0.05%             | 2027-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV              | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     16000 | PA      | $18868.12     | 0.02%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                           | CUSIP: 06051GJH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33559.87     | 0.04%             | 2024-10-24      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                      | American Electric Power Co., Inc.                                               | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5132.19      | 0.01%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VMware, Inc.                                           | VMware, Inc., Class A                                                           | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |       552 | NS      | $67763.52     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                  | CUSIP: 61747YEM3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46949.43     | 0.05%             | 2026-02-18      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| FMG Resources August 2006 Pty. Ltd.                    | FMG Resources August 2006 Pty. Ltd.                                             | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     12000 | PA      | $11070.00     | 0.01%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SVB Financial Group                                    | SVB Financial Group, Series C                                                   | CUSIP: 78486QAJ0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     80000 | PA      | $52801.60     | 0.06%             | 2026-05-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                           | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35044.66     | 0.04%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                           | Zoetis, Inc.                                                                    | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24479.46     | 0.03%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                   | Archrock Partners LP                                                            | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6682.65      | 0.01%             | 2027-04-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)               | PNC Financial Services Group, Inc. (The), Series T                              | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47550.00     | 0.05%             | 2026-09-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada (The)      | Bell Telephone Co. of Canada or Bell Canada (The), Series US-5                  | CUSIP: 0778FPAG4<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      6000 | PA      | $4692.78      | 0.01%             | 2032-02-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                  | Directv Financing LLC                                                           | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $89466.00     | 0.10%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| VMware, Inc.                                           | VMware, Inc.                                                                    | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11199.36     | 0.01%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                  | Entergy Louisiana LLC                                                           | CUSIP: 29364WBK3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10239.25     | 0.01%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Capital II                               | Goldman Sachs Capital II                                                        | CUSIP: 381427AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $16529.48     | 0.02%             | 2023-02-03      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Transocean Proteus Ltd.                                | Transocean Proteus Ltd.                                                         | CUSIP: 893829AA9<br>LEI: 5493000CTMQ2LH21VM89 | Long             | DBT              | CORP              | KY        |     13600 | PA      | $13397.00     | 0.02%             | 2024-12-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                | Hyundai Capital America                                                         | CUSIP: 44891ACA3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4103.71      | 0.00%             | 2028-09-15      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Kimberly-Clark de Mexico SAB de CV                     | Kimberly-Clark de Mexico SAB de CV, Class A                                     | CUSIP: N/A<br>LEI: 549300JGHL56QT00KT54       | Long             | EC               | CORP              | MX        |     19433 | NS      | $32979.21     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                                            | Swisscom AG (Registered)                                                        | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               | CORP              | CH        |        44 | NS      | $24103.69     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                        | ASML Holding NV                                                                 | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |        94 | NS      | $51253.70     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| VF Corp.                                               | VF Corp.                                                                        | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |       585 | NS      | $16151.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACEA SpA                                               | ACEA SpA                                                                        | CUSIP: N/A<br>LEI: 549300Q3448N041CTH56       | Long             | EC               | CORP              | IT        |       655 | NS      | $9052.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Investec plc                                           | Investec plc                                                                    | CUSIP: N/A<br>LEI: 2138007Z3U5GWDN3MY22       | Long             | EC               | CORP              | GB        |      3110 | NS      | $19012.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                      | Philip Morris International, Inc.                                               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       921 | NS      | $93214.41     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | Windstream Holdings, Inc.                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |        33 | NS      | $247.50       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2018-KF53, Class B                                 | CUSIP: 35708AAG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24587 | PA      | $24111.60     | 0.03%             | 2025-10-25      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Sage Group plc (The)                                   | Sage Group plc (The)                                                            | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |      6179 | NS      | $55640.06     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BCE, Inc.                                              | BCE, Inc.                                                                       | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |      1840 | NS      | $80843.13     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries, Inc.                     | Hawaiian Electric Industries, Inc.                                              | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |       620 | NS      | $25947.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                                         | QUALCOMM, Inc.                                                                  | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5205.60      | 0.01%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                | American Airlines, Inc.                                                         | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $67315.26     | 0.08%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fiserv, Inc.                                           | Fiserv, Inc.                                                                    | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16845.47     | 0.02%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                    | Realty Income Corp.                                                             | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |       994 | NS      | $63049.42     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd.                                | DBS Group Holdings Ltd.                                                         | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |      5000 | NS      | $126558.02    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Lear Corp.                                             | Lear Corp.                                                                      | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3761.81      | 0.00%             | 2032-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                          | Al Rajhi Bank                                                                   | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               | CORP              | SA        |      2288 | NS      | $45755.99     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Seng Bank Ltd.                                    | Hang Seng Bank Ltd.                                                             | CUSIP: N/A<br>LEI: 5493009Z5F07LWZYMK62       | Long             | EC               | CORP              | HK        |      3100 | NS      | $51417.98     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co.                                          | SM Energy Co.                                                                   | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     61000 | PA      | $58756.42     | 0.07%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Orient Overseas International Ltd.                     | Orient Overseas International Ltd.                                              | CUSIP: N/A<br>LEI: 529900DQ426GJO276W95       | Long             | EC               | CORP              | BM        |      1000 | NS      | $18023.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Redes Energeticas Nacionais SGPS SA                    | Redes Energeticas Nacionais SGPS SA                                             | CUSIP: N/A<br>LEI: 549300FR1FN48IGHR915       | Long             | EC               | CORP              | PT        |      3573 | NS      | $9640.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                            | Reckitt Benckiser Group plc                                                     | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |       492 | NS      | $34103.66     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon, Inc.                                            | Canon, Inc.                                                                     | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |      1100 | NS      | $23808.48     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Joyoung Co. Ltd.                                       | Joyoung Co. Ltd., Class A                                                       | CUSIP: N/A<br>LEI: 3003009IDE4C1JWM1R13       | Long             | EC               | CORP              | CN        |      7371 | NS      | $17526.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                 | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50213.85     | 0.06%             | 2026-09-29      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                 | Keurig Dr Pepper, Inc.                                                          | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      2822 | NS      | $100632.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Park Trust                                     | Jackson Park Trust, Series 2019-LIC, Class E                                    | CUSIP: 46868RAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $71798.27     | 0.08%             | 2039-10-14      | Variable      | 3.24%                 | Yes           |                  2 | On Loan: No      |
| NetEase, Inc.                                          | NetEase, Inc.                                                                   | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |      8000 | NS      | $116032.12    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                       | Paramount Global                                                                | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     57000 | PA      | $45941.62     | 0.05%             | 2057-02-28      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                    | Intesa Sanpaolo SpA                                                             | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |     31394 | NS      | $69550.63     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes, Inc.                                 | Invitation Homes, Inc.                                                          | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       911 | NS      | $27002.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2020-K737, Class C                                 | CUSIP: 30300SAU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    145000 | PA      | $128368.82    | 0.15%             | 2053-01-25      | Variable      | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                             | Charles Schwab Corp. (The), Series H                                            | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    119000 | PA      | $94896.55     | 0.11%             | 2030-12-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                          | Comcast Corp., Class A                                                          | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      4229 | NS      | $147888.13    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Alabama Power Co.                                      | Alabama Power Co.                                                               | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12455.65     | 0.01%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Avista Corp.                                           | Avista Corp.                                                                    | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |       616 | NS      | $27313.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASE Technology Holding Co. Ltd.                        | ASE Technology Holding Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 300300GO8QHPMV87NZ73       | Long             | EC               | CORP              | TW        |     15674 | NS      | $47623.56     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Midea Group Co. Ltd.                                   | Midea Group Co. Ltd., Class A                                                   | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |     10491 | NS      | $78205.54     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd.                             | Woodside Energy Group Ltd.                                                      | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |      2274 | NS      | $55072.20     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                            | Huntington Bancshares, Inc., Series E                                           | CUSIP: 446150AL8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21282.60     | 0.02%             | 2023-04-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                  | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11806.66     | 0.01%             | 2079-05-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                      | Duke Energy Corp.                                                               | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14967.50     | 0.02%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nippon Steel Corp.                                     | Nippon Steel Corp.                                                              | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |      1500 | NS      | $26026.71     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HK Electric Investments & HK Electric Investments Ltd. | HK Electric Investments & HK Electric Investments Ltd.                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |      6500 | NS      | $4297.79      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                               | Motorola Solutions, Inc.                                                        | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       267 | NS      | $68808.57     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                      | Duke Energy Corp.                                                               | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10159.76     | 0.01%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co., Inc. (The)                  | Kansai Electric Power Co., Inc. (The)                                           | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |      6100 | NS      | $59236.28     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek, Inc.                                         | MediaTek, Inc.                                                                  | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |      1130 | NS      | $22847.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd.                    | Hong Kong Exchanges & Clearing Ltd.                                             | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |      1769 | NS      | $76014.38     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Broadcasting, Inc.                             | Nexstar Broadcasting, Inc., 1st Lien Term Loan B                                | CUSIP: 65336RAW8<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |     25470 | PA      | $25234.24     | 0.03%             | 2026-09-18      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                               | Lumen Technologies, Inc.                                                        | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     14928 | NS      | $77924.16     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United Utilities Group plc                             | United Utilities Group plc                                                      | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |      1982 | NS      | $23681.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                       | Paramount Global                                                                | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4910.82      | 0.01%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                           | Evergy, Inc.                                                                    | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4317.69      | 0.00%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, STRIPS, Series 356, Class S5                                             | CUSIP: 31325WWV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    210873 | PA      | $20622.62     | 0.02%             | 2047-09-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)               | PNC Financial Services Group, Inc. (The), Series V                              | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58635.00     | 0.07%             | 2027-09-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                           | Zoetis, Inc.                                                                    | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4869.20      | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                  | Cardinal Health, Inc.                                                           | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       745 | NS      | $57268.15     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies, Inc.                                | SS&C Technologies, Inc.                                                         | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     93000 | PA      | $87084.84     | 0.10%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                  | Public Service Enterprise Group, Inc.                                           | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       391 | NS      | $23956.57     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch Health Americas, Inc.                           | Bausch Health Americas, Inc.                                                    | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |    205000 | PA      | $107245.75    | 0.12%             | 2027-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Gannett Holdings LLC                                   | Gannett Holdings LLC                                                            | CUSIP: 36474GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $36675.00     | 0.04%             | 2026-11-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Pactiv Evergreen Group Issuer, Inc.                    | Pactiv Evergreen Group Issuer, Inc.                                             | CUSIP: 76174LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $177420.08    | 0.20%             | 2027-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Transcanada Trust                                      | Transcanada Trust, Series 16-A                                                  | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     33000 | PA      | $31369.41     | 0.04%             | 2076-08-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2019-KF63, Class B                                 | CUSIP: 30311FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12411 | PA      | $12012.51     | 0.01%             | 2029-05-25      | Floating      | 6.49%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                    | Herc Holdings, Inc.                                                             | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26117.00     | 0.03%             | 2027-07-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                              | HCA, Inc.                                                                       | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7784.28      | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                  | Athene Global Funding                                                           | CUSIP: 04685A2S9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47573.88     | 0.05%             | 2024-01-08      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| Diageo plc                                             | Diageo plc                                                                      | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |      4440 | NS      | $194347.13    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                        | Gap, Inc. (The)                                                                 | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35270.00     | 0.04%             | 2029-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| TC Energy Corp.                                        | TC Energy Corp.                                                                 | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      3824 | NS      | $152451.64    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pharmaceutical, Inc.                               | Par Pharmaceutical, Inc.                                                        | CUSIP: 69888XAA7<br>LEI: 549300KK5WR4MGN4YT97 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9119.70      | 0.01%             | 2027-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Staples, Inc.                                          | Staples, Inc.                                                                   | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     95000 | PA      | $81764.60     | 0.09%             | 2026-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                    | EURO STOXX 50 Index                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         1 | NC      | $-268.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp.                          | Six Flags Entertainment Corp.                                                   | CUSIP: 83001AAB8<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11553.90     | 0.01%             | 2024-07-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Summit Materials LLC                                   | Summit Materials LLC                                                            | CUSIP: 86614RAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44098.70     | 0.05%             | 2027-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Chubu Electric Power Co., Inc.                         | Chubu Electric Power Co., Inc.                                                  | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               | CORP              | JP        |      2500 | NS      | $25851.22     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                  | Lockheed Martin Corp.                                                           | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2062.05      | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PPL Corp.                                              | PPL Corp.                                                                       | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      3084 | NS      | $90114.48     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                                  | Gilead Sciences, Inc.                                                           | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     16000 | PA      | $12687.58     | 0.01%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA                                         | JBS USA LUX SA                                                                  | CUSIP: 46590XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $39963.84     | 0.05%             | 2030-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                    | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6134.31      | 0.01%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Sanlam Ltd.                                            | Sanlam Ltd.                                                                     | CUSIP: N/A<br>LEI: 37890014418406D9FC23       | Long             | EC               | CORP              | ZA        |     19363 | NS      | $55520.66     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC Co.                                                | ESC Co., Escrow                                                                 | CUSIP: 458ESCAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $3.50         | 0.00%             | 2025-07-15      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                           | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7832.02      | 0.01%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow, Inc.                                   | Scripps Escrow, Inc.                                                            | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $62475.00     | 0.07%             | 2027-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                 | Howmet Aerospace, Inc.                                                          | CUSIP: 013817AW1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    107000 | PA      | $105805.88    | 0.12%             | 2024-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                               | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      1406 | NS      | $58053.74     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental, Inc.                                | GFL Environmental, Inc.                                                         | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $167040.88    | 0.19%             | 2028-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                 | Mauser Packaging Solutions Holding Co.                                          | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    227000 | PA      | $220722.81    | 0.25%             | 2024-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                 | WEC Energy Group, Inc.                                                          | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6998.22      | 0.01%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Harsco Corp.                                           | Harsco Corp.                                                                    | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7106.10      | 0.01%             | 2027-07-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                               | Energizer Holdings, Inc.                                                        | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    140000 | PA      | $121324.46    | 0.14%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4371.92      | 0.01%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Banca Generali SpA                                     | Banca Generali SpA                                                              | CUSIP: N/A<br>LEI: 815600903231FA2E7698       | Long             | EC               | CORP              | IT        |       533 | NS      | $18296.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                             | Allison Transmission, Inc.                                                      | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60277.03     | 0.07%             | 2027-10-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                     | General Motors Financial Co., Inc.                                              | CUSIP: 37045XDU7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6757.06      | 0.01%             | 2025-04-07      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SES SA                                                 | SES SA                                                                          | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | EC               | CORP              | LU        |      1804 | NS      | $11750.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                               | ADT Security Corp. (The)                                                        | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38242.30     | 0.04%             | 2032-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Mega Financial Holding Co. Ltd.                        | Mega Financial Holding Co. Ltd.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     16286 | NS      | $16043.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                  | Alexandria Real Estate Equities, Inc.                                           | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       524 | NS      | $76331.08     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP plc                                                | WPP plc                                                                         | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |      5092 | NS      | $50308.90     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                    | Cisco Systems, Inc.                                                             | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      1393 | NS      | $66362.52     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Truck Leasing Co. LP                            | Penske Truck Leasing Co. LP                                                     | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3519.54      | 0.00%             | 2025-11-15      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| Vanguard International Semiconductor Corp.             | Vanguard International Semiconductor Corp.                                      | CUSIP: N/A<br>LEI: 2549001S5Q158BIJJO13       | Long             | EC               | CORP              | TW        |     17603 | NS      | $44212.15     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                           | Intelsat Jackson Holdings SA                                                    | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             |  | CORP              | LU        |        34 | NS      | $0.34         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HCA, Inc.                                              | HCA, Inc.                                                                       | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    274000 | PA      | $272447.04    | 0.31%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                          | Stellantis NV                                                                   | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |      7000 | NS      | $99472.55     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley, Series P                                                        | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      1780 | NS      | $44945.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Assicurazioni Generali SpA                             | Assicurazioni Generali SpA                                                      | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |      3118 | NS      | $55445.88     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                       | Wartsila OYJ Abp                                                                | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |      2924 | NS      | $24655.33     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                  | Kaiser Aluminum Corp.                                                           | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $69810.06     | 0.08%             | 2028-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                    | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5853.84      | 0.01%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2020-23                                                            | CUSIP: 38380NY52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158932 | PA      | $8234.80      | 0.01%             | 2062-04-16      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                         | NiSource, Inc.                                                                  | CUSIP: 65473PAG0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     48000 | PA      | $44760.00     | 0.05%             | 2023-06-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                           | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23057.51     | 0.03%             | 2025-12-06      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| United Urban Investment Corp.                          | United Urban Investment Corp.                                                   | CUSIP: N/A<br>LEI: 353800GYZWBD7BDCN841       | Long             | EC               | CORP              | JP        |        19 | NS      | $21707.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                      | FirstEnergy Corp.                                                               | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       615 | NS      | $25793.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Partners LP                            | Targa Resources Partners LP                                                     | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $192210.93    | 0.22%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                   | Banca Mediolanum SpA                                                            | CUSIP: N/A<br>LEI: 7LVZJ6XRIE7VNZ4UBX81       | Long             | EC               | CORP              | IT        |      6460 | NS      | $53827.63     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Insurance Group Co. of China Ltd.              | Ping An Insurance Group Co. of China Ltd., Class H                              | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | EC               | CORP              | CN        |     15249 | NS      | $100182.05    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp.                                     | State Street Corp., Series G                                                    | CUSIP: 857477855<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |       375 | NS      | $8816.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Chemical Group Corp.                        | Mitsubishi Chemical Group Corp.                                                 | CUSIP: N/A<br>LEI: 353800YNKX4RQUGAR072       | Long             | EC               | CORP              | JP        |     10300 | NS      | $53323.32     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NMG, Inc.                                              | NMG, Inc.                                                                       | CUSIP: 62929P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $303.34       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| China Resources Gas Group Ltd.                         | China Resources Gas Group Ltd.                                                  | CUSIP: N/A<br>LEI: 529900A0E1J5JSOKEK83       | Long             | EC               | CORP              | BM        |     11200 | NS      | $41782.18     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                              | Williams Cos., Inc. (The)                                                       | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4046.26      | 0.00%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                             | Avis Budget Car Rental LLC                                                      | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $21768.00     | 0.03%             | 2027-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Seagate HDD Cayman                                     | Seagate HDD Cayman                                                              | CUSIP: 81180WAR2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     95000 | PA      | $88560.34     | 0.10%             | 2027-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                              | ATI, Inc.                                                                       | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9562.85      | 0.01%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Power Corp. of Canada                                  | Power Corp. of Canada                                                           | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |      2445 | NS      | $57513.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Operating Partners LP                   | NextEra Energy Operating Partners LP                                            | CUSIP: 65342QAC6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3718.80      | 0.00%             | 2024-09-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Erste Group Bank AG                                    | Erste Group Bank AG                                                             | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |       465 | NS      | $14877.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                       | CVS Health Corp.                                                                | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4757.23      | 0.01%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fuyao Glass Industry Group Co. Ltd.                    | Fuyao Glass Industry Group Co. Ltd., Class A                                    | CUSIP: N/A<br>LEI: 549300AS5CSLWETN0P64       | Long             | EC               | CORP              | CN        |      3394 | NS      | $17166.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gray Television, Inc.                                  | Gray Television, Inc.                                                           | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39905.55     | 0.05%             | 2027-05-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Unilever plc                                           | Unilever plc                                                                    | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |      1884 | NS      | $95119.10     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                | RHP Hotel Properties LP                                                         | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     98000 | PA      | $88691.10     | 0.10%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                      | Transcanada Trust                                                               | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     37000 | PA      | $31939.13     | 0.04%             | 2079-09-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                      | Genesis Energy LP                                                               | CUSIP: 37185LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4778.55      | 0.01%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tempur Sealy International, Inc.                       | Tempur Sealy International, Inc.                                                | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126024.00    | 0.15%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ITC Holdings Corp.                                     | ITC Holdings Corp.                                                              | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19723.50     | 0.02%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                   | Anheuser-Busch InBev Worldwide, Inc.                                            | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17296.20     | 0.02%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                  | Dominion Energy, Inc., Series C                                                 | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2387.03      | 0.00%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Griffon Corp.                                          | Griffon Corp.                                                                   | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86925.00     | 0.10%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                 | Cleveland-Cliffs, Inc.                                                          | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105085.71    | 0.12%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                             | Vonovia SE                                                                      | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |      3233 | NS      | $76157.96     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                        | Norsk Hydro ASA                                                                 | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |      3634 | NS      | $27154.58     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                               | SBA Communications Corp.                                                        | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    105000 | PA      | $87306.45     | 0.10%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                         | Citizens Financial Group, Inc., Series B                                        | CUSIP: 174610AP0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17482.34     | 0.02%             | 2023-07-06      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                       | Novo Nordisk A/S, Class B                                                       | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |      1546 | NS      | $209970.86    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                               | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46300.05     | 0.05%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                 | Dell International LLC                                                          | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $17342.65     | 0.02%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                      | Algonquin Power & Utilities Corp.                                               | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |      1919 | NS      | $12500.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Capital Trust IV                               | MetLife Capital Trust IV                                                        | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $108010.79    | 0.12%             | 2037-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust     | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C31, Class B    | CUSIP: 61766RBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $42387.70     | 0.05%             | 2049-11-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| New Albertsons LP                                      | New Albertsons LP                                                               | CUSIP: 013104AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $82115.20     | 0.09%             | 2031-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                 | BP Capital Markets plc                                                          | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      7000 | PA      | $6125.00      | 0.01%             | 2030-03-22      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Callon Petroleum Co.                                   | Callon Petroleum Co.                                                            | CUSIP: 13123XAZ5<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5592.27      | 0.01%             | 2026-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                               | HP, Inc.                                                                        | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       593 | NS      | $15933.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                   | Analog Devices, Inc.                                                            | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       699 | NS      | $114656.97    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                           | Verizon Communications, Inc.                                                    | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5341.11      | 0.01%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                      | LEG Immobilien SE                                                               | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | EC               | CORP              | DE        |       591 | NS      | $38544.27     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UFC Holdings LLC                                       | UFC Holdings LLC, 1st Lien Term Loan B-3                                        | CUSIP: 90266UAJ2<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     38454 | PA      | $37899.07     | 0.04%             | 2026-04-29      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                  | CUSIP: 61772BAA1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24641.44     | 0.03%             | 2024-04-05      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                       | Jersey Central Power & Light Co.                                                | CUSIP: 476556DB8<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14789.29     | 0.02%             | 2024-04-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2018-K75, Class B                                  | CUSIP: 30296PAS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10000 | PA      | $9088.67      | 0.01%             | 2051-04-25      | Variable      | 3.98%                 | Yes           |                  2 | On Loan: No      |
| Accton Technology Corp.                                | Accton Technology Corp.                                                         | CUSIP: N/A<br>LEI: 529900M1YRZ0GWMDF920       | Long             | EC               | CORP              | TW        |      2665 | NS      | $20237.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                             | iHeartCommunications, Inc.                                                      | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     97589 | PA      | $82992.37     | 0.10%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                     | DT Midstream, Inc.                                                              | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $128866.50    | 0.15%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Service Corp. International                            | Service Corp. International                                                     | CUSIP: 817565CD4<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11208.60     | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Frontier Real Estate Investment Corp.                  | Frontier Real Estate Investment Corp.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         8 | NS      | $31166.19     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid plc                                      | National Grid plc                                                               | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |      1961 | NS      | $23491.52     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Direct Line Insurance Group plc                        | Direct Line Insurance Group plc                                                 | CUSIP: N/A<br>LEI: 213800FF2R23ALJQOP04       | Long             | EC               | CORP              | GB        |     15153 | NS      | $40388.49     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                          | CUSIP: 88033GDC1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10683.83     | 0.01%             | 2024-09-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Roche Holding AG                                       | Roche Holding AG                                                                | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       774 | NS      | $243219.87    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                             | Allianz SE (Registered)                                                         | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |      1187 | NS      | $253493.13    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| President Chain Store Corp.                            | President Chain Store Corp.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      9496 | NS      | $83960.42     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                             | US Bancorp, Series V                                                            | CUSIP: 91159HHN3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46137.03     | 0.05%             | 2026-07-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Telefonica Deutschland Holding AG                      | Telefonica Deutschland Holding AG                                               | CUSIP: N/A<br>LEI: 391200ECRPJ3SWQJUM30       | Long             | EC               | CORP              | DE        |     26560 | NS      | $65231.75     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Floating Rate Income Fund                     | JPMorgan Floating Rate Income Fund, Class R6                                    | CUSIP: 46637K257<br>LEI: K21GU2WTRTI2PVQVCH83 | Long             |  | RF                | US        |    110351 | NS      | $918120.99    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern California Gas Co.                            | Southern California Gas Co.                                                     | CUSIP: 842434CM2<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6809.79      | 0.01%             | 2024-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                         | Southern California Edison Co.                                                  | CUSIP: 842400HB2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13296.69     | 0.02%             | 2024-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                           | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     71000 | PA      | $56749.92     | 0.07%             | 2027-11-18      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co. (The)                                       | Kroger Co. (The)                                                                | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4625.76      | 0.01%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Huayu Automotive Systems Co. Ltd.                      | Huayu Automotive Systems Co. Ltd., Class A                                      | CUSIP: N/A<br>LEI: 3003001J2BNVV78BOT83       | Long             | EC               | CORP              | CN        |     17900 | NS      | $44682.82     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 4937, Class MS                                             | CUSIP: 3137FQAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117028 | PA      | $11818.63     | 0.01%             | 2049-12-25      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| Bidvest Group Ltd. (The)                               | Bidvest Group Ltd. (The)                                                        | CUSIP: N/A<br>LEI: 5299002ARE4TRMIRGM72       | Long             | EC               | CORP              | ZA        |      3505 | NS      | $44224.94     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust         | Structured Adjustable Rate Mortgage Loan Trust, Series 2007-9, Class 1A1        | CUSIP: 86364JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207960 | PA      | $182050.80    | 0.21%             | 2037-10-25      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                            | Aker BP ASA                                                                     | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |      1051 | NS      | $32665.05     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sienna Senior Living, Inc.                             | Sienna Senior Living, Inc.                                                      | CUSIP: 82621K102<br>LEI: 549300K3HNLZV4V5LL42 | Long             | EC               | CORP              | CA        |      1394 | NS      | $11222.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprint Capital Corp.                                   | Sprint Capital Corp.                                                            | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    197000 | PA      | $234449.70    | 0.27%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty, Inc.                        | Rexford Industrial Realty, Inc.                                                 | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |       879 | NS      | $48028.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NetLink NBN Trust                                      | NETLINK NBN TRUST                                                               | CUSIP: N/A<br>LEI: 25490032IBVZHHXJIM98       | Long             | EC               | CORP              | SG        |     31800 | NS      | $19708.58     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                   | NOVA Chemicals Corp.                                                            | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $32700.00     | 0.04%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| Principal Life Global Funding II                       | Principal Life Global Funding II                                                | CUSIP: 74256LEE5<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10003.95     | 0.01%             | 2025-06-23      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                           | CUSIP: 85172FAL3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26902.94     | 0.03%             | 2023-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                        | Nissan Motor Acceptance Co. LLC                                                 | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7770.62      | 0.01%             | 2028-09-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                            | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107906.57    | 0.12%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                               | Lumen Technologies, Inc., Series G                                              | CUSIP: 156686AM9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    160000 | PA      | $132859.87    | 0.15%             | 2028-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Weekley Homes LLC                                      | Weekley Homes LLC                                                               | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $84024.07     | 0.10%             | 2028-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Arconic Corp.                                          | Arconic Corp.                                                                   | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108140.62    | 0.12%             | 2025-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| KDDI Corp.                                             | KDDI Corp.                                                                      | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |       800 | NS      | $24261.51     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum China Holdings, Inc.                               | Yum China Holdings, Inc.                                                        | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |       650 | NS      | $36295.93     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc., Series T                                                       | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48500.00     | 0.06%             | 2026-08-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream Partners LP                           | EnLink Midstream Partners LP                                                    | CUSIP: 29336UAE7<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9450.48      | 0.01%             | 2025-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                          | Chevron Corp.                                                                   | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       647 | NS      | $116130.03    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                  | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38240.77     | 0.04%             | 2025-07-22      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K071, Class X3 | CUSIP: 3137FCLG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $56287.63     | 0.06%             | 2045-11-25      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $244152.90    | 0.28%             | 2029-06-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| WP Carey, Inc.                                         | WP Carey, Inc.                                                                  | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3983.85      | 0.00%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                              | Ford Motor Credit Co. LLC                                                       | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186292.00    | 0.21%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc., Series P                                                       | CUSIP: 172967JM4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     73000 | PA      | $65751.10     | 0.08%             | 2025-05-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                           | Antero Midstream Partners LP                                                    | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $54854.40     | 0.06%             | 2029-06-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Vivendi SE                                             | Vivendi SE                                                                      | CUSIP: N/A<br>LEI: 969500FU4DRAEVJW7U54       | Long             | EC               | CORP              | FR        |      5254 | NS      | $50191.16     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Quebecor Media, Inc.                                   | Quebecor Media, Inc.                                                            | CUSIP: 74819RAP1<br>LEI: 5493006O1E1TBNKPQW25 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $129689.30    | 0.15%             | 2023-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Keyera Corp.                                           | Keyera Corp.                                                                    | CUSIP: 493271100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1113 | NS      | $24323.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TietoEVRY OYJ                                          | TietoEVRY OYJ                                                                   | CUSIP: N/A<br>LEI: 549300EW2KM4KROKQV31       | Long             | EC               | CORP              | FI        |       635 | NS      | $18059.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                     | General Motors Financial Co., Inc.                                              | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9360.99      | 0.01%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                            | Amgen, Inc.                                                                     | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7814.99      | 0.01%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                                   | General Electric Co., Series D                                                  | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6877.10      | 0.01%             | 2023-03-15      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| SK Telecom Co. Ltd.                                    | SK Telecom Co. Ltd.                                                             | CUSIP: 78440P306<br>LEI: 9884003WEA1PHW006037 | Long             | EC               | CORP              | KR        |       503 | NS      | $10356.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 7-Eleven, Inc.                                         | 7-Eleven, Inc.                                                                  | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4582.16      | 0.01%             | 2031-02-10      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Seagate Technology Holdings plc                        | Seagate Technology Holdings plc                                                 | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |      1730 | NS      | $91015.30     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CBG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    972000 | PA      | $969070.71    | 1.12%             | 2023-01-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                               | ADT Security Corp. (The)                                                        | CUSIP: 00101JAH9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81184.49     | 0.09%             | 2023-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                      | Transcanada Trust                                                               | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $30212.69     | 0.03%             | 2079-09-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                             | PG&E Corp.                                                                      | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100412.68    | 0.12%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                     | Chemours Co. (The)                                                              | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     63000 | PA      | $58176.72     | 0.07%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| DHT Holdings, Inc.                                     | DHT Holdings, Inc.                                                              | CUSIP: N/A<br>LEI: 549300SMD6IVZYT74K40       | Long             | EC               | CORP              | MH        |      1695 | NS      | $15051.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                           | Target Corp.                                                                    | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       611 | NS      | $91063.44     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolon Holdings Funding Ltd.                           | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     20000 | PA      | $19146.02     | 0.02%             | 2024-07-01      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| United Airlines, Inc.                                  | United Airlines, Inc.                                                           | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64884.82     | 0.07%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Campbell Soup Co.                                      | Campbell Soup Co.                                                               | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      1332 | NS      | $75591.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.                      | American Electric Power Co., Inc.                                               | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15582.12     | 0.02%             | 2062-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                       | Skandinaviska Enskilda Banken AB, Class A                                       | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |      2077 | NS      | $23912.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp.                                     | State Street Corp.                                                              | CUSIP: 857477BS1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8982.36      | 0.01%             | 2028-02-07      | Variable      | 2.20%                 | No            |                  2 | On Loan: —       |
| TransAlta Renewables, Inc.                             | TransAlta Renewables, Inc.                                                      | CUSIP: 893463109<br>LEI: 529900U45A1JKZFABZ35 | Long             | EC               | CORP              | CA        |      1740 | NS      | $14457.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Aerospace Holdings Ltd.                           | Park Aerospace Holdings Ltd.                                                    | CUSIP: 70014LAB6<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |     11000 | PA      | $10856.55     | 0.01%             | 2024-02-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                               | WESCO Distribution, Inc.                                                        | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40500.48     | 0.05%             | 2025-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2019-42, Class SJ                                                  | CUSIP: 38381TF59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    128114 | PA      | $12922.54     | 0.01%             | 2049-04-20      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc., Series W                                                       | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     37000 | PA      | $32231.44     | 0.04%             | 2025-12-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                       | Sabre GLBL, Inc.                                                                | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109573.97    | 0.13%             | 2025-04-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                              | Ford Motor Credit Co. LLC                                                       | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184281.00    | 0.21%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                      | American Electric Power Co., Inc.                                               | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       351 | NS      | $33327.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty LP                                       | Kilroy Realty LP                                                                | CUSIP: 49427RAM4<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9571.62      | 0.01%             | 2024-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2018-KF45, Class B                                 | CUSIP: 30296TAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4269 | PA      | $4139.95      | 0.00%             | 2025-03-25      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle, Inc.                                     | Crown Castle, Inc.                                                              | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |       139 | NS      | $18853.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K729, Class X3 | CUSIP: 3137FCM76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1211852 | PA      | $36895.32     | 0.04%             | 2044-11-25      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| Comforia Residential REIT, Inc.                        | Comforia Residential REIT, Inc.                                                 | CUSIP: N/A<br>LEI: 353800BJ2SV3UPG9JU05       | Long             | EC               | CORP              | JP        |         8 | NS      | $18023.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                  | Pilgrim's Pride Corp.                                                           | CUSIP: 72147KAE8<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37829.08     | 0.04%             | 2027-09-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ITC Holdings Corp.                                     | ITC Holdings Corp.                                                              | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9206.94      | 0.01%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                               | Celanese US Holdings LLC                                                        | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10957.20     | 0.01%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                   | Ally Financial, Inc.                                                            | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40261.50     | 0.05%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ESR Kendall Square REIT Co. Ltd.                       | ESR Kendall Square REIT Co. Ltd.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      2093 | NS      | $6615.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                | E.ON SE                                                                         | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |      2330 | NS      | $23164.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                  | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 302570AX4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     39000 | PA      | $32958.33     | 0.04%             | 2067-06-15      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                      | Yum! Brands, Inc.                                                               | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22020.00     | 0.03%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| S&P Global, Inc.                                       | S&P Global, Inc.                                                                | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10959.49     | 0.01%             | 2027-03-01      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Southern Copper Corp.                                  | Southern Copper Corp.                                                           | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      1986 | NS      | $119934.54    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Audacy Capital Corp.                                   | Audacy Capital Corp.                                                            | CUSIP: 29365DAA7<br>LEI: 549300S5JUSXRHNCHD80 | Long             | DBT              | CORP              | US        |     41000 | PA      | $7713.89      | 0.01%             | 2027-05-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                  | Alexandria Real Estate Equities, Inc.                                           | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4251.48      | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Shell plc                                              | Shell plc                                                                       | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      4217 | NS      | $118880.68    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                     | Berry Global, Inc.                                                              | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     84000 | PA      | $80871.47     | 0.09%             | 2026-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Rubis SCA                                              | Rubis SCA                                                                       | CUSIP: N/A<br>LEI: 969500MGFIKUGLTC9742       | Long             | EC               | CORP              | FR        |       853 | NS      | $22461.32     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                            | Rogers Communications, Inc.                                                     | CUSIP: 775109CB5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4626.33      | 0.01%             | 2027-03-15      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Sempra Energy                                          | Sempra Energy                                                                   | CUSIP: 816851604<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |       100 | NS      | $2163.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.                            | L3Harris Technologies, Inc.                                                     | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3837.20      | 0.00%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                        | Air Lease Corp.                                                                 | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4683.29      | 0.01%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Park Hotels & Resorts, Inc.                            | Park Hotels & Resorts, Inc.                                                     | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |      1429 | NS      | $16847.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.                         | Citizens Financial Group, Inc., Series C                                        | CUSIP: 174610AQ8<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2732.33      | 0.00%             | 2024-04-06      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                             | LABL, Inc.                                                                      | CUSIP: 50168AAB6<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94259.38     | 0.11%             | 2026-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| United Rentals North America, Inc.                     | United Rentals North America, Inc.                                              | CUSIP: 911365BF0<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5923.20      | 0.01%             | 2027-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp.                                        | Albemarle Corp.                                                                 | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13652.46     | 0.02%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| AT&T, Inc.                                             | AT&T, Inc.                                                                      | CUSIP: 00206RHT2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14621.68     | 0.02%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                   | Ally Financial, Inc.                                                            | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106562.26    | 0.12%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                          | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28815.30     | 0.03%             | 2027-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets plc                                 | BP Capital Markets plc                                                          | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $61250.00     | 0.07%             | 2030-03-22      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| JB Poindexter & Co., Inc.                              | JB Poindexter & Co., Inc.                                                       | CUSIP: 730481AJ7<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29915.00     | 0.03%             | 2026-04-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                       | ABN AMRO Bank NV                                                                | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |      1312 | NS      | $18168.54     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp.                                      | BAT Capital Corp.                                                               | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6220.01      | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                     | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |      7609 | NS      | $45831.05     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SVB Financial Group                                    | SVB Financial Group, Series C                                                   | CUSIP: 78486QAJ0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3300.10      | 0.00%             | 2026-05-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                              | Darling Ingredients, Inc.                                                       | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11548.08     | 0.01%             | 2027-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Yue Yuen Industrial Holdings Ltd.                      | Yue Yuen Industrial Holdings Ltd.                                               | CUSIP: N/A<br>LEI: 254900YUFIBANZ1XU687       | Long             | EC               | CORP              | BM        |     12000 | NS      | $16793.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dell International LLC                                 | Dell International LLC                                                          | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4921.50      | 0.01%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)               | PNC Financial Services Group, Inc. (The)                                        | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10078.70     | 0.01%             | 2028-12-02      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                 | WEC Energy Group, Inc.                                                          | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3898.62      | 0.00%             | 2030-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Segro plc                                              | Segro plc                                                                       | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        |      2732 | NS      | $25167.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Calpine Corp.                                          | Calpine Corp.                                                                   | CUSIP: 131347CK0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27623.30     | 0.03%             | 2026-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                                                  | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5288.04      | 0.01%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158000 | PA      | $147267.06    | 0.17%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust, Series 2017-P7, Class D                    | CUSIP: 17325HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23000 | PA      | $15251.39     | 0.02%             | 2050-04-14      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust          | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR5, Class A6        | CUSIP: 92922FM21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9392 | PA      | $9110.86      | 0.01%             | 2035-05-25      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Tohoku Electric Power Co., Inc.                        | Tohoku Electric Power Co., Inc.                                                 | CUSIP: N/A<br>LEI: 353800KTF7EYIIYHY088       | Long             | EC               | CORP              | JP        |      5100 | NS      | $26714.32     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings, Inc.                            | Tokio Marine Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |      4900 | NS      | $104675.73    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                       | CMS Energy Corp.                                                                | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17299.19     | 0.02%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                | BASF SE                                                                         | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |       596 | NS      | $29346.23     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple, Inc.                                            | Apple, Inc.                                                                     | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2976.08      | 0.00%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                           | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31043.78     | 0.04%             | 2025-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Group, Inc.                              | T. Rowe Price Group, Inc.                                                       | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       550 | NS      | $59983.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris, Inc.                                          | Viatris, Inc.                                                                   | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      2361 | NS      | $26277.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Discovery Communications LLC                           | Discovery Communications LLC                                                    | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4120.44      | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                               | CenterPoint Energy, Inc., Series A                                              | CUSIP: 15189TAS6<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13160.00     | 0.02%             | 2023-09-01      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Elkem ASA                                              | Elkem ASA                                                                       | CUSIP: N/A<br>LEI: 549300CVBE06T0SH6T76       | Long             | EC               | CORP              | NO        |      5148 | NS      | $18529.25     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Philip Morris International, Inc.                      | Philip Morris International, Inc.                                               | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15067.39     | 0.02%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                     | Toyota Motor Corp.                                                              | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |      5400 | NS      | $73669.74     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc.                              | First Student Bidco, Inc.                                                       | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $62034.55     | 0.07%             | 2029-07-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Hologic, Inc.                                          | Hologic, Inc.                                                                   | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23557.38     | 0.03%             | 2028-02-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K726, Class X3 | CUSIP: 3137BYPT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151020 | PA      | $3992.74      | 0.00%             | 2044-07-25      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                    | Coca-Cola Co. (The)                                                             | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      6525 | NS      | $415055.25    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| VTech Holdings Ltd.                                    | VTech Holdings Ltd.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      2800 | NS      | $18006.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co., Series U                                                     | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9650.00      | 0.01%             | 2025-06-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                     | Chemours Co. (The)                                                              | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     32000 | PA      | $28743.36     | 0.03%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies BV                                | Sensata Technologies BV                                                         | CUSIP: 81725WAH6<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    125000 | PA      | $123797.50    | 0.14%             | 2024-11-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp.                                         | DISH DBS Corp.                                                                  | CUSIP: 25470XAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    223000 | PA      | $221975.30    | 0.26%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Proximus SADP                                          | Proximus SADP                                                                   | CUSIP: N/A<br>LEI: 549300CWRXC5EP004533       | Long             | EC               | CORP              | BE        |      1916 | NS      | $18498.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group, Inc.                               | KB Financial Group, Inc.                                                        | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |      1492 | NS      | $57162.48     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co., Series Z                                                     | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      5300 | NS      | $97096.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Ltd.                                          | WH Group Ltd.                                                                   | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |     26134 | NS      | $15242.35     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                 | Keurig Dr Pepper, Inc.                                                          | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9585.90      | 0.01%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Bendigo & Adelaide Bank Ltd.                           | Bendigo & Adelaide Bank Ltd.                                                    | CUSIP: N/A<br>LEI: 549300Y9URD6W70K0360       | Long             | EC               | CORP              | AU        |      3811 | NS      | $25291.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp., Series X                                                 | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    107000 | PA      | $102758.61    | 0.12%             | 2024-09-05      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Forestry Co. Ltd.                             | Sumitomo Forestry Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 549300FIIRGO6D5FWR19       | Long             | EC               | CORP              | JP        |       800 | NS      | $14138.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                 | CUSIP: 172967MT5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57489.53     | 0.07%             | 2024-10-30      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                   | TJX Cos., Inc. (The)                                                            | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      1416 | NS      | $112713.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower, Inc.                                        | Welltower, Inc.                                                                 | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |      1849 | NS      | $121201.95    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                              | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4718.54      | 0.01%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                   | Coterra Energy, Inc.                                                            | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      1983 | NS      | $48722.31     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co. Ltd.                           | Japan Post Holdings Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |      7000 | NS      | $58897.70     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2012-75, Class DS                                           | CUSIP: 3136A6W83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137986 | PA      | $12420.64     | 0.01%             | 2042-07-25      | Floating      | 1.56%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                             | Warnermedia Holdings, Inc.                                                      | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     52000 | PA      | $46827.53     | 0.05%             | 2027-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SFL Corp. Ltd.                                         | SFL Corp. Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300RLYYPSB0C7RH77       | Long             | EC               | CORP              | BM        |      2482 | NS      | $22884.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp.                                           | Lennar Corp.                                                                    | CUSIP: 526057CR3<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45193.96     | 0.05%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                 | Norfolk Southern Corp.                                                          | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       329 | NS      | $81072.18     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Racer Midstream LLC                               | Blue Racer Midstream LLC                                                        | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $33878.95     | 0.04%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                         | Takeda Pharmaceutical Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |      1700 | NS      | $53119.38     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                              | Zayo Group Holdings, Inc.                                                       | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    140000 | PA      | $103399.80    | 0.12%             | 2027-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Chartwell Retirement Residences                        | Chartwell Retirement Residences                                                 | CUSIP: 16141A103<br>LEI: 549300M7UBEIZBWP4069 | Long             | EC               | CORP              | CA        |      2329 | NS      | $14517.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software, Inc.                    | Take-Two Interactive Software, Inc.                                             | CUSIP: 874054AF6<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10585.95     | 0.01%             | 2025-04-14      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                    | Take-Two Interactive Software, Inc.                                             | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21643.51     | 0.02%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Aozora Bank Ltd.                                       | Aozora Bank Ltd.                                                                | CUSIP: N/A<br>LEI: X0XUGKC9FD2CYUQNC010       | Long             | EC               | CORP              | JP        |      2200 | NS      | $43240.25     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                     | Morgan Stanley Mortgage Loan Trust, Series 2004-5AR, Class 4A                   | CUSIP: 61748HAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        96 | PA      | $86.70        | 0.00%             | 2034-07-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| VICI Properties, Inc.                                  | VICI Properties, Inc.                                                           | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      4184 | NS      | $135561.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp. (The)                                   | Allstate Corp. (The), Series H                                                  | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |      1156 | NS      | $22900.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley                                         | Morgan Stanley, Series K                                                        | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      2073 | NS      | $47699.73     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Centene Corp.                                          | Centene Corp.                                                                   | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    330000 | PA      | $278972.10    | 0.32%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio, Inc.                                  | Sirius XM Radio, Inc.                                                           | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     53000 | PA      | $48991.14     | 0.06%             | 2027-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| China Petroleum & Chemical Corp.                       | China Petroleum & Chemical Corp., Class H                                       | CUSIP: N/A<br>LEI: 529900A2OB24EZ5B3J19       | Long             | EC               | CORP              | CN        |    170000 | NS      | $81908.06     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Warehouses De Pauw CVA                                 | Warehouses De Pauw CVA                                                          | CUSIP: N/A<br>LEI: 549300HWDYC5JXC85138       | Long             | EC               | CORP              | BE        |       729 | NS      | $20883.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                      | Lamar Media Corp.                                                               | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $78045.03     | 0.09%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Lowe's Cos., Inc.                                      | Lowe's Cos., Inc.                                                               | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16897.75     | 0.02%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp.                               | Manulife Financial Corp.                                                        | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |      3581 | NS      | $63870.86     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources, Inc.                               | Comstock Resources, Inc.                                                        | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81225.00     | 0.09%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Zurich Insurance Group AG                              | Zurich Insurance Group AG                                                       | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |       453 | NS      | $216569.04    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Dow, Inc.                                              | Dow, Inc.                                                                       | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      1171 | NS      | $59006.69     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibson Energy, Inc.                                    | Gibson Energy, Inc.                                                             | CUSIP: 374825206<br>LEI: 549300WYW5D9I3FR0643 | Long             | EC               | CORP              | CA        |      1297 | NS      | $22644.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                    | SVB Financial Group                                                             | CUSIP: 78486QAD3<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9600.89      | 0.01%             | 2025-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Procter & Gamble Co. (The)                             | Procter & Gamble Co. (The)                                                      | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      1805 | NS      | $273565.80    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2018-KF43, Class B                                 | CUSIP: 30296DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21474 | PA      | $20409.17     | 0.02%             | 2028-01-25      | Floating      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| Emergent BioSolutions, Inc.                            | Emergent BioSolutions, Inc.                                                     | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |     95000 | PA      | $47221.65     | 0.05%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                          | UniCredit SpA                                                                   | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |      2275 | NS      | $32281.26     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                   | Travel + Leisure Co.                                                            | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23727.25     | 0.03%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                | Progressive Corp. (The), Series B                                               | CUSIP: 743315AU7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     53000 | PA      | $50747.50     | 0.06%             | 2023-03-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Americold Realty Trust, Inc.                           | Americold Realty Trust, Inc.                                                    | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |      1661 | NS      | $47022.91     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies BV                                | Sensata Technologies BV                                                         | CUSIP: 81725WAJ2<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     30000 | PA      | $29298.33     | 0.03%             | 2025-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CenturyLink, Inc.                                      | CenturyLink, Inc., 1st Lien Term Loan B                                         | CUSIP: 15669GAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7591 | PA      | $7199.58      | 0.01%             | 2027-03-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings, Inc.                       | AMC Entertainment Holdings, Inc.                                                | CUSIP: 00165CAP9<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |     80862 | PA      | $32749.11     | 0.04%             | 2026-06-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: —       |
| Truist Financial Corp.                                 | Truist Financial Corp.                                                          | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      1552 | NS      | $66782.56     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arches Buyer, Inc.                                     | Arches Buyer, Inc.                                                              | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     85000 | PA      | $66478.62     | 0.08%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The), Series T                                       | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     69000 | PA      | $56214.42     | 0.06%             | 2026-05-10      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp., Series DD                                                | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     89000 | PA      | $88339.06     | 0.10%             | 2026-03-10      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| China Construction Bank Corp.                          | China Construction Bank Corp., Class H                                          | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |     73385 | NS      | $45894.21     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                   | Steel Dynamics, Inc.                                                            | CUSIP: 858119BF6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15009.52     | 0.02%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                       | BP Capital Markets America, Inc.                                                | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2753.22      | 0.00%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                         | Univision Communications, Inc.                                                  | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58538.20     | 0.07%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                              | Toyota Motor Credit Corp.                                                       | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6526.45      | 0.01%             | 2027-03-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Clearway Energy, Inc.                                  | Clearway Energy, Inc., Class C                                                  | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |       622 | NS      | $19823.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA                                              | Endesa SA                                                                       | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |      4582 | NS      | $86354.90     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                  | Global Payments, Inc.                                                           | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3942.84      | 0.00%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                     | State Street Corp., Series H                                                    | CUSIP: 857477BA0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24135.19     | 0.03%             | 2023-12-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Bausch Health Americas, Inc.                           | Bausch Health Americas, Inc.                                                    | CUSIP: 91911XAV6<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |     26000 | PA      | $18199.97     | 0.02%             | 2026-04-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Persimmon plc                                          | Persimmon plc                                                                   | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Long             | EC               | CORP              | GB        |      3669 | NS      | $53797.19     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP Trust                                            | GSAMP Trust, Series 2003-SEA, Class A1                                          | CUSIP: 36228FVH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68504 | PA      | $65929.81     | 0.08%             | 2033-02-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co., Series U                                                     | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2895.00      | 0.00%             | 2025-06-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                 | Norfolk Southern Corp.                                                          | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2465.27      | 0.00%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Edison International                                   | Edison International, Series B                                                  | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29258.24     | 0.03%             | 2026-12-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Xinyi Glass Holdings Ltd.                              | Xinyi Glass Holdings Ltd.                                                       | CUSIP: N/A<br>LEI: 52990082YXVVZFK1QJ17       | Long             | EC               | CORP              | KY        |     24326 | NS      | $44944.11     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                           | Intelsat Jackson Holdings SA                                                    | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             |  | CORP              | LU        |        34 | NS      | $0.34         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Tingyi Cayman Islands Holding Corp.                    | Tingyi Cayman Islands Holding Corp.                                             | CUSIP: N/A<br>LEI: 5299009MPI9B60VN4P25       | Long             | EC               | CORP              | KY        |     42713 | NS      | $75346.99     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Co.                                     | General Motors Co.                                                              | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12212.52     | 0.01%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Azimut Holding SpA                                     | Azimut Holding SpA                                                              | CUSIP: N/A<br>LEI: 81560025690EF8540635       | Long             | EC               | CORP              | IT        |       866 | NS      | $19377.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                 | Truist Financial Corp., Series M                                                | CUSIP: 89832QAC3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4875.56      | 0.01%             | 2027-12-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                     | General Motors Financial Co., Inc.                                              | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4402.89      | 0.01%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                              | UDR, Inc.                                                                       | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4337.90      | 0.00%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Western Union Co. (The)                                | Western Union Co. (The)                                                         | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |      3722 | NS      | $51251.94     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                               | UnitedHealth Group, Inc.                                                        | CUSIP: 91324PEM0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21089.12     | 0.02%             | 2024-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                             | Prudential Financial, Inc.                                                      | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28994.28     | 0.03%             | 2052-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                     | Southern Co. (The), Series 2020                                                 | CUSIP: 842587800<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      1000 | NS      | $19640.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                             | Siemens AG (Registered)                                                         | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |       193 | NS      | $26605.31     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Topdanmark A/S                                         | Topdanmark A/S                                                                  | CUSIP: N/A<br>LEI: 549300PP3ULLF0SQRK46       | Long             | EC               | CORP              | DK        |       245 | NS      | $12893.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The), Series S                                       | CUSIP: 38144GAC5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4177.62      | 0.00%             | 2025-02-10      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                           | Verizon Communications, Inc.                                                    | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      4858 | NS      | $191405.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA                                     | Poste Italiane SpA                                                              | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |      2100 | NS      | $20488.60     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                               | Equitable Holdings, Inc., Series B                                              | CUSIP: 29452EAA9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4713.50      | 0.01%             | 2025-09-15      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Crestwood Midstream Partners LP                        | Crestwood Midstream Partners LP                                                 | CUSIP: 67421QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $64680.55     | 0.07%             | 2029-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2017-67, Class ST                                                  | CUSIP: 38376UH77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    134752 | PA      | $15234.23     | 0.02%             | 2047-05-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co.                                | Southwestern Energy Co.                                                         | CUSIP: 845467AN9<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137581.31    | 0.16%             | 2027-10-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| National Retail Properties, Inc.                       | National Retail Properties, Inc.                                                | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |       903 | NS      | $41321.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co.                                            | Kellogg Co.                                                                     | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       909 | NS      | $64757.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                                | Kite Realty Group Trust                                                         | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1382 | NS      | $29091.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA           | Cie Generale des Etablissements Michelin SCA                                    | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |      3249 | NS      | $90508.38     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co.                                          | SM Energy Co.                                                                   | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11650.20     | 0.01%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                          | Stellantis NV                                                                   | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |       921 | NS      | $13085.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                  | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23012.79     | 0.03%             | 2025-10-21      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc., Series W                                                       | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1742.24      | 0.00%             | 2025-12-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                | KeyCorp                                                                         | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4720.94      | 0.01%             | 2033-06-01      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                           | Mondelez International, Inc.                                                    | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7252.50      | 0.01%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                    | Nexstar Media, Inc.                                                             | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47575.00     | 0.05%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Delta Electronics, Inc.                                | Delta Electronics, Inc.                                                         | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               | CORP              | TW        |      6065 | NS      | $56222.49     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Videotron Ltd.                                         | Videotron Ltd.                                                                  | CUSIP: 92660FAK0<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |     32000 | PA      | $30224.96     | 0.03%             | 2027-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                               | CUSIP: 95000U2T9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18743.05     | 0.02%             | 2025-05-19      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA         | ACS Actividades de Construccion y Servicios SA                                  | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |       742 | NS      | $21231.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                            | Allied Universal Holdco LLC                                                     | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $11895.00     | 0.01%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Red Electrica Corp. SA                                 | Red Electrica Corp. SA                                                          | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Long             | EC               | CORP              | ES        |      1361 | NS      | $23665.31     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust, Series 2016-P6, Class D                    | CUSIP: 17291EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $14671.72     | 0.02%             | 2049-12-10      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                  | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11407.83     | 0.01%             | 2082-03-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                        | AstraZeneca plc                                                                 | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |      2001 | NS      | $270774.08    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46573.08     | 0.05%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                 | Antero Resources Corp.                                                          | CUSIP: 03674XAN6<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42776.61     | 0.05%             | 2026-07-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2017-KF32, Class B                                 | CUSIP: 30300WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27418 | PA      | $27027.02     | 0.03%             | 2024-05-25      | Floating      | 6.69%                 | Yes           |                  2 | On Loan: No      |
| Amgen, Inc.                                            | Amgen, Inc.                                                                     | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       256 | NS      | $67235.84     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp.                                    | Union Pacific Corp.                                                             | CUSIP: 907818EP9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8378.78      | 0.01%             | 2027-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust, Series 2012-GC8, Class D                   | CUSIP: 17318UAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $80000.00     | 0.09%             | 2045-09-10      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2020-14                                                            | CUSIP: 38380NK73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    571836 | PA      | $27110.48     | 0.03%             | 2062-02-16      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| Spark New Zealand Ltd.                                 | Spark New Zealand Ltd.                                                          | CUSIP: N/A<br>LEI: 529900HUN51H3Y7QBB66       | Long             | EC               | CORP              | NZ        |     15873 | NS      | $54345.55     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                   | Travel + Leisure Co.                                                            | CUSIP: 98310WAM0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15720.80     | 0.02%             | 2025-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                           | AbbVie, Inc.                                                                    | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10415.11     | 0.01%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ANDRITZ AG                                             | ANDRITZ AG                                                                      | CUSIP: N/A<br>LEI: 549300VZKC61IR5U8G96       | Long             | EC               | CORP              | AT        |       491 | NS      | $28105.87     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                            | Capital One Financial Corp., Series M                                           | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7853.81      | 0.01%             | 2026-09-01      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust               | Morgan Stanley ABS Capital I, Inc. Trust, Series 2003-NC10, Class M1            | CUSIP: 61746RDX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11589 | PA      | $11346.03     | 0.01%             | 2033-10-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                           | AbbVie, Inc.                                                                    | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23438.32     | 0.03%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Moscow Exchange MICEX-RTS PJSC                         | Moscow Exchange MICEX-RTS PJSC                                                  | CUSIP: N/A<br>LEI: 253400M5M1222KPNWE87       | Long             | EC               | CORP              | RU        |     21722 | NS      | $516.08       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sempra Energy                                          | Sempra Energy                                                                   | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     48000 | PA      | $37168.13     | 0.04%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                 | Norfolk Southern Corp.                                                          | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8418.67      | 0.01%             | 2026-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Keppel Infrastructure Trust                            | Keppel Infrastructure Trust                                                     | CUSIP: N/A<br>LEI: 254900BF7L1ZCMAZS467       | Long             | EC               | CORP              | SG        |     28800 | NS      | $11616.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GYL2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33530.01     | 0.04%             | 2024-10-21      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                        | Madison IAQ LLC                                                                 | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $96166.45     | 0.11%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                           | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      3940 | NS      | $130492.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower, Inc.                                        | Welltower, Inc.                                                                 | CUSIP: 95040QAG9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12721.57     | 0.01%             | 2024-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings, Inc.                           | CF Industries Holdings, Inc.                                                    | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       652 | NS      | $55550.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                         | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |       578 | NS      | $161949.82    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group plc                                     | Vodafone Group plc                                                              | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     27000 | PA      | $27146.61     | 0.03%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                    | Citigroup Mortgage Loan Trust, Inc., Series 2005-6, Class A1                    | CUSIP: 17307GXP8<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     16317 | PA      | $15890.15     | 0.02%             | 2035-09-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                       | Ventas Realty LP                                                                | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4623.09      | 0.01%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nordic American Tankers Ltd.                           | Nordic American Tankers Ltd.                                                    | CUSIP: N/A<br>LEI: 213800W4T8AMPKIPIU94       | Long             | EC               | CORP              | BM        |      6962 | NS      | $21303.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Galp Energia SGPS SA                                   | Galp Energia SGPS SA                                                            | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |      1926 | NS      | $25982.97     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                 | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37457.63     | 0.04%             | 2025-05-01      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                           | Evergy, Inc.                                                                    | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      1439 | NS      | $90556.27     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis, Inc.                                         | Prologis, Inc.                                                                  | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      3368 | NS      | $379674.64    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto plc                                          | Rio Tinto plc                                                                   | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |      1919 | NS      | $135066.98    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2018-73, Class SC                                           | CUSIP: 3136B3EB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166635 | PA      | $16328.97     | 0.02%             | 2048-10-25      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| Kenedix Office Investment Corp.                        | Kenedix Office Investment Corp.                                                 | CUSIP: N/A<br>LEI: 353800FFT483NCIHFY42       | Long             | EC               | CORP              | JP        |        11 | NS      | $26715.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                            | ONEOK, Inc.                                                                     | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      1474 | NS      | $96841.80     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp.                                   | Kimberly-Clark Corp.                                                            | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       523 | NS      | $70997.25     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                                  | Range Resources Corp.                                                           | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80741.76     | 0.09%             | 2025-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                        | Regeneron Pharmaceuticals, Inc.                                                 | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     13000 | PA      | $10040.78     | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                    | NuStar Logistics LP                                                             | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28051.73     | 0.03%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Centrica plc                                           | Centrica plc                                                                    | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |     20235 | NS      | $23534.56     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | NASDAQ 100 E-Mini Index                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -19 | NC      | $252949.53    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Prime Money Market Fund                       | JPMorgan Prime Money Market Fund, Class IM                                      | CUSIP: 46637K844<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    414448 | NS      | $414655.07    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                            | Equinor ASA                                                                     | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |      1120 | NS      | $40253.11     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Wiwynn Corp.                                           | Wiwynn Corp.                                                                    | CUSIP: N/A<br>LEI: 254900FV2R15PMKXFL69       | Long             | EC               | CORP              | TW        |       272 | NS      | $7035.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                                  | Spectrum Brands, Inc.                                                           | CUSIP: 84762LAU9<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7909.47      | 0.01%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                            | Rogers Communications, Inc.                                                     | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4314.77      | 0.00%             | 2032-03-15      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Guangdong Investment Ltd.                              | Guangdong Investment Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |     30000 | NS      | $30631.51     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp., Series RR                                                | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8469.31      | 0.01%             | 2027-01-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                             | iHeartCommunications, Inc.                                                      | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     56945 | PA      | $52389.40     | 0.06%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                   | Emerson Electric Co.                                                            | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       711 | NS      | $68298.66     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands, Inc.                                  | Spectrum Brands, Inc.                                                           | CUSIP: 84762LAV7<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     31000 | PA      | $26828.21     | 0.03%             | 2029-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VMware, Inc.                                           | VMware, Inc.                                                                    | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13550.77     | 0.02%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TerraForm Power Operating LLC                          | TerraForm Power Operating LLC                                                   | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     29000 | PA      | $26099.71     | 0.03%             | 2028-01-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                   | Glencore Funding LLC                                                            | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5662.34      | 0.01%             | 2027-03-27      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SoftBank Corp.                                         | SoftBank Corp.                                                                  | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |      7700 | NS      | $87115.29     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Covestro AG                                            | Covestro AG                                                                     | CUSIP: N/A<br>LEI: 3912005AWHKLQ1CPLV11       | Long             | EC               | CORP              | DE        |       757 | NS      | $29489.73     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Nippon Telegraph & Telephone Corp.                     | Nippon Telegraph & Telephone Corp.                                              | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |      2800 | NS      | $79851.83     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                               | Volvo AB, Class B                                                               | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     12989 | NS      | $234628.07    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp.                                          | Comcast Corp.                                                                   | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6127.67      | 0.01%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                              | Sunoco LP                                                                       | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2841.12      | 0.00%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                          | Staples, Inc.                                                                   | CUSIP: 855030AP7<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     85000 | PA      | $61208.50     | 0.07%             | 2027-04-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| 3M Co.                                                 | 3M Co.                                                                          | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       456 | NS      | $54683.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp.                                              | CSX Corp.                                                                       | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1874.99      | 0.00%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| Carlsberg A/S                                          | Carlsberg A/S, Class B                                                          | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |       897 | NS      | $118984.33    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                          | Netflix, Inc.                                                                   | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19311.73     | 0.02%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                       | TotalEnergies SE                                                                | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |      2305 | NS      | $144692.24    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                   | Glencore Funding LLC                                                            | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3733.76      | 0.00%             | 2027-10-27      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2018-K82, Class B                                  | CUSIP: 30297LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $45789.01     | 0.05%             | 2028-09-25      | Variable      | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Woolworths Group Ltd.                                  | Woolworths Group Ltd.                                                           | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |      1769 | NS      | $40395.87     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                                | Naturgy Energy Group SA                                                         | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |      2618 | NS      | $68039.30     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc., Series M                                                       | CUSIP: 172967HQ7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     43000 | PA      | $40559.75     | 0.05%             | 2024-05-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                            | Sysco Corp.                                                                     | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4987.13      | 0.01%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Bid Corp. Ltd.                                         | Bid Corp. Ltd.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |      3113 | NS      | $60432.46     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2017-K65, Class B                                  | CUSIP: 30302XAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75000 | PA      | $69813.03     | 0.08%             | 2050-07-25      | Variable      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| Engie SA                                               | Engie SA                                                                        | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |      4031 | NS      | $57667.85     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Properties, Inc.                                | Boston Properties, Inc.                                                         | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |       736 | NS      | $49738.88     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BB Seguridade Participacoes SA                         | BB Seguridade Participacoes SA                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      2977 | NS      | $18990.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AmeriGas Partners LP                                   | AmeriGas Partners LP                                                            | CUSIP: 030981AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24266.99     | 0.03%             | 2024-05-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BT Group plc                                           | BT Group plc                                                                    | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |     13914 | NS      | $18787.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                         | NiSource, Inc.                                                                  | CUSIP: 65473PAG0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13055.00     | 0.02%             | 2023-06-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Telefonica SA                                          | Telefonica SA                                                                   | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |     20061 | NS      | $72622.98     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                             | Outfront Media Capital LLC                                                      | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13503.70     | 0.02%             | 2027-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                            | Bayerische Motoren Werke AG                                                     | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |       410 | NS      | $36299.38     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AGNC Investment Corp.                                  | AGNC Investment Corp.                                                           | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |      6168 | NS      | $63838.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 4839, Class WS                                             | CUSIP: 3137FJK99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    123767 | PA      | $14915.65     | 0.02%             | 2056-08-15      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                              | Nestle SA (Registered)                                                          | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |      3062 | NS      | $353689.88    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K088, Class X3 | CUSIP: 3137FL6H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    555000 | PA      | $63089.57     | 0.07%             | 2047-02-25      | Variable      | 2.43%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                         | Citizens Financial Group, Inc., Series G                                        | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36124.13     | 0.04%             | 2026-10-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Stagwell Global LLC                                    | Stagwell Global LLC                                                             | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $57720.60     | 0.07%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| KBC Group NV                                           | KBC Group NV                                                                    | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |      1143 | NS      | $73592.43     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Tire Corp. Ltd.                               | Canadian Tire Corp. Ltd., Class A                                               | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |       227 | NS      | $23722.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                           | Hasbro, Inc.                                                                    | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       722 | NS      | $44049.22     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortis, Inc.                                           | Fortis, Inc.                                                                    | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |      2151 | NS      | $86071.77     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Power Corp.                                    | Capital Power Corp.                                                             | CUSIP: 14042M102<br>LEI: 549300QRKTEXGXYVPO80 | Long             | EC               | CORP              | CA        |       660 | NS      | $22583.31     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                            | Caesars Entertainment, Inc.                                                     | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102025.93    | 0.12%             | 2025-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                            | Pinnacle West Capital Corp.                                                     | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      1238 | NS      | $94137.52     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                             | Boliden AB                                                                      | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |       773 | NS      | $29035.58     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cogent Communications Holdings, Inc.                   | Cogent Communications Holdings, Inc.                                            | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       380 | NS      | $21690.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                            | Discover Financial Services                                                     | CUSIP: 254709AL2<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14450.81     | 0.02%             | 2025-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp.                            | Raytheon Technologies Corp.                                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       723 | NS      | $72965.16     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                          | Gartner, Inc.                                                                   | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88571.35     | 0.10%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                              | HCA, Inc.                                                                       | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    285000 | PA      | $286798.42    | 0.33%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Unipol Gruppo SpA                                      | Unipol Gruppo SpA                                                               | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |      2759 | NS      | $13433.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gaztransport Et Technigaz SA                           | Gaztransport Et Technigaz SA                                                    | CUSIP: N/A<br>LEI: 969500BVOHVZUUFWDT54       | Long             | EC               | CORP              | FR        |       212 | NS      | $22656.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                             | Warnermedia Holdings, Inc.                                                      | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4118.82      | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC             | Shire Acquisitions Investments Ireland DAC                                      | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |     15000 | PA      | $14067.95     | 0.02%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The), Series R                                       | CUSIP: 38144GAB7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6369.89      | 0.01%             | 2025-02-10      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                             | Builders FirstSource, Inc.                                                      | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     90000 | PA      | $72965.50     | 0.08%             | 2032-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Sprint LLC                                             | Sprint LLC                                                                      | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     39000 | PA      | $41039.93     | 0.05%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                           | Biogen, Inc.                                                                    | CUSIP: 09062XAF0<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5832.48      | 0.01%             | 2025-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                           | AbbVie, Inc.                                                                    | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      3245 | NS      | $524424.45    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                                    | Omnicom Group, Inc.                                                             | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       926 | NS      | $75533.82     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                                         | Enbridge, Inc.                                                                  | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      2290 | NS      | $89502.81     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                                   | Vornado Realty Trust                                                            | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       736 | NS      | $15316.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN, Inc.                                         | JELD-WEN, Inc.                                                                  | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     65000 | PA      | $48923.55     | 0.06%             | 2027-12-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| Kraft Heinz Foods Co.                                  | Kraft Heinz Foods Co.                                                           | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4553.24      | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Group LLC                               | Diamond Sports Group LLC                                                        | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $6227.50      | 0.01%             | 2026-08-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| Air Lease Corp.                                        | Air Lease Corp.                                                                 | CUSIP: 00914AAF9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27930.88     | 0.03%             | 2025-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co., Series S                                                     | CUSIP: 949746RG8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     33000 | PA      | $29555.13     | 0.03%             | 2024-06-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                       | CVS Health Corp.                                                                | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4473.03      | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                        | Nordea Bank Abp                                                                 | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |     17427 | NS      | $186677.26    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                    | Union Pacific Corp.                                                             | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       628 | NS      | $130039.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Ltd.                                      | CLP Holdings Ltd.                                                               | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |      3000 | NS      | $21856.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Canada                                | National Bank of Canada                                                         | CUSIP: 63306A734<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | SN               | CORP              | CA        |        80 | PA      | $885517.60    | 1.02%             | 2023-04-04      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                     | Berry Global, Inc.                                                              | CUSIP: 085770AB1<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19510.80     | 0.02%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                               | Marathon Petroleum Corp.                                                        | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       610 | NS      | $70997.90     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                                   | Travel + Leisure Co.                                                            | CUSIP: 98310WAP3<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16744.17     | 0.02%             | 2024-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                           | Royal Caribbean Cruises Ltd.                                                    | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     67000 | PA      | $71857.50     | 0.08%             | 2025-06-01      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| Pearson plc                                            | Pearson plc                                                                     | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               | CORP              | GB        |      1704 | NS      | $19241.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Supor Co. Ltd.                                | Zhejiang Supor Co. Ltd., Class A                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      6100 | NS      | $43491.48     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                             | Corebridge Financial, Inc.                                                      | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12118.48     | 0.01%             | 2027-04-05      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| PACCAR, Inc.                                           | PACCAR, Inc.                                                                    | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       689 | NS      | $68190.33     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                  | NXP Semiconductors NV                                                           | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       785 | NS      | $124053.55    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                                       | Baker Hughes Co.                                                                | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2389 | NS      | $70547.17     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services, Inc.           | Fidelity National Information Services, Inc.                                    | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3918.04      | 0.00%             | 2031-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Outokumpu OYJ                                          | Outokumpu OYJ                                                                   | CUSIP: N/A<br>LEI: 5493009YRUJJDCFF0R80       | Long             | EC               | CORP              | FI        |      3528 | NS      | $17905.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                 | Howmet Aerospace, Inc.                                                          | CUSIP: 013817AJ0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7955.04      | 0.01%             | 2027-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                           | NetApp, Inc.                                                                    | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       803 | NS      | $48228.18     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita, Inc.                                           | DaVita, Inc.                                                                    | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    140000 | PA      | $112619.74    | 0.13%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Cellnex Telecom SA                                     | Cellnex Telecom SA                                                              | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |       790 | NS      | $26205.29     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ILFC E-Capital Trust I                                 | ILFC E-Capital Trust I                                                          | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | SN               | CORP              | US        |    100000 | PA      | $59000.00     | 0.07%             | 2065-12-21      | Floating      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                  | WMG Acquisition Corp., 1st Lien Term Loan G                                     | CUSIP: 92929LAV0<br>LEI: 549300NAS11NXI33CP80 | Long             | LON              | CORP              | US        |     30921 | PA      | $30521.15     | 0.04%             | 2028-01-20      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp., Series TT                                                | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44156.25     | 0.05%             | 2027-04-27      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Atco Ltd.                                              | Atco Ltd., Class I                                                              | CUSIP: 046789400<br>LEI: 5299005SPZ1QYL51JD25 | Long             | EC               | CORP              | CA        |       706 | NS      | $22097.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                               | Svenska Handelsbanken AB                                                        | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |    200000 | PA      | $163252.00    | 0.19%             | 2031-03-01      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $57569.53     | 0.07%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ACCO Brands Corp.                                      | ACCO Brands Corp.                                                               | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |    105000 | PA      | $86625.00     | 0.10%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Topsports International Holdings Ltd.                  | Topsports International Holdings Ltd.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     34000 | NS      | $26787.89     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Tele2 AB                                               | Tele2 AB, Class B                                                               | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |      9113 | NS      | $74342.40     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Telkom Indonesia Persero Tbk. PT                       | Telkom Indonesia Persero Tbk. PT                                                | CUSIP: 715684106<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |      2062 | NS      | $49178.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EP Energy Corp.                                        | EP Energy Corp.                                                                 | CUSIP: 268785201<br>LEI: 549300Z6HPQS1H5IYQ07 | Long             | EC               | CORP              | US        |       385 | NS      | $2695.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Catalent Pharma Solutions, Inc.                        | Catalent Pharma Solutions, Inc.                                                 | CUSIP: 14879EAE8<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |     29000 | PA      | $26985.03     | 0.03%             | 2027-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| Edgewell Personal Care Co.                             | Edgewell Personal Care Co.                                                      | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84170.70     | 0.10%             | 2028-06-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc., Series V                                                       | CUSIP: 172967MK4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     64000 | PA      | $53196.86     | 0.06%             | 2025-01-30      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| OCI NV                                                 | OCI NV                                                                          | CUSIP: N/A<br>LEI: 549300NCMRGIBJYUOE57       | Long             | EC               | CORP              | NL        |       515 | NS      | $18412.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                        | CommScope, Inc.                                                                 | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60465.00     | 0.07%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| EQM Midstream Partners LP                              | EQM Midstream Partners LP                                                       | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93029.70     | 0.11%             | 2027-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                 | BWX Technologies, Inc.                                                          | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105023.64    | 0.12%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| AltaGas Ltd.                                           | AltaGas Ltd.                                                                    | CUSIP: 021361100<br>LEI: 549300D7A8QA85Z2MH11 | Long             | EC               | CORP              | CA        |       964 | NS      | $16645.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                                  | Lockheed Martin Corp.                                                           | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4088.15      | 0.00%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MDC Holdings, Inc.                                     | MDC Holdings, Inc.                                                              | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3605.90      | 0.00%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sharp Corp.                                            | Sharp Corp.                                                                     | CUSIP: N/A<br>LEI: 353800YEPK9PD7QO3449       | Long             | EC               | CORP              | JP        |      3200 | NS      | $22985.78     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                        | Air Lease Corp.                                                                 | CUSIP: 00912XBA1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7591.20      | 0.01%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                    | EOG Resources, Inc.                                                             | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       489 | NS      | $63335.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                                  | Gilead Sciences, Inc.                                                           | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       820 | NS      | $70397.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                      | Duke Energy Corp.                                                               | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       881 | NS      | $90734.19     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Poseidon Ltd.                               | Transocean Poseidon Ltd.                                                        | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     43750 | PA      | $42574.00     | 0.05%             | 2027-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| JPMorgan High Yield Research Enhanced ETF              | JPMorgan High Yield Research Enhanced ETF                                       | CUSIP: 46641Q878<br>LEI: 549300UUJZT2ZWE64W88 | Long             |  | RF                | US        |     21637 | NS      | $948566.08    | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | S&P 500 E-Mini Index                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         4 | NC      | $-21476.02    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| DISH DBS Corp.                                         | DISH DBS Corp.                                                                  | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $100798.75    | 0.12%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                    | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12257.40     | 0.01%             | 2025-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                               | UnitedHealth Group, Inc.                                                        | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       155 | NS      | $82177.90     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DBGS Mortgage Trust                                    | DBGS Mortgage Trust, Series 2018-5BP, Class B                                   | CUSIP: 33830CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92210.37     | 0.11%             | 2033-06-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Covivio                                                | Covivio                                                                         | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | EC               | CORP              | FR        |       334 | NS      | $19825.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                     | Vodafone Group plc                                                              | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $18555.28     | 0.02%             | 2081-06-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2018-KF47, Class B                                 | CUSIP: 30296WAG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16960 | PA      | $16571.76     | 0.02%             | 2025-05-25      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| Antero Resources Corp.                                 | Antero Resources Corp.                                                          | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50991.05     | 0.06%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Liberty Interactive LLC                                | Liberty Interactive LLC                                                         | CUSIP: 530715AG6<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1005.00      | 0.00%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                             | AT&T, Inc.                                                                      | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4702.93      | 0.01%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                           | CaixaBank SA                                                                    | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |      8011 | NS      | $31409.48     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                    | Deutsche Telekom AG (Registered)                                                | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |      8193 | NS      | $163012.74    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corp.                                           | Lennar Corp.                                                                    | CUSIP: 526057BZ6<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14799.47     | 0.02%             | 2024-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                       | CVS Health Corp.                                                                | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15239.43     | 0.02%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                     | United Rentals North America, Inc.                                              | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    240000 | PA      | $227436.00    | 0.26%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Penske Automotive Group, Inc.                          | Penske Automotive Group, Inc.                                                   | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60873.29     | 0.07%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                            | Novartis AG (Registered)                                                        | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |      1279 | NS      | $115746.25    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)               | PNC Financial Services Group, Inc. (The), Series R                              | CUSIP: 693475AM7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     44000 | PA      | $41470.00     | 0.05%             | 2023-06-01      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                      | Philip Morris International, Inc.                                               | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9004.46      | 0.01%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Avangrid, Inc.                                         | Avangrid, Inc.                                                                  | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |      1306 | NS      | $56131.88     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS Corp.                                            | TELUS Corp.                                                                     | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |      3967 | NS      | $76556.65     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT Capital Corp.                                      | BAT Capital Corp.                                                               | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32738.16     | 0.04%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Barratt Developments plc                               | Barratt Developments plc                                                        | CUSIP: N/A<br>LEI: 2138006R85VEOF5YNK29       | Long             | EC               | CORP              | GB        |     11739 | NS      | $56068.95     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Bank Group Ltd.                               | Standard Bank Group Ltd.                                                        | CUSIP: N/A<br>LEI: 2549003PEZXUT7MDBU41       | Long             | EC               | CORP              | ZA        |      4730 | NS      | $46669.31     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House REIT Investment Corp.                      | Daiwa House REIT Investment Corp.                                               | CUSIP: N/A<br>LEI: 3538001FWU534P8JMO05       | Long             | EC               | CORP              | JP        |        12 | NS      | $26755.91     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multiclass Certificates                          | FHLMC Multiclass Certificates, Series 2020-RR05, Class X                        | CUSIP: 3137FRV24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    160000 | PA      | $15797.60     | 0.02%             | 2029-01-27      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding BV                             | Alcoa Nederland Holding BV                                                      | CUSIP: 013822AC5<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $197024.00    | 0.23%             | 2028-05-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                           | Scotts Miracle-Gro Co. (The)                                                    | CUSIP: 810186AP1<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118356.07    | 0.14%             | 2026-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Severstal PAO                                          | Severstal PAO                                                                   | CUSIP: 818150302<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |       202 | NS      | $64.64        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Amsted Industries, Inc.                                | Amsted Industries, Inc.                                                         | CUSIP: 032177AH0<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19921.86     | 0.02%             | 2027-07-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Restaurant Brands International, Inc.                  | Restaurant Brands International, Inc.                                           | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |      1087 | NS      | $70301.77     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                                       | McDonald's Corp.                                                                | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       748 | NS      | $197120.44    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                                        | Air Lease Corp.                                                                 | CUSIP: 00914AAA0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9827.71      | 0.01%             | 2024-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                         | Morgan Stanley Capital I Trust, Series 2018-MP, Class D                         | CUSIP: 61691DAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $7597.06      | 0.01%             | 2040-07-11      | Variable      | 4.28%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                               | WESCO Distribution, Inc.                                                        | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126621.75    | 0.15%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                    | Kinder Morgan, Inc.                                                             | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      9588 | NS      | $173351.04    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                   | Anheuser-Busch InBev Worldwide, Inc.                                            | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      1000 | PA      | $893.91       | 0.00%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio, Inc.                                  | Sirius XM Radio, Inc.                                                           | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    161000 | PA      | $146957.58    | 0.17%             | 2029-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 4703, Class SA                                             | CUSIP: 3137F2A22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178966 | PA      | $20222.79     | 0.02%             | 2047-07-15      | Floating      | 1.83%                 | No            |                  2 | On Loan: No      |
| Lennar Corp.                                           | Lennar Corp.                                                                    | CUSIP: 526057BV5<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4968.06      | 0.01%             | 2025-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                    | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1635.43      | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                            | Block, Inc.                                                                     | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119688.75    | 0.14%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Icahn Enterprises LP                                   | Icahn Enterprises LP                                                            | CUSIP: 451102BW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $67112.58     | 0.08%             | 2024-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities Lending Money Market Fund          | JPMorgan Securities Lending Money Market Fund, Class Agency SL Shares           | CUSIP: 46645V642<br>LEI: 5493002FD4HXUJXMRO62 | Long             | STIV             | RF                | US        |    200020 | NS      | $200019.99    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MYT Holding LLC                                        | MYT Holding LLC, Series A                                                       | CUSIP: 55406N202<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      7170 | NS      | $7098.30      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Exela Intermediate LLC                                 | Exela Intermediate LLC                                                          | CUSIP: 30162RAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $11730.00     | 0.01%             | 2026-07-15      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp., Series LL                                                | CUSIP: 06055H202<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |       750 | NS      | $14587.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Fudosan Logistics Park, Inc.                    | Mitsui Fudosan Logistics Park, Inc.                                             | CUSIP: N/A<br>LEI: 353800DN63EIYS760S59       | Long             | EC               | CORP              | JP        |         7 | NS      | $25588.43     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthpeak Properties, Inc.                            | Healthpeak Properties, Inc.                                                     | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |      2417 | NS      | $60594.19     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT Capital Corp.                                      | BAT Capital Corp.                                                               | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18271.24     | 0.02%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                     | DT Midstream, Inc.                                                              | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       341 | NS      | $18843.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVA Chemicals Corp.                                   | NOVA Chemicals Corp.                                                            | CUSIP: 66977WAP4<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     89000 | PA      | $83792.68     | 0.10%             | 2025-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                   | NOVA Chemicals Corp.                                                            | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     26000 | PA      | $23353.80     | 0.03%             | 2027-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                            | B3 SA - Brasil Bolsa Balcao                                                     | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |     32864 | NS      | $82973.08     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch Health Cos., Inc.                               | Bausch Health Cos., Inc.                                                        | CUSIP: 91911KAP7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     68000 | PA      | $53662.20     | 0.06%             | 2025-12-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| New Albertsons LP                                      | New Albertsons LP                                                               | CUSIP: 01310QDB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14400.00     | 0.02%             | 2028-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Finance LLC                           | Hilton Worldwide Finance LLC                                                    | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $30458.49     | 0.04%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                            | Intel Corp.                                                                     | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2375.99      | 0.00%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Equity Premium Income ETF                     | JPMorgan Equity Premium Income ETF                                              | CUSIP: 46641Q332<br>LEI: 549300WPLSUZ3ZNSFP07 | Long             |  | RF                | US        |     44052 | NS      | $2400393.48   | 2.76%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K108, Class X3 | CUSIP: 3137FTBQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $75110.96     | 0.09%             | 2048-04-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                  | Gilead Sciences, Inc.                                                           | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8372.43      | 0.01%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fortum OYJ                                             | Fortum OYJ                                                                      | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | EC               | CORP              | FI        |      2879 | NS      | $47947.09     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                   | AmeriGas Partners LP                                                            | CUSIP: 030981AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $52234.02     | 0.06%             | 2026-08-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                     | T-Mobile USA, Inc.                                                              | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7865.99      | 0.01%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                     | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4942.86      | 0.01%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3947.85      | 0.00%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Charter Hall Long Wale REIT                            | Charter Hall Long Wale                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      7273 | NS      | $21805.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Allied Properties REIT                                 | Allied Properties                                                               | CUSIP: 019456102<br>LEI: 549300AMZMPKVHA0MY77 | Long             | EC               | CORP              | CA        |      1462 | NS      | $27641.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                  | Dominion Energy, Inc.                                                           | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      1022 | NS      | $62669.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aetna, Inc.                                            | Aetna, Inc.                                                                     | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7678.71      | 0.01%             | 2047-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Oklahoma                         | Public Service Co. of Oklahoma, Series J                                        | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7963.26      | 0.01%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                    | Union Pacific Corp.                                                             | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9426.22      | 0.01%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Invitation Homes, Inc.                                 | Invitation Homes, Inc.                                                          | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1884 | NS      | $55841.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexpol AB                                              | Hexpol AB                                                                       | CUSIP: N/A<br>LEI: 549300MN30TBRLYN3465       | Long             | EC               | CORP              | SE        |      1490 | NS      | $15898.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Ascendas REIT                               | CapitaLand Ascendas REIT                                                        | CUSIP: N/A<br>LEI: 549300ILIBAEMQZK3L20       | Long             | EC               | CORP              | SG        |     17600 | NS      | $36046.04     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                             | Occidental Petroleum Corp.                                                      | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    115000 | PA      | $129835.52    | 0.15%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                   | Macquarie Group Ltd.                                                            | CUSIP: 55608JBL1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     40000 | PA      | $40259.95     | 0.05%             | 2024-11-22      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                       | Goodyear Tire & Rubber Co. (The)                                                | CUSIP: 382550BF7<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44342.70     | 0.05%             | 2026-05-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Standard Industries, Inc.                              | Standard Industries, Inc.                                                       | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     77000 | PA      | $69291.53     | 0.08%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Hana Financial Group, Inc.                             | Hana Financial Group, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       579 | NS      | $19280.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastenal Co.                                           | Fastenal Co.                                                                    | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      1211 | NS      | $57304.52     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                          | Sempra Energy                                                                   | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9246.80      | 0.01%             | 2025-10-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                           | Capgemini SE                                                                    | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |       543 | NS      | $90776.68     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                          | Pioneer Natural Resources Co.                                                   | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |       276 | NS      | $63035.64     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SCB X PCL                                              | SCB X PCL                                                                       | CUSIP: N/A<br>LEI: 254900TG41KIWX7VDO42       | Long             | EC               | CORP              | TH        |     19500 | NS      | $60071.94     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                    | Rocket Mortgage LLC                                                             | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $83960.30     | 0.10%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle, Inc.                                     | Crown Castle, Inc.                                                              | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6912.03      | 0.01%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                       | CSC Holdings LLC                                                                | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $112798.00    | 0.13%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Entergy Corp.                                          | Entergy Corp.                                                                   | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       586 | NS      | $65925.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial, Inc.                                   | Ally Financial, Inc., Series C                                                  | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     55000 | PA      | $34443.75     | 0.04%             | 2028-05-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                  | Dominion Energy, Inc., Series B                                                 | CUSIP: 25746UDD8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21000.00     | 0.02%             | 2024-12-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Mondi plc                                              | Mondi plc                                                                       | CUSIP: N/A<br>LEI: 213800LOZA69QFDC9N34       | Long             | EC               | CORP              | GB        |      1124 | NS      | $19007.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                     | Grupo Financiero Banorte SAB de CV, Class O                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |     13343 | NS      | $96026.60     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                           | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     77000 | PA      | $73217.76     | 0.08%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Crestwood Midstream Partners LP                        | Crestwood Midstream Partners LP                                                 | CUSIP: 226373AP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $28211.20     | 0.03%             | 2025-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Siam Cement PCL (The)                                  | Siam Cement PCL (The) (Registered)                                              | CUSIP: N/A<br>LEI: 529900SEH9QK8ZZDCQ89       | Long             | EC               | CORP              | TH        |      3700 | NS      | $36513.14     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cedar Fair LP                                          | Cedar Fair LP                                                                   | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |    101000 | PA      | $90702.96     | 0.10%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                | Uber Technologies, Inc.                                                         | CUSIP: 90353TAF7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64952.65     | 0.07%             | 2025-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                               | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |     11682 | NS      | $72399.64     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                             | Corebridge Financial, Inc.                                                      | CUSIP: 21871XAN9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38809.46     | 0.04%             | 2052-12-15      | Variable      | 6.87%                 | Yes           |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                            | Shin-Etsu Chemical Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |      1100 | NS      | $134323.44    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| New Albertsons LP                                      | New Albertsons LP                                                               | CUSIP: 013104AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5068.75      | 0.01%             | 2026-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                | Hyundai Capital America                                                         | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4394.39      | 0.01%             | 2026-09-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Eversource Energy                                      | Eversource Energy                                                               | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4930.41      | 0.01%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream Partners LP                           | EnLink Midstream Partners LP                                                    | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     58000 | PA      | $54521.62     | 0.06%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                 | Lincoln National Corp.                                                          | CUSIP: 534187BD0<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1984.27      | 0.00%             | 2023-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       598 | NS      | $19028.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Co. Ltd.                              | Zurich Insurance Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 5493002N598MXOKUEF55       | Long             | DBT              | CORP              | IE        |    200000 | PA      | $195000.00    | 0.22%             | 2046-06-24      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Sempra Energy                                          | Sempra Energy                                                                   | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2323.01      | 0.00%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| PBF Logistics LP                                       | PBF Logistics LP                                                                | CUSIP: 69318UAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6991.25      | 0.01%             | 2023-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sampo OYJ                                              | Sampo OYJ, Class A                                                              | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |       542 | NS      | $28308.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                              | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAG0<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      8000 | PA      | $7622.48      | 0.01%             | 2024-11-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                   | American Tower Corp.                                                            | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       216 | NS      | $45761.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NCSoft Corp.                                           | NCSoft Corp.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        74 | NS      | $26434.56     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                         | United Airlines Holdings, Inc.                                                  | CUSIP: 910047AH2<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32422.50     | 0.04%             | 2024-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Barrick Gold Corp.                                     | Barrick Gold Corp.                                                              | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |      3020 | NS      | $51768.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                    | Bank of New York Mellon Corp. (The)                                             | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4146.37      | 0.00%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp., Series Z                                                 | CUSIP: 060505EL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52275.58     | 0.06%             | 2024-10-23      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Trinseo Materials Operating SCA                        | Trinseo Materials Operating SCA                                                 | CUSIP: 89668QAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     52000 | PA      | $42770.00     | 0.05%             | 2025-09-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                             | iHeartCommunications, Inc.                                                      | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15247.50     | 0.02%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.           | Fidelity National Information Services, Inc.                                    | CUSIP: 31620MBV7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4902.77      | 0.01%             | 2025-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                               | CenterPoint Energy, Inc.                                                        | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      3638 | NS      | $109103.62    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                           | Mondelez International, Inc.                                                    | CUSIP: 609207AX3<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4613.23      | 0.01%             | 2031-02-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Emera, Inc.                                            | Emera, Inc.                                                                     | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |       562 | NS      | $21479.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| William Carter Co. (The)                               | William Carter Co. (The)                                                        | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     73000 | PA      | $70023.00     | 0.08%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Standard Industries, Inc.                              | Standard Industries, Inc.                                                       | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16609.20     | 0.02%             | 2027-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                          | Six Flags Entertainment Corp.                                                   | CUSIP: 83001AAC6<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |    102000 | PA      | $91866.30     | 0.11%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| Exelon Corp.                                           | Exelon Corp.                                                                    | CUSIP: 30161NAZ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13756.27     | 0.02%             | 2027-03-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Okinawa Electric Power Co., Inc. (The)                 | Okinawa Electric Power Co., Inc. (The)                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1100 | NS      | $8443.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                           | MasTec, Inc.                                                                    | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     95000 | PA      | $85090.51     | 0.10%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Eastman Chemical Co.                                   | Eastman Chemical Co.                                                            | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      1529 | NS      | $124521.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc.                                | American Airlines, Inc.                                                         | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $77686.25     | 0.09%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley, Series M                                                        | CUSIP: 61762VAA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23459.51     | 0.03%             | 2026-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Sprint LLC                                             | Sprint LLC                                                                      | CUSIP: 85207UAJ4<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    194000 | PA      | $200272.80    | 0.23%             | 2025-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                      | NatWest Group plc                                                               | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |      8684 | NS      | $27695.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                              | Repsol SA                                                                       | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |      4273 | NS      | $68013.44     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Energean plc                                           | Energean plc                                                                    | CUSIP: N/A<br>LEI: 549300RVMKU0CYUZBB05       | Long             | EC               | CORP              | GB        |      1347 | NS      | $21162.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                      | Duke Energy Corp.                                                               | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3652.02      | 0.00%             | 2082-01-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                              | Nokia OYJ                                                                       | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     33000 | PA      | $31322.33     | 0.04%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                | Texas Instruments, Inc.                                                         | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      1303 | NS      | $215281.66    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA, Inc.                                              | HCA, Inc.                                                                       | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10000.96     | 0.01%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2019-KF62, Class B                                 | CUSIP: 30310WAF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5771 | PA      | $5572.34      | 0.01%             | 2026-04-25      | Floating      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                    | Iron Mountain, Inc.                                                             | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      1320 | NS      | $65802.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                                                  | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    115000 | PA      | $108675.00    | 0.13%             | 2027-08-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC                                                | CDW LLC                                                                         | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $36813.20     | 0.04%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Securitized Asset-Backed Receivables LLC Trust         | Securitized Asset-Backed Receivables LLC Trust, Series 2004-OP2, Class M3       | CUSIP: 81375WBQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40474 | PA      | $41242.22     | 0.05%             | 2034-08-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                          | Netflix, Inc.                                                                   | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60811.80     | 0.07%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                             | AT&T, Inc.                                                                      | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16223.65     | 0.02%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Bridgestone Corp.                                      | Bridgestone Corp.                                                               | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |      2300 | NS      | $81436.28     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE plc                                                | SSE plc                                                                         | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |      4243 | NS      | $87265.53     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                       | BP Capital Markets America, Inc.                                                | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11404.25     | 0.01%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group plc                      | InterContinental Hotels Group plc                                               | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |      1354 | NS      | $77690.90     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                  | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23651.23     | 0.03%             | 2025-01-22      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                 | ON Semiconductor Corp.                                                          | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     85000 | PA      | $74170.23     | 0.09%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co.                                          | Organon & Co.                                                                   | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $173176.05    | 0.20%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC                                         | 1011778 BC ULC                                                                  | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     17000 | PA      | $15207.27     | 0.02%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Holdings, Inc.                               | Sirius XM Holdings, Inc.                                                        | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |     10343 | NS      | $60403.12     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Entergy Texas, Inc.                                    | Entergy Texas, Inc.                                                             | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3898.46      | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                              | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |      1202 | NS      | $48621.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                   | Edison International                                                            | CUSIP: 281020AQ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10619.14     | 0.01%             | 2024-11-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NCR Corp.                                              | NCR Corp.                                                                       | CUSIP: 62886EAV0<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    105000 | PA      | $98180.78     | 0.11%             | 2029-09-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: —       |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                         | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        78 | PA      | $864648.72    | 1.00%             | 2023-03-16      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Eversource Energy                                      | Eversource Energy                                                               | CUSIP: 30040WAS7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5930.46      | 0.01%             | 2024-06-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                           | DNB Bank ASA                                                                    | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |      1244 | NS      | $24569.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                    | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3673.86      | 0.00%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fortis, Inc.                                           | Fortis, Inc.                                                                    | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $6493.13      | 0.01%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Ferguson plc                                           | Ferguson plc                                                                    | CUSIP: N/A<br>LEI: 213800DU1LGY3R2S2X42       | Long             | EC               | CORP              | JE        |       210 | NS      | $26364.21     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2018-KC02, Class B                                 | CUSIP: 30297FAH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $23082.10     | 0.03%             | 2025-07-25      | Variable      | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp.                                          | Comcast Corp.                                                                   | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4794.74      | 0.01%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                    | Hilcorp Energy I LP                                                             | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $62304.66     | 0.07%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Brink's Co. (The)                                      | Brink's Co. (The)                                                               | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68625.00     | 0.08%             | 2027-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Starbucks Corp.                                        | Starbucks Corp.                                                                 | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     13000 | PA      | $10930.10     | 0.01%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                           | Klepierre SA                                                                    | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |      3020 | NS      | $69703.49     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                           | Verizon Communications, Inc.                                                    | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7346.04      | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                       | Pernod Ricard SA                                                                | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |       157 | NS      | $30885.46     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                               | Bausch Health Cos., Inc.                                                        | CUSIP: 071734AC1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     12000 | PA      | $8167.68      | 0.01%             | 2027-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.     | National Rural Utilities Cooperative Finance Corp.                              | CUSIP: 63743HFF4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14167.20     | 0.02%             | 2025-10-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                      | Duke Energy Corp.                                                               | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8949.04      | 0.01%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                 | CUSIP: 172967GD7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34658.75     | 0.04%             | 2023-04-30      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                            | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27814.74     | 0.03%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OSB Group plc                                          | OSB Group plc                                                                   | CUSIP: N/A<br>LEI: 213800ZBKL9BHSL2K459       | Long             | EC               | CORP              | GB        |      2356 | NS      | $13622.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                       | ASR Nederland NV                                                                | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |       437 | NS      | $20763.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Radian Group, Inc.                                     | Radian Group, Inc.                                                              | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10994.93     | 0.01%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                           | Samsung Electronics Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      6441 | NS      | $282716.38    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                 | CapitaLand Integrated Commercial Trust                                          | CUSIP: N/A<br>LEI: 54930031292WUTXF0L29       | Long             | EC               | CORP              | SG        |     40400 | NS      | $61618.58     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2016-71, Class QI                                                  | CUSIP: 38379UUY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    107839 | PA      | $4425.36      | 0.01%             | 2057-11-16      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                   | NextEra Energy Operating Partners LP                                            | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7338.14      | 0.01%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57072 | PA      | $48368.76     | 0.06%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREMF                                                  | FREMF, Series 2018-KF46, Class B                                                | CUSIP: 302955AC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3018 | PA      | $2882.53      | 0.00%             | 2028-03-25      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp.                                          | Comcast Corp.                                                                   | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22288.25     | 0.03%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                    | Post Holdings, Inc.                                                             | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7736.64      | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Taylor Wimpey plc                                      | Taylor Wimpey plc                                                               | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |     23335 | NS      | $28578.36     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29285 | PA      | $28189.19     | 0.03%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                              | Bank of Nova Scotia (The)                                                       | CUSIP: 0641598K5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4367.41      | 0.01%             | 2026-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                    | Buckeye Partners LP                                                             | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53682.00     | 0.06%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APA Group                                              | APA Group                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      3439 | NS      | $25137.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva plc                                              | Aviva plc                                                                       | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |      4712 | NS      | $24995.49     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Equity Income Fund                            | JPMorgan Equity Income Fund, Class R6                                           | CUSIP: 46636U876<br>LEI: 5493004E5SGY8TJZ5623 | Long             |  | RF                | US        |     73893 | NS      | $1667756.19   | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Energy Ltd.                                     | Origin Energy Ltd.                                                              | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |      2775 | NS      | $14524.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                          | Equinix, Inc.                                                                   | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       313 | NS      | $205024.39    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                                    | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |    200000 | PA      | $197500.00    | 0.23%             | 2025-02-19      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                               | Bausch Health Cos., Inc.                                                        | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $163198.10    | 0.19%             | 2028-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PCCW Ltd.                                              | PCCW Ltd.                                                                       | CUSIP: N/A<br>LEI: 254900SI7GPUPA1TJX39       | Long             | EC               | CORP              | HK        |     33000 | NS      | $14867.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                  | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36751.82     | 0.04%             | 2024-01-25      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                  | Albertsons Cos., Inc.                                                           | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $36125.84     | 0.04%             | 2028-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                           | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38938.24     | 0.04%             | 2025-03-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.             | Australia & New Zealand Banking Group Ltd.                                      | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $199281.58    | 0.23%             | 2026-06-15      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| EnLink Midstream Partners LP                           | EnLink Midstream Partners LP                                                    | CUSIP: 29336UAC1<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4123.83      | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Best Buy Co., Inc.                                     | Best Buy Co., Inc.                                                              | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       755 | NS      | $60558.55     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** JPMORGAN INSURANCE TRUST

**Signature:** Timothy J. Clemens

**Name of Signer:** Timothy J. Clemens

**Title:** Treasurer and Principal Financial Officer