# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001193125-26-071037
**Filing Date:** 2026-2
**Character Count:** 711889
**Document Hash:** 105dc690b378e9074ed71dba44ced04b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-071037.hdr.sgml**: 20260225

**ACCESSION NUMBER**: 0001193125-26-071037

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260225

**DATE AS OF CHANGE**: 20260225

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691

**ORGANIZATION NAME:**
- **EIN:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 26677609

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** (517) 367-4336

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Series and Classes Contracts Data

### JNL/T. ROWE PRICE BALANCED FUND (Series ID: S000044437)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000138280 | JNL/T. ROWE PRICE BALANCED FUND (A) |  |
| C000192215 | JNL/T. ROWE PRICE BALANCED FUND (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JNL Series Trust

- **b. Investment Company Act file number:** 811-8894

- **c. CIK number of Registrant:** 0000933691

- **d. LEI of Registrant:** 549300T5WIPN6IWM0D45

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

  - **Street Address 1:** 1 Corporate Way

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

  - **Telephone number:** 517-367-4336

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

- **a. Name of Series:** JNL/T. Rowe Price Balanced Fund

- **b. EDGAR series identifier (if any):** S000044437

- **c. LEI of Series:** 549300SMDNTV0Q8VB465

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $595528077.63

**Total Liabilities:** $8004698.86

**Net Assets:** $587523378.77

**Delayed Delivery Securities:** $2162849.03

**Cash Not Reported:** $564185.08

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -136.954254545150 | **1-Year:** -2563.066456045593 | **5-Year:** -8177.369195248657 | **10-Year:** -18860.787957812744 | **30-Year:** -25121.294597052021

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

- **3-Month:** -3.633979886527 | **1-Year:** -475.323831511389 | **5-Year:** -3893.525042556911 | **10-Year:** -2002.528931998366 | **30-Year:** -611.917926657441

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000138280 | 0.96%                | 0.85%                | 0.56%                |
| Class ID C000192215 | 1.03%                | 0.83%                | 0.64%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2701099.40              | $2446506.53                                |
| Month 2  | $3469763.61              | $519529.79                                 |
| Month 3  | $4433153.67              | $-1658348.83                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC                                                    | JNL Government Money Market Fund - Class SL                                               | CUSIP: 46628D395<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3377848 | NS      | $3377848.11   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                 | EXCHANGE CLEARED CDS - INDEX                                                              | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |   -500000 | PA      | $184.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                 | EXCHANGE CLEARED CDS - INDEX                                                              | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DCR              | CORP              | US        |  -3200000 | PA      | $4477.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                    | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        61 | NC      | $-25617.95    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                    | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        10 | NC      | $-1264.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                    | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -4 | NC      | $3181.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                    | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         2 | NC      | $-4330.97     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                                                               | AbbVie Inc.                                                                               | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299377.65    | 0.05%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Adobe Inc.                                                                                | Adobe Inc.                                                                                | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       347 | NS      | $121446.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corporation                                                                         | Alcoa Corporation                                                                         | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       901 | NS      | $47879.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                     | Alexandria Real Estate Equities, Inc.                                                     | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       770 | NS      | $37683.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                                                              | Barclays PLC                                                                              | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196804.34    | 0.03%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                  | Lloyds Banking Group PLC                                                                  | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |    816695 | NS      | $1082606.60   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Group, The                                                                          | Cigna Group, The                                                                          | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    285000 | PA      | $254155.88    | 0.04%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corporation                                                | Caterpillar Financial Services Corporation                                                | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    385000 | PA      | $391411.06    | 0.07%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM6                                                                            | EFMT 2025-NQM6                                                                            | CUSIP: 281916AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100046.24    | 0.02%             | 2070-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Fuels Inc.                                                                         | Energy Fuels Inc.                                                                         | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | CA        |      4429 | NS      | $64397.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Portfolio, L.P.                                                                     | Essex Portfolio, L.P.                                                                     | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    525000 | PA      | $523839.86    | 0.09%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3138EGCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     89562 | PA      | $89642.94     | 0.02%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QCCH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     21640 | PA      | $20794.84     | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare Issuer 2019-A LLC                                            | BRE Grand Islander Timeshare Issuer 2019-A LLC                                            | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12262 | PA      | $12181.50     | 0.00%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CrowdStrike Holdings, Inc.                                                                | CrowdStrike Holdings, Inc.                                                                | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      1029 | NS      | $482354.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Images, Inc.                                                                        | Getty Images, Inc.                                                                        | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    113000 | PA      | $113528.84    | 0.02%             | 2030-11-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                         | HSBC Holdings PLC                                                                         | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190173.08    | 0.03%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Middleby Corporation, The                                                                 | Middleby Corporation, The                                                                 | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |       580 | NS      | $86228.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Student Loan Trust 2021-C                                                          | Nelnet Student Loan Trust 2021-C                                                          | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120234 | PA      | $112908.83    | 0.02%             | 2062-04-20      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 20 Ltd                                                                        | Elmwood CLO 20 Ltd                                                                        | CUSIP: 29002AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250322.75    | 0.04%             | 2037-01-21      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                                   | Equitable Financial Life Global Funding                                                   | CUSIP: 29446Q2F9<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55215.84     | 0.01%             | 2028-12-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3138WJGD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     83661 | PA      | $76634.18     | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3138X0Y36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3478 | PA      | $3202.62      | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                                 | O'Reilly Automotive, Inc.                                                                 | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149109.92    | 0.03%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 Trust                                                                       | OBX 2020-EXP1 Trust                                                                       | CUSIP: 67448TBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8909 | PA      | $8824.93      | 0.00%             | 2060-01-26      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140BNZG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    142565 | PA      | $145039.57    | 0.02%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140JLY73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3913 | PA      | $3763.41      | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                               | Pfizer Inc.                                                                               | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      3235 | NS      | $80551.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                                                                          | Royal Gold, Inc.                                                                          | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |        46 | NS      | $10225.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XKG61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    152240 | PA      | $158890.89    | 0.03%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    194974 | PA      | $159041.59    | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SiteOne Landscape Supply, Inc.                                                            | SiteOne Landscape Supply, Inc.                                                            | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |       327 | NS      | $40731.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas A&M University                                                                      | Texas A&M University                                                                      | CUSIP: 88213APS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $218647.20    | 0.04%             | 2039-05-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179NBB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48621 | PA      | $46002.46     | 0.01%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100555 | PA      | $93830.89     | 0.02%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36183W6J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46118 | PA      | $43357.25     | 0.01%             | 2045-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc., The                                                       | Hartford Insurance Group, Inc., The                                                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       730 | NS      | $100594.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                                                     | Banco Bilbao Vizcaya Argentaria, S.A.                                                     | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |     43548 | NS      | $1024558.54   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                                     | NextEra Energy Capital Holdings, Inc.                                                     | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25322.60     | 0.00%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line, Inc.                                                           | Old Dominion Freight Line, Inc.                                                           | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      7113 | NS      | $1115318.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks, Inc.                                                                  | Palo Alto Networks, Inc.                                                                  | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      1231 | NS      | $226750.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Credit Corporation                                                           | Toyota Motor Credit Corporation                                                           | CUSIP: 89236TLJ2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350026.67    | 0.06%             | 2026-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                 | Union Pacific Corporation                                                                 | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       149 | NS      | $34466.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                                                   | Pebblebrook Hotel Trust                                                                   | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |      4694 | NS      | $53136.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                                                            | SBA Communications Corporation                                                            | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       105 | NS      | $20310.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group, Inc.                                                           | Shoals Technologies Group, Inc.                                                           | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3631 | NS      | $30863.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, L.P.                                                                | Simon Property Group, L.P.                                                                | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    350000 | PA      | $315286.44    | 0.05%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75000 | PA      | $78422.44     | 0.01%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $198546.88    | 0.03%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables 2023-1 LLC                                                            | Verdant Receivables 2023-1 LLC                                                            | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     44746 | PA      | $45489.55     | 0.01%             | 2027-06-14      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Bunzl Public Limited Company                                                              | Bunzl Public Limited Company                                                              | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |     16179 | NS      | $452587.18    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                       | Venture Global Plaquemines LNG, LLC                                                       | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35787.50     | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Williams Companies, Inc., The                                                             | Williams Companies, Inc., The                                                             | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111081.86    | 0.02%             | 2030-06-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Aedifica                                                                                  | Aedifica                                                                                  | CUSIP: N/A<br>LEI: 529900DTKNXL0AXQFN28       | Long             | EC               | CORP              | BE        |       860 | NS      | $68229.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian S.p.A.                                                                           | Prysmian S.p.A.                                                                           | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |     13906 | NS      | $1397628.62   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                                                  | Rolls-Royce Holdings PLC                                                                  | CUSIP: N/A<br>LEI: X57JK1U580XATGR67572       | Long             | EC               | CORP              | GB        |     66358 | NS      | $1028968.02   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyushu Railway Company                                                                    | Kyushu Railway Company                                                                    | CUSIP: N/A<br>LEI: 5299002CCI6HLWAN3K50       | Long             | EC               | CORP              | JP        |      1900 | NS      | $49415.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Limited                                                                         | AIA Group Limited                                                                         | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |     74000 | NS      | $758972.96    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Sibanye Stillwater                                                                        | Sibanye Stillwater                                                                        | CUSIP: N/A<br>LEI: 378900F238434B74D281       | Long             | EC               | CORP              | ZA        |     23803 | NS      | $86490.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Puig Brands S.A.                                                                          | Puig Brands S.A.                                                                          | CUSIP: N/A<br>LEI: 549300OVHNSX30L1AQ94       | Long             | EC               | CORP              | ES        |     15976 | NS      | $279252.57    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Aston Martin Capital Holdings Limited                                                     | Aston Martin Capital Holdings Limited                                                     | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | US        |    240000 | PA      | $221229.60    | 0.04%             | 2029-03-31      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                         | Capital One Financial Corporation                                                         | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238901.21    | 0.04%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                                        | CNO Global Funding                                                                        | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    445000 | PA      | $423004.85    | 0.07%             | 2029-01-06      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                                  | Daimler Trucks Finance North America LLC                                                  | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228879.30    | 0.04%             | 2027-04-07      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| EchoStar Corporation                                                                      | EchoStar Corporation                                                                      | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    205000 | PA      | $226857.10    | 0.04%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    360292 | PA      | $293892.63    | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9086 | PA      | $8731.05      | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QCXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7347 | PA      | $7271.54      | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     77701 | PA      | $63453.90     | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                             | Ford Motor Credit Company LLC                                                             | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214993.40    | 0.04%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    141639 | PA      | $117333.51    | 0.02%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six Designated Activity Company                                          | Icon Investments Six Designated Activity Company                                          | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208776.32    | 0.04%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                      | JPMorgan Chase & Co.                                                                      | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298636.53    | 0.05%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust 2018-1                                                       | Metlife Securitization Trust 2018-1                                                       | CUSIP: 59166DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86434 | PA      | $84446.21     | 0.01%             | 2029-09-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                                        | Teleperformance SE                                                                        | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |       972 | NS      | $70614.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Private Education REFI Loan Trust 2019-C                                          | Navient Private Education REFI Loan Trust 2019-C                                          | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23581 | PA      | $23305.08     | 0.00%             | 2028-07-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                                    | PACCAR Financial Corp.                                                                    | CUSIP: 69371RS72<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354272.70    | 0.06%             | 2026-11-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                          | Pacific Gas and Electric Company                                                          | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130782.82    | 0.02%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc.                                                                           | S&P Global Inc.                                                                           | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       390 | NS      | $203810.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp.                                                                     | SL Green Realty Corp.                                                                     | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |       107 | NS      | $4908.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                                           | South Bow Canadian Infrastructure Holdings Ltd.                                           | CUSIP: 836720AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $436137.50    | 0.07%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    760000 | PA      | $662387.50    | 0.11%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                                                 | Sampo Oyj                                                                                 | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |     80867 | NS      | $973966.76    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| API Group Corporation                                                                     | API Group Corporation                                                                     | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |      1664 | NS      | $63664.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                                                              | Advanced Micro Devices, Inc.                                                              | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      2690 | NS      | $576090.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Company, Inc.                                                     | American Electric Power Company, Inc.                                                     | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    310000 | PA      | $319636.66    | 0.05%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                                      | Amphenol Corporation                                                                      | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108104.31    | 0.02%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Atlassian Corporation                                                                     | Atlassian Corporation                                                                     | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71988.46     | 0.01%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                               | Bank of America Corporation                                                               | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229746.35    | 0.04%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                             | Enbridge Inc.                                                                             | CUSIP: 29250NCM5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180246.29    | 0.03%             | 2028-11-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DWBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    358437 | PA      | $305732.03    | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DWJ53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    157771 | PA      | $162235.10    | 0.03%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    256969 | PA      | $224247.98    | 0.04%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3138ETZ90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    107047 | PA      | $109166.47    | 0.02%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140X7NP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     64613 | PA      | $64296.45     | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418CP57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    208936 | PA      | $188710.49    | 0.03%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2862 | PA      | $2670.63      | 0.00%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                                                    | General Motors Financial Company, Inc.                                                    | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    325000 | PA      | $312760.40    | 0.05%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                   | KeyCorp                                                                                   | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      9486 | NS      | $195791.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                                | Warnermedia Holdings, Inc.                                                                | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    219000 | PA      | $154668.75    | 0.03%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Subaru Corporation.                                                                       | Subaru Corporation.                                                                       | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |     20100 | NS      | $436968.48    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2022-INV1                                             | New Residential Mortgage Loan Trust 2022-INV1                                             | CUSIP: 64831DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167573 | PA      | $144859.28    | 0.02%             | 2043-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO 2022-1 Ltd                                                             | Rockford Tower CLO 2022-1 Ltd                                                             | CUSIP: 77340JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    390000 | PA      | $389762.88    | 0.07%             | 2035-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     35000 | PA      | $44867.87     | 0.01%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2755000 | PA      | $2810960.94   | 0.48%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Warrior Met Coal, Inc.                                                                    | Warrior Met Coal, Inc.                                                                    | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |       867 | NS      | $76443.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Group Limited                                                                   | Macquarie Group Limited                                                                   | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |      4639 | NS      | $626628.83    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Limited                                                             | Alibaba Group Holding Limited                                                             | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |     16264 | NS      | $298846.12    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Artemis Gold Inc.                                                                         | Artemis Gold Inc.                                                                         | CUSIP: 04302L100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4527 | NS      | $121012.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc.                                                                                  | Dow Inc.                                                                                  | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       600 | NS      | $14028.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                                                             | Equinix, Inc.                                                                             | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      1048 | NS      | $802935.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv, Inc.                                                                             | Autoliv, Inc.                                                                             | CUSIP: N/A<br>LEI: A23RUXWKASG834LTMK28       | Long             | EC               | CORP              | US        |      5615 | NS      | $672053.62    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                                  | Lumen Technologies, Inc.                                                                  | CUSIP: 55024EAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109100 | PA      | $108418.28    | 0.02%             | 2029-04-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QEYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    277790 | PA      | $240936.82    | 0.04%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| First Solar, Inc.                                                                         | First Solar, Inc.                                                                         | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       240 | NS      | $62695.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179UH70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20831 | PA      | $21560.38     | 0.00%             | 2048-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POSCO Holdings Inc.                                                                       | POSCO Holdings Inc.                                                                       | CUSIP: N/A<br>LEI: 988400E5HRVX81AYLM04       | Long             | EC               | CORP              | KR        |       220 | NS      | $46385.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                               | Equinor ASA                                                                               | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |     35611 | NS      | $838273.78    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ResMed Inc.                                                                               | ResMed Inc.                                                                               | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       332 | NS      | $79968.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                                                            | AutoZone, Inc.                                                                            | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       348 | NS      | $1180242.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                                                            | Texas Instruments Incorporated                                                            | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      9378 | NS      | $1626989.22   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    615000 | PA      | $415821.67    | 0.07%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV1                                                                            | EFMT 2025-INV1                                                                            | CUSIP: 28224UAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100140.68    | 0.02%             | 2070-12-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133AMGK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     72594 | PA      | $63054.06     | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000 | PA      | $20990.74     | 0.00%             | 2033-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                                   | Waste Connections, Inc.                                                                   | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | US        |    145000 | PA      | $128163.08    | 0.02%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VINCI                                                                                     | VINCI                                                                                     | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |      4847 | NS      | $683930.02    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                         | LEG Immobilien SE                                                                         | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | EC               | CORP              | DE        |       737 | NS      | $53773.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QUNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     69342 | PA      | $70829.49     | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XCP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     51653 | PA      | $52675.74     | 0.01%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179UEC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1499 | PA      | $1554.06      | 0.00%             | 2048-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    162336 | PA      | $134427.71    | 0.02%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corporation                                                                 | Alcon Finance Corporation                                                                 | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    265000 | PA      | $246396.28    | 0.04%             | 2030-05-27      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                              | MassMutual Global Funding II                                                              | CUSIP: 57629W4S6<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    330000 | PA      | $334845.52    | 0.06%             | 2027-04-09      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Renesas Electronics Corporation                                                           | Renesas Electronics Corporation                                                           | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |     39800 | NS      | $550964.53    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    620000 | PA      | $637703.91    | 0.11%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company Alrosa (Public Joint Stock Company)                                   | Joint Stock Company Alrosa (Public Joint Stock Company)                                   | CUSIP: N/A<br>LEI: 894500DKUWVBYZLLE651       | Long             | EC               | CORP              | RU        |     40150 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Orogen Royalties Inc.                                                                     | Orogen Royalties Inc.                                                                     | CUSIP: 68390D106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3772 | NS      | $133616.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Public Limited Company                                                    | TE Connectivity Public Limited Company                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      5276 | NS      | $1200342.76   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc.                                                                                 | AT&T Inc.                                                                                 | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    230000 | PA      | $180788.63    | 0.03%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                        | Altria Group, Inc.                                                                        | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      1828 | NS      | $105402.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                                                      | Analog Devices, Inc.                                                                      | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      3679 | NS      | $997744.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.                                                        | American International Group, Inc.                                                        | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      2234 | NS      | $191118.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                                                             | Broadcom Inc.                                                                             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     20714 | NS      | $7169115.40   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                                                                         | Crown Castle Inc.                                                                         | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    185000 | PA      | $165297.04    | 0.03%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                            | John Deere Capital Corporation                                                            | CUSIP: 24422EXF1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    395000 | PA      | $398073.89    | 0.07%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental, LLC                                                               | Avis Budget Car Rental, LLC                                                               | CUSIP: 053773BJ5<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310461.00    | 0.05%             | 2030-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Boston Scientific Corporation                                                             | Boston Scientific Corporation                                                             | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      1962 | NS      | $187076.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV Financing, LLC                                                                    | DIRECTV Financing, LLC                                                                    | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $141801.80    | 0.02%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| EQT Corporation                                                                           | EQT Corporation                                                                           | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      2788 | NS      | $149436.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                                                                            | CME Group Inc.                                                                            | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      2242 | NS      | $612245.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Mining Corporation                                                                 | Lundin Mining Corporation                                                                 | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |       829 | NS      | $17817.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EG Global Finance PLC                                                                     | EG Global Finance PLC                                                                     | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | US        |    230000 | PA      | $249386.70    | 0.04%             | 2028-11-30      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| BT Group PLC                                                                              | BT Group PLC                                                                              | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |    324166 | NS      | $805088.24    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133KH3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     22052 | PA      | $21812.99     | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                              | Barclays PLC                                                                              | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |    136965 | NS      | $877749.87    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179RVD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1929 | PA      | $1924.59      | 0.00%             | 2045-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179UK27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5851 | PA      | $6048.23      | 0.00%             | 2049-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140J8VP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     30452 | PA      | $28071.35     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QVAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    171203 | PA      | $177264.31    | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KDDI Corporation                                                                          | KDDI Corporation                                                                          | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |     52700 | NS      | $910533.07    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corporation                                                                    | Sony Group Corporation                                                                    | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |     61600 | NS      | $1586383.78   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    244536 | PA      | $198858.50    | 0.03%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Next PLC                                                                                  | Next PLC                                                                                  | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |      4483 | NS      | $827306.69    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ProLogis Inc.                                                                             | ProLogis Inc.                                                                             | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      6064 | NS      | $774130.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Companies, Inc., The                                                                  | TJX Companies, Inc., The                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      3781 | NS      | $580799.41    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2769 | PA      | $2584.29      | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179UZH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3307 | PA      | $2940.55      | 0.00%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    760000 | PA      | $747768.71    | 0.13%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Invincible Investment Corporation                                                         | Invincible Investment Corporation                                                         | CUSIP: N/A<br>LEI: 353800JY6M2692VAV685       | Long             | EC               | CORP              | JP        |        72 | NS      | $29583.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Santana Mining Inc.                                                                       | Santana Mining Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |      2108 | NS      | $34210.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Limited                                                                         | HDFC Bank Limited                                                                         | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |     63349 | NS      | $696631.53    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    163877 | PA      | $135703.45    | 0.02%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2021-2                                     | Morgan Stanley Residential Mortgage Loan Trust 2021-2                                     | CUSIP: 61772LBL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64797 | PA      | $53771.64     | 0.01%             | 2043-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                                                  | NXP B.V.                                                                                  | CUSIP: 62954HBF4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50180.48     | 0.01%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Aluminum Corporation of China Limited                                                     | Aluminum Corporation of China Limited                                                     | CUSIP: N/A<br>LEI: 529900TKZUWQLIQN6T48       | Long             | EC               | CORP              | CN        |     26000 | NS      | $40612.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corporation                                                                       | Newmont Corporation                                                                       | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      1108 | NS      | $110633.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                                                                   | Uber Technologies, Inc.                                                                   | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56965.95     | 0.01%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                              | Unilever PLC                                                                              | CUSIP: 904767803<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      1501 | NS      | $98165.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    940000 | PA      | $552580.50    | 0.09%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $9793.09      | 0.00%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                             | Univision Communications Inc.                                                             | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    155000 | PA      | $166400.25    | 0.03%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Vistra Corp.                                                                              | Vistra Corp.                                                                              | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       632 | NS      | $101960.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                                                               | Zoetis Inc.                                                                               | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       300 | NS      | $37746.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mandatum Holding Oy                                                                       | Mandatum Holding Oy                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FI        |     58267 | NS      | $470207.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                               | AbbVie Inc.                                                                               | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    195000 | PA      | $160892.69    | 0.03%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                              | Cadence Design Systems, Inc.                                                              | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110445.94    | 0.02%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                                       | Centene Corporation                                                                       | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    260000 | PA      | $239293.57    | 0.04%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Enel Finance International N.V.                                                           | Enel Finance International N.V.                                                           | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190372.96    | 0.03%             | 2028-07-12      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3138WKW68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    200376 | PA      | $193427.28    | 0.03%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QCKG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    140951 | PA      | $126778.40    | 0.02%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418ET42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    245759 | PA      | $240716.17    | 0.04%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418UEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8239 | PA      | $8401.91      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 31427CYW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    366074 | PA      | $372427.78    | 0.06%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corporation                                                                | Kimberly-Clark Corporation                                                                | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |        43 | NS      | $4338.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                                                                 | MSCI Inc.                                                                                 | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       100 | NS      | $57373.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials, Inc.                                                           | Martin Marietta Materials, Inc.                                                           | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       143 | NS      | $89040.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi, Ltd.                                                                             | Hitachi, Ltd.                                                                             | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |     39000 | NS      | $1224465.55   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Jindal Steel Limited                                                                      | Jindal Steel Limited                                                                      | CUSIP: N/A<br>LEI: 335800UIKQBF6QO2NP15       | Long             | EC               | CORP              | IN        |      1424 | NS      | $16650.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EssilorLuxottica                                                                          | EssilorLuxottica                                                                          | CUSIP: N/A<br>LEI: 9695005W553B1E61P457       | Long             | EC               | CORP              | FR        |      2421 | NS      | $768307.77    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                                  | Roper Technologies, Inc.                                                                  | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       649 | NS      | $288889.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Incorporated                                                              | TransDigm Group Incorporated                                                              | CUSIP: 893641100<br>LEI: 549300EQD0ZXRSMG3549 | Long             | EC               | CORP              | US        |       220 | NS      | $292567.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    405000 | PA      | $363993.75    | 0.06%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-INV1                                                      | Verus Securitization Trust 2023-INV1                                                      | CUSIP: 92539FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72195 | PA      | $72051.25     | 0.01%             | 2068-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corporation                                                                  | Kinross Gold Corporation                                                                  | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |      7448 | NS      | $209784.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SANY Heavy Industry Co., Ltd.                                                             | SANY Heavy Industry Co., Ltd.                                                             | CUSIP: N/A<br>LEI: 3003001FS86S7NYOHV89       | Long             | EC               | CORP              | CN        |      7200 | NS      | $20864.61     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ameren Corporation                                                                        | Ameren Corporation                                                                        | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      8868 | NS      | $885558.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                                                                   | Applied Materials, Inc.                                                                   | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       767 | NS      | $197111.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corporation                                                                    | CVS Health Corporation                                                                    | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    475000 | PA      | $419154.96    | 0.07%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                           | Danske Bank A/S                                                                           | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207901.88    | 0.04%             | 2030-03-01      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Edwards Lifesciences Corporation                                                          | Edwards Lifesciences Corporation                                                          | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       431 | NS      | $36742.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc.                                                                             | Enbridge Inc.                                                                             | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |    195000 | PA      | $207455.43    | 0.04%             | 2084-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Equifax Inc.                                                                              | Equifax Inc.                                                                              | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      1951 | NS      | $423327.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133ATLD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     36455 | PA      | $36838.96     | 0.01%             | 2051-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QUNX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    148697 | PA      | $155493.72    | 0.03%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                       | Fifth Third Bancorp                                                                       | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     18193 | NS      | $851614.33    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179RXF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    136817 | PA      | $136688.04    | 0.02%             | 2046-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5496 | PA      | $5015.93      | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Interpump Group S.p.A.                                                                    | Interpump Group S.p.A.                                                                    | CUSIP: N/A<br>LEI: 815600C79D0F31F4D395       | Long             | EC               | CORP              | IT        |       919 | NS      | $50105.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                                                     | Microsoft Corporation                                                                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     31247 | NS      | $15111674.14  | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                                                                  | American Express Company                                                                  | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      3944 | NS      | $1459082.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle Holdings, Inc.                                                                     | Nestle Holdings, Inc.                                                                     | CUSIP: 641062BH6<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257117.05    | 0.04%             | 2033-03-14      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corporation                                                                        | Oracle Corporation                                                                        | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118343.71    | 0.02%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Equity Lifestyle Properties, Inc.                                                         | Equity Lifestyle Properties, Inc.                                                         | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     10262 | NS      | $621979.82    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3132DQ6R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     74697 | PA      | $61421.28     | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corporation                                                                  | Toyota Motor Corporation                                                                  | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |     66700 | NS      | $1431973.36   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Owens Corning                                                                             | Owens Corning                                                                             | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      2455 | NS      | $274739.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc.                                                                | Palantir Technologies Inc.                                                                | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      4477 | NS      | $795786.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corporation                                                               | Parker-Hannifin Corporation                                                               | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      1919 | NS      | $1686724.24   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     64361 | PA      | $64606.01     | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QEAQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     47834 | PA      | $42381.81     | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                                     | Foundry JV Holdco LLC                                                                     | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212348.80    | 0.04%             | 2032-01-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                          | Gray Media, Inc.                                                                          | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    154000 | PA      | $165394.46    | 0.03%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: —       |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $320190.58    | 0.05%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    240000 | PA      | $242812.51    | 0.04%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2025-NQM3                                                      | J.P. Morgan Mortgage Trust 2025-NQM3                                                      | CUSIP: 46659QAC3<br>LEI: 529900HDRKAITSFGZ261 | Long             | ABS-MBS          | CORP              | US        |    339466 | PA      | $342630.83    | 0.06%             | 2029-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                               | Kenvue Inc.                                                                               | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      2461 | NS      | $42452.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912828N71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    108200 | PA      | $147770.53    | 0.03%             | 2026-01-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1650000 | PA      | $1671656.25   | 0.28%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Louisiana-Pacific Corporation (W VA)                                                      | Louisiana-Pacific Corporation (W VA)                                                      | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |       717 | NS      | $57904.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corporation                                                            | Marathon Petroleum Corporation                                                            | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       494 | NS      | $80339.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday, Inc.                                                                             | Workday, Inc.                                                                             | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       171 | NS      | $36727.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Syensqo                                                                                   | Syensqo                                                                                   | CUSIP: N/A<br>LEI: 549300060XNJ90PLNS10       | Long             | EC               | CORP              | BE        |       237 | NS      | $19049.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JFE Holdings, Inc.                                                                        | JFE Holdings, Inc.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1100 | NS      | $14008.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                              | U.S. Bancorp                                                                              | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      4349 | NS      | $232062.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zijin Gold International Company Limited                                                  | Zijin Gold International Company Limited                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |      2780 | NS      | $52138.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lundin Gold Inc.                                                                          | Lundin Gold Inc.                                                                          | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |       689 | NS      | $57236.37     | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| U.S. Bank National Association                                                            | U.S. Bank National Association                                                            | CUSIP: 90357PAV6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-CBDO         | CORP              | US        |     53943 | PA      | $54443.28     | 0.01%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1245000 | PA      | $697151.32    | 0.12%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CPH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    165000 | PA      | $163664.17    | 0.03%             | 2030-10-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| USA Compression Finance Corp.                                                             | USA Compression Finance Corp.                                                             | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $108070.00    | 0.02%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-1                                                         | Verus Securitization Trust 2021-1                                                         | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30593 | PA      | $28076.36     | 0.00%             | 2066-01-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                                                         | InterContinental Hotels Group PLC                                                         | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |       172 | NS      | $24233.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Americas Gold and Silver Corporation                                                      | Americas Gold and Silver Corporation                                                      | CUSIP: 03062D803<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      9300 | NS      | $47700.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                                                             | Chubb Limited                                                                             | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |      4976 | NS      | $1553109.12   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloud Software Group, Inc.                                                                | Cloud Software Group, Inc.                                                                | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208250.00    | 0.04%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Dover Corporation                                                                         | Dover Corporation                                                                         | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       608 | NS      | $118705.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DTG53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     37322 | PA      | $39322.53     | 0.01%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133KPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     42245 | PA      | $34697.40     | 0.01%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QA3Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18925 | PA      | $18803.26     | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    249428 | PA      | $211972.48    | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    423613 | PA      | $359868.07    | 0.06%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179TV93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5753 | PA      | $5968.77      | 0.00%             | 2048-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                                    | Hilton Domestic Operating Company Inc.                                                    | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117607.05    | 0.02%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                                | Lamb Weston Holdings, Inc.                                                                | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |       814 | NS      | $34098.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-DSC2                                  | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC2                                  | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96604 | PA      | $97415.53     | 0.02%             | 2070-07-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corporation                                                                        | NVIDIA Corporation                                                                        | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     95749 | NS      | $17857188.50  | 3.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zijin Mining Group Co., Ltd.                                                              | Zijin Mining Group Co., Ltd.                                                              | CUSIP: N/A<br>LEI: 529900ABI5CBFXD01Q05       | Long             | EC               | CORP              | CN        |     46000 | NS      | $210438.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                             | PepsiCo, Inc.                                                                             | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      1262 | NS      | $181122.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                                                               | Phillips 66                                                                               | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       735 | NS      | $94844.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                                                    | Standard Chartered PLC                                                                    | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196782.92    | 0.03%             | 2028-01-12      | Fixed         | 2.61%                 | Yes           |                  2 | On Loan: No      |
| Teledyne Technologies Incorporated                                                        | Teledyne Technologies Incorporated                                                        | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       321 | NS      | $163944.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                                                                      | Vornado Realty Trust                                                                      | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2483 | NS      | $82634.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                                             | Alphabet Inc.                                                                             | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     28421 | NS      | $8918509.80   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                                             | Alphabet Inc.                                                                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     15875 | NS      | $4968875.00   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc.                                                                     | Booking Holdings Inc.                                                                     | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       315 | NS      | $1686928.95   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                                                                    | CMS Energy Corporation                                                                    | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99651.43     | 0.02%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                           | CSX Corporation                                                                           | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     22718 | NS      | $823527.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Company                                                         | Canadian National Railway Company                                                         | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |       876 | NS      | $86592.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                                                                     | Cardinal Health, Inc.                                                                     | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       472 | NS      | $96996.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                                                            | ConocoPhillips                                                                            | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     21046 | NS      | $1970116.06   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                                                                 | Consolidated Edison, Inc.                                                                 | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      1326 | NS      | $131698.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd                                                                | First Quantum Minerals Ltd                                                                | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |      5489 | NS      | $147167.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Company                                                                           | Deere & Company                                                                           | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      4794 | NS      | $2231942.58   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc.                                                                             | Enbridge Inc.                                                                             | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275564.80    | 0.05%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-2                                         | Exeter Select Automobile Receivables Trust 2025-2                                         | CUSIP: 30185EAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75000 | PA      | $75384.31     | 0.01%             | 2028-06-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DSQU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     78380 | PA      | $80110.56     | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140JAT99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    185682 | PA      | $171297.45    | 0.03%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140K3B27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     16208 | PA      | $15766.47     | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140X5WP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    185465 | PA      | $174871.82    | 0.03%             | 2040-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    359989 | PA      | $291845.18    | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179MK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    128341 | PA      | $121636.19    | 0.02%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87324 | PA      | $79701.18     | 0.01%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    190037 | PA      | $171013.30    | 0.03%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 3617G9FT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11410 | PA      | $11578.92     | 0.00%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Electric Company                                                                  | General Electric Company                                                                  | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      8959 | NS      | $2759640.77   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Finance LLC                                                               | Crescent Energy Finance LLC                                                               | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    219000 | PA      | $217261.14    | 0.04%             | 2034-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Ivanhoe Electric Inc.                                                                     | Ivanhoe Electric Inc.                                                                     | CUSIP: 46578C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4152 | NS      | $66162.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Electric Inc.                                                                     | Ivanhoe Electric Inc.                                                                     | CUSIP: 46578C116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1864 | NS      | $17935.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kodiak Gas Services, LLC                                                                  | Kodiak Gas Services, LLC                                                                  | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96933.01     | 0.02%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                                         | Microchip Technology Incorporated                                                         | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       200 | NS      | $12744.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                                | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                                | CUSIP: 61779CAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $142292.15    | 0.02%             | 2035-07-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Japan Prime Realty Investment Corporation                                                 | Japan Prime Realty Investment Corporation                                                 | CUSIP: N/A<br>LEI: 353800NJOQJAY1ODEX72       | Long             | EC               | CORP              | JP        |        55 | NS      | $37110.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                 | Sunoco LP                                                                                 | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197803.30    | 0.03%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Suzano Netherlands B.V.                                                                   | Suzano Netherlands B.V.                                                                   | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138851.64    | 0.02%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                                               | Targa Resources Partners LP                                                               | CUSIP: 87612BBG6<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    136000 | PA      | $136021.00    | 0.02%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| W.P. Carey Inc.                                                                           | W.P. Carey Inc.                                                                           | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147829.64    | 0.03%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Genesis Minerals Limited                                                                  | Genesis Minerals Limited                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      3651 | NS      | $17657.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Found Gold Corp.                                                                      | New Found Gold Corp.                                                                      | CUSIP: 64440N103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      9566 | NS      | $28296.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| South Bow Corporation                                                                     | South Bow Corporation                                                                     | CUSIP: 83671M105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1898 | NS      | $52201.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ArcelorMittal                                                                             | ArcelorMittal                                                                             | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |      1513 | NS      | $69478.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Baker Hughes Company                                                                      | Baker Hughes Company                                                                      | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4178 | NS      | $190266.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barings Clo Ltd 2021-III                                                                  | Barings Clo Ltd 2021-III                                                                  | CUSIP: 06762TAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250466.75    | 0.04%             | 2035-01-18      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                          | Brixmor Operating Partnership LP                                                          | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274319.24    | 0.05%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Cameco Corporation                                                                        | Cameco Corporation                                                                        | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      1424 | NS      | $130281.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameron LNG, LLC                                                                          | Cameron LNG, LLC                                                                          | CUSIP: 133434AA8<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50785.12     | 0.01%             | 2031-07-15      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-1                                                            | CarMax Auto Owner Trust 2024-1                                                            | CUSIP: 14318WAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15000 | PA      | $15263.49     | 0.00%             | 2027-12-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Clarus Capital Funding 2024-1 LLC                                                         | Clarus Capital Funding 2024-1 LLC                                                         | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    107454 | PA      | $107620.79    | 0.02%             | 2027-05-20      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Company                                                                 | Colgate-Palmolive Company                                                                 | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     12890 | NS      | $1018567.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corporation                                                                        | Deluxe Corporation                                                                        | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210652.00    | 0.04%             | 2029-09-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3128MJZM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     93959 | PA      | $85229.27     | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3138AFC24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     95084 | PA      | $95157.09     | 0.02%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140J6GM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     86419 | PA      | $83422.13     | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140J8TH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     35271 | PA      | $34146.91     | 0.01%             | 2032-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140Y6U57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    373211 | PA      | $389424.49    | 0.07%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corporation                                                               | Kioxia Holdings Corporation                                                               | CUSIP: 49726JAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $114470.40    | 0.02%             | 2033-07-24      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Manufacturers and Traders Trust Company                                                   | Manufacturers and Traders Trust Company                                                   | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252296.88    | 0.04%             | 2028-07-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.                                                         | Sumitomo Mitsui Trust Group, Inc.                                                         | CUSIP: N/A<br>LEI: 5493006GGLR4BTEL8O61       | Long             | EC               | CORP              | JP        |     22300 | NS      | $680359.56    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Limited                                                                    | Tokyo Electron Limited                                                                    | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |      3700 | NS      | $816891.22    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Bank                                                                                 | Ally Bank                                                                                 | CUSIP: 02007G5D1<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-CBDO         | CORP              | US        |    207580 | PA      | $208471.47    | 0.04%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                                                          | Benchmark 2024-V8 Mortgage Trust                                                          | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $153100.85    | 0.03%             | 2029-06-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Cameron LNG, LLC                                                                          | Cameron LNG, LLC                                                                          | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42730.08     | 0.01%             | 2039-01-15      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                                                                | Digital Realty Trust, Inc.                                                                | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      1221 | NS      | $188900.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132CWG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     34737 | PA      | $33845.41     | 0.01%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DV7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    232128 | PA      | $198503.52    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140J8YZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    115784 | PA      | $119848.22    | 0.02%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140Y7EQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    305076 | PA      | $315042.74    | 0.05%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    103750 | PA      | $106549.36    | 0.02%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PBF Holding Company LLC                                                                   | PBF Holding Company LLC                                                                   | CUSIP: 69318FAM0<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25623.75     | 0.00%             | 2030-03-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Nestle S.A.                                                                               | Nestle S.A.                                                                               | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |     20793 | NS      | $2060897.82   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                       | Fifth Third Bancorp                                                                       | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71100.16     | 0.01%             | 2030-09-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179VV31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    196784 | PA      | $188932.58    | 0.03%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179W3Y2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    112143 | PA      | $102119.45    | 0.02%             | 2037-05-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179WVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    210736 | PA      | $181877.25    | 0.03%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                               | Pfizer Inc.                                                                               | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260770.20    | 0.04%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                                      | The Southern Company                                                                      | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     16463 | NS      | $1435573.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 3622A2RW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18672 | PA      | $17581.95     | 0.00%             | 2044-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                              | Marriott International, Inc.                                                              | CUSIP: 571903BB8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    305000 | PA      | $310314.26    | 0.05%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 Trust                                                                       | OBX 2019-EXP3 Trust                                                                       | CUSIP: 67113AAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10706 | PA      | $10102.82     | 0.00%             | 2059-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Onesky Flight, LLC                                                                        | Onesky Flight, LLC                                                                        | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    195000 | PA      | $207979.20    | 0.04%             | 2029-12-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Popular, Inc.                                                                             | Popular, Inc.                                                                             | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |       245 | NS      | $30507.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage Operating Company                                                          | Public Storage Operating Company                                                          | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118390.53    | 0.02%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Tesla Inc.                                                                                | Tesla Inc.                                                                                | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      9106 | NS      | $4095150.32   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank, The                                                                | Toronto-Dominion Bank, The                                                                | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |    330000 | PA      | $338291.71    | 0.06%             | 2029-04-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1015000 | PA      | $1015237.92   | 0.17%             | 2029-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                               | Verizon Communications Inc.                                                               | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155187.69    | 0.03%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| XCEL Energy Inc.                                                                          | XCEL Energy Inc.                                                                          | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     14559 | NS      | $1075327.74   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc.                                                                        | Suncor Energy Inc.                                                                        | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      2708 | NS      | $120193.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3590000 | PA      | $3636838.37   | 0.62%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc.                                                                                 | Visa Inc.                                                                                 | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     10561 | NS      | $3703848.31   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC                                                                         | National Grid PLC                                                                         | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |     79358 | NS      | $1221205.58   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Kojamo Oyj                                                                                | Kojamo Oyj                                                                                | CUSIP: N/A<br>LEI: 7437007YPUOQZ8OV1R42       | Long             | EC               | CORP              | FI        |      6835 | NS      | $82179.95     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Weatherford International Public Limited Company                                          | Weatherford International Public Limited Company                                          | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |      1081 | NS      | $84599.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic, Inc.                                                                           | Medtronic, Inc.                                                                           | CUSIP: N/A<br>LEI: D56MRZY2INAN94ZONZ37       | Long             | EC               | CORP              | IE        |       819 | NS      | $78673.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Windstream Services, LLC                                                                  | Windstream Services, LLC                                                                  | CUSIP: 97381AAA0<br>LEI: 549300L3SXBFJVGRCF66 | Long             | DBT              | CORP              | US        |    145000 | PA      | $152118.05    | 0.03%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Zhongjin Gold Corporation Limited                                                         | Zhongjin Gold Corporation Limited                                                         | CUSIP: N/A<br>LEI: 300300Q0ZK8HFP814Z87       | Long             | EC               | CORP              | CN        |      9000 | NS      | $30005.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                            | Var Energi ASA                                                                            | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | EC               | CORP              | NO        |      5663 | NS      | $18489.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spotify Technology S.A.                                                                   | Spotify Technology S.A.                                                                   | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |        70 | NS      | $40649.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                                                    | Standard Chartered PLC                                                                    | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |     51541 | NS      | $1260867.33   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                               | Asurion LLC                                                                               | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $140930.00    | 0.02%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| B.A.T Capital Corporation                                                                 | B.A.T Capital Corporation                                                                 | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    295000 | PA      | $272005.34    | 0.05%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Colliers International Group Inc.                                                         | Colliers International Group Inc.                                                         | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Long             | EC               | CORP              | CA        |       484 | NS      | $71152.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrias Penoles, S.A.B. de C.V.                                                        | Industrias Penoles, S.A.B. de C.V.                                                        | CUSIP: N/A<br>LEI: 549300WA2HB7776CB324       | Long             | EC               | CORP              | MX        |      1698 | NS      | $89160.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140NGTB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     90909 | PA      | $90934.53     | 0.02%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140Q8VW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    578415 | PA      | $543632.48    | 0.09%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XJKB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    370477 | PA      | $342836.47    | 0.06%             | 2037-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    287622 | PA      | $274322.43    | 0.05%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     91204 | PA      | $91380.34     | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL XIX Ltd                                                               | Fortress Credit BSL XIX Ltd                                                               | CUSIP: 34966BAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    420000 | PA      | $420018.48    | 0.07%             | 2036-07-24      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179SUU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17267 | PA      | $15749.27     | 0.00%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                            | Goldman Sachs Group, Inc., The                                                            | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    550000 | PA      | $549553.79    | 0.09%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corporation, A Mutual Legal Reserve Company                           | Health Care Service Corporation, A Mutual Legal Reserve Company                           | CUSIP: 42218SAL2<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122897.84    | 0.02%             | 2034-06-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing II LP                                                             | Hertz Vehicle Financing II LP                                                             | CUSIP: 428040DC0<br>LEI: 549300FPK70TCB78NG05 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105792.75    | 0.02%             | 2029-07-15      | Fixed         | 12.63%                | Yes           |                  2 | On Loan: No      |
| Ingersoll Rand Inc.                                                                       | Ingersoll Rand Inc.                                                                       | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |       861 | NS      | $68208.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Persimmon Public Limited Company                                                          | Persimmon Public Limited Company                                                          | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Long             | EC               | CORP              | GB        |     22390 | NS      | $410441.51    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140W3GH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     78359 | PA      | $79653.95     | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                                            | K. Hovnanian Enterprises, Inc.                                                            | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213420.90    | 0.04%             | 2033-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Kering                                                                                    | Kering                                                                                    | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |      2079 | NS      | $733312.92    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| China Steel Corporation                                                                   | China Steel Corporation                                                                   | CUSIP: N/A<br>LEI: 529900D3N7UIJMVJ9120       | Long             | EC               | CORP              | TW        |     27000 | NS      | $16311.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                                  | Motorola Solutions, Inc.                                                                  | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97342.77     | 0.02%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corporation                                                            | Panasonic Holdings Corporation                                                            | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |     39600 | NS      | $512188.72    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Company, The                                                             | Procter & Gamble Company, The                                                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     13808 | NS      | $1978824.48   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Limited                                                                               | Sea Limited                                                                               | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |      6917 | NS      | $882401.69    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                                                        | T-Mobile USA, Inc.                                                                        | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    220000 | PA      | $233199.71    | 0.04%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Teradyne, Inc.                                                                            | Teradyne, Inc.                                                                            | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       450 | NS      | $87102.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     55000 | PA      | $55418.17     | 0.01%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140X6Z46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     69639 | PA      | $68867.24     | 0.01%             | 2033-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XHXF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    113418 | PA      | $97130.78     | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $73618.53     | 0.01%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing B.V.                                                                 | VZ Secured Financing B.V.                                                                 | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218725.58    | 0.04%             | 2033-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| West Virginia Hospital Finance Authority                                                  | West Virginia Hospital Finance Authority                                                  | CUSIP: 956708AA9<br>LEI: 549300VG6M2WRQ7E7O46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $259609.17    | 0.04%             | 2048-06-01      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Xylem Inc.                                                                                | Xylem Inc.                                                                                | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       275 | NS      | $37449.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie                                                                                     | Engie                                                                                     | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |     39412 | NS      | $1038401.59   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindalco Industries Limited                                                               | Hindalco Industries Limited                                                               | CUSIP: N/A<br>LEI: 335800KXLE5NO5B4GF90       | Long             | EC               | CORP              | IN        |      3238 | NS      | $31887.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| B2Gold Corp.                                                                              | B2Gold Corp.                                                                              | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Long             | EC               | CORP              | CA        |     10098 | NS      | $45466.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Square Co., Ltd.                                                                       | SK Square Co., Ltd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      2906 | NS      | $737081.98    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179XDF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    291840 | PA      | $293426.34    | 0.05%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust Incorporated                                                      | Healthcare Realty Trust Incorporated                                                      | CUSIP: 42226K105<br>LEI: 549300CB86LH2IOKHH22 | Long             | EC               | CORP              | US        |      3883 | NS      | $65816.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                              | UBS Group AG                                                                              | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |     20212 | NS      | $934329.14    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies Public Limited Company                                                 | Trane Technologies Public Limited Company                                                 | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       320 | NS      | $124544.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated                                                        | Huntington Bancshares Incorporated                                                        | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      4902 | NS      | $85049.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington National Bank, The                                                             | Huntington National Bank, The                                                             | CUSIP: 446438SX2<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-CBDO         | CORP              | US        |    181639 | PA      | $182480.71    | 0.03%             | 2029-04-20      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Medline Inc.                                                                              | Medline Inc.                                                                              | CUSIP: 58507V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2780 | NS      | $116760.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirvac Limited                                                                            | Mirvac Limited                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     25362 | NS      | $34575.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                            | Morgan Stanley                                                                            | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      7408 | NS      | $1315142.24   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                                                                        | Oracle Corporation                                                                        | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      6410 | NS      | $1249373.10   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corporation                                                                          | PG&E Corporation                                                                          | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      9948 | NS      | $159864.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Company Gas Capital Corporation                                                  | Southern Company Gas Capital Corporation                                                  | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266062.62    | 0.05%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                        | Alliant Holdings Intermediate, LLC                                                        | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    195000 | PA      | $201961.50    | 0.03%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| AAR Escrow Issuer, LLC                                                                    | AAR Escrow Issuer, LLC                                                                    | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $201904.95    | 0.03%             | 2029-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                       | Anheuser-Busch InBev Worldwide Inc.                                                       | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    275000 | PA      | $284729.80    | 0.05%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Apex Credit Clo 13 Ltd                                                                    | Apex Credit Clo 13 Ltd                                                                    | CUSIP: 03754FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250000.00    | 0.04%             | 2039-01-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BP P.L.C.                                                                                 | BP P.L.C.                                                                                 | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |     10856 | NS      | $63571.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Group, The                                                                          | Cigna Group, The                                                                          | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1520 | NS      | $418349.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                                                                       | Chevron Corporation                                                                       | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12508 | NS      | $1906344.28   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                                                                        | Cintas Corporation                                                                        | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1536 | NS      | $288875.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                                                      | Edison International                                                                      | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156716.70    | 0.03%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Endeavour Silver Corp.                                                                    | Endeavour Silver Corp.                                                                    | CUSIP: 29258Y103<br>LEI: 549300IF2E29780PPV02 | Long             | EC               | CORP              | CA        |       442 | NS      | $4157.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DUCM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     17275 | PA      | $18069.69     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133A1CC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    212968 | PA      | $192019.00    | 0.03%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140NLSV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     52957 | PA      | $52984.98     | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418ECD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    372501 | PA      | $344709.13    | 0.06%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62274 | PA      | $57876.03     | 0.01%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                                    | General Motors Company                                                                    | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      1598 | NS      | $129949.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc.                                                                                  | NOV Inc.                                                                                  | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |      3346 | NS      | $52297.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust II                                      | Navistar Financial Dealer Note Master Owner Trust II                                      | CUSIP: 63938PBZ1<br>LEI: 549300S28N49H5RT4J50 | Long             | ABS-CBDO         | CORP              | US        |     55000 | PA      | $55208.88     | 0.01%             | 2030-09-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                               | ONEOK, Inc.                                                                               | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333511.40    | 0.06%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Revvity, Inc.                                                                             | Revvity, Inc.                                                                             | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      8119 | NS      | $785513.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated                                                            | Quest Diagnostics Incorporated                                                            | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      2731 | NS      | $473910.43    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                                                     | Targa Resources Corp.                                                                     | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87069.60     | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $321890.63    | 0.05%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    435000 | PA      | $481757.95    | 0.08%             | 2027-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Williams Companies, Inc., The                                                             | Williams Companies, Inc., The                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      6198 | NS      | $372561.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Swire Properties Limited                                                                  | Swire Properties Limited                                                                  | CUSIP: N/A<br>LEI: 5299001L12PHYVQ92465       | Long             | EC               | CORP              | HK        |     21800 | NS      | $58638.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Open House Group Co., Ltd.                                                                | Open House Group Co., Ltd.                                                                | CUSIP: N/A<br>LEI: 529900WQOGPBIJEHW865       | Long             | EC               | CORP              | JP        |      1300 | NS      | $76330.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Scentre Group Limited                                                                     | Scentre Group Limited                                                                     | CUSIP: N/A<br>LEI: 529900TUCASM3W86E831       | Long             | EC               | CORP              | AU        |    287536 | NS      | $804084.53    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Robex Resources Inc.                                                                      | Robex Resources Inc.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CA        |      1611 | NS      | $6133.68      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CRH Public Limited Company                                                                | CRH Public Limited Company                                                                | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |       900 | NS      | $112320.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                                                            | TechnipFMC PLC                                                                            | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |     16121 | NS      | $718351.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora, Inc.                                                                             | Cencora, Inc.                                                                             | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      4038 | NS      | $1363834.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                                                                         | Crown Castle Inc.                                                                         | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    255000 | PA      | $225108.87    | 0.04%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                                    | Extra Space Storage LP                                                                    | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65646.17     | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140J8AN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     64417 | PA      | $62505.21     | 0.01%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                                      | Osaic Holdings, Inc.                                                                      | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    210000 | PA      | $219195.90    | 0.04%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                                     | Elevance Health, Inc.                                                                     | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      2600 | NS      | $911430.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust 2025-VOLT                                                                        | BX Trust 2025-VOLT                                                                        | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $229712.68    | 0.04%             | 2030-12-16      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                                     | Camden Property Trust                                                                     | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       503 | NS      | $55370.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P4                                                    | Carvana Auto Receivables Trust 2024-P4                                                    | CUSIP: 14076LAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    110000 | PA      | $111294.70    | 0.02%             | 2029-09-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N1                                                    | Carvana Auto Receivables Trust 2024-N1                                                    | CUSIP: 14687QAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30000 | PA      | $30305.75     | 0.01%             | 2027-01-11      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                                                              | Chipotle Mexican Grill, Inc.                                                              | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14091 | NS      | $521367.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Mexico, S.A.B. de C.V.                                                              | Grupo Mexico, S.A.B. de C.V.                                                              | CUSIP: N/A<br>LEI: 529900JWLZAYET2ZGW20       | Long             | EC               | CORP              | MX        |     36353 | NS      | $344290.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132CXBB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     43638 | PA      | $43153.94     | 0.01%             | 2035-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140J5L64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     50163 | PA      | $50095.14     | 0.01%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140J9VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     20468 | PA      | $19992.62     | 0.00%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140Q9NZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7007 | PA      | $6954.81      | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3142GS4H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    126400 | PA      | $129387.97    | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                     | Freeport-McMoRan Inc.                                                                     | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      9779 | NS      | $496675.41    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179TE35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29614 | PA      | $29539.61     | 0.01%             | 2047-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                   | Hyundai Capital America                                                                   | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    245000 | PA      | $241043.91    | 0.04%             | 2026-09-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: —       |
| Ivanhoe Mines Ltd                                                                         | Ivanhoe Mines Ltd                                                                         | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257500.00    | 0.04%             | 2030-01-23      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi Estate Co., Ltd.                                                               | Mitsubishi Estate Co., Ltd.                                                               | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |     32800 | NS      | $800905.76    | 0.14%             |  |  |  | No            |                  2 | On Loan: —       |
| Mitsubishi Electric Corporation                                                           | Mitsubishi Electric Corporation                                                           | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |     49800 | NS      | $1460879.32   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                        | Oracle Corporation                                                                        | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239954.13    | 0.04%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Iluka Resources Limited                                                                   | Iluka Resources Limited                                                                   | CUSIP: N/A<br>LEI: 2549009N2Y1F4YNB0955       | Long             | EC               | CORP              | AU        |      9809 | NS      | $37764.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Qorvo, Inc.                                                                               | Qorvo, Inc.                                                                               | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45355.62     | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc.                                                                         | RELX Capital Inc.                                                                         | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90499.33     | 0.02%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty, Inc.                                                           | Rexford Industrial Realty, Inc.                                                           | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      9349 | NS      | $361993.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                              | Stanley Black & Decker, Inc.                                                              | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       505 | NS      | $37511.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited                                        | Taiwan Semiconductor Manufacturing Company Limited                                        | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      1655 | NS      | $502937.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1084015.68   | 0.18%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3675000 | PA      | $3684618.21   | 0.63%             | 2028-05-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ivanhoe Mines Ltd                                                                         | Ivanhoe Mines Ltd                                                                         | CUSIP: 46579R104<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |      4942 | NS      | $56205.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Wheaton Precious Metals Corp.                                                             | Wheaton Precious Metals Corp.                                                             | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      1732 | NS      | $203617.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DPM Metals Inc.                                                                           | DPM Metals Inc.                                                                           | CUSIP: 26139R109<br>LEI: 549300LATVTU0EIUMD45 | Long             | EC               | CORP              | CA        |       541 | NS      | $16720.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Talon Capital Corp.                                                                       | Talon Capital Corp.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      1560 | NS      | $16005.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1010687 | PA      | $825371.00    | 0.14%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179U3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21687 | PA      | $19285.27     | 0.00%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                          | Ball Corporation                                                                          | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     11904 | NS      | $630554.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                                                           | Blackstone Mortgage Trust, Inc.                                                           | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    190000 | PA      | $202319.60    | 0.03%             | 2029-12-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                        | Energy Transfer LP                                                                        | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109703.50    | 0.02%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                                  | Equitable Holdings, Inc.                                                                  | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |      1913 | NS      | $91154.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3138ENZ93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    162262 | PA      | $153955.51    | 0.03%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    109460 | PA      | $107384.70    | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Franco-Nevada Corporation                                                                 | Franco-Nevada Corporation                                                                 | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1302 | NS      | $269878.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    144855 | PA      | $119951.63    | 0.02%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                                                    | McDonald's Corporation                                                                    | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      5161 | NS      | $1577356.43   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerry Properties Limited                                                                  | Kerry Properties Limited                                                                  | CUSIP: N/A<br>LEI: 5299006T5ULIIRZ7LK49       | Long             | EC               | CORP              | BM        |     14500 | NS      | $37748.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2024-RVM1                                                        | Octane Receivables Trust 2024-RVM1                                                        | CUSIP: 67579FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     63506 | PA      | $64505.16     | 0.01%             | 2046-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| 1261229 B.C. Ltd.                                                                         | 1261229 B.C. Ltd.                                                                         | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $208372.38    | 0.04%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Solventum Corporation                                                                     | Solventum Corporation                                                                     | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     78000 | PA      | $80777.14     | 0.01%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                        | T-Mobile USA, Inc.                                                                        | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238668.67    | 0.04%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ventas Realty, Limited Partnership                                                        | Ventas Realty, Limited Partnership                                                        | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169039.69    | 0.03%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Company                                                                  | Vulcan Materials Company                                                                  | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |        34 | NS      | $9697.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                                                 | Shell PLC                                                                                 | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      9192 | NS      | $339841.84    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE Global Markets, Inc.                                                                 | CBOE Global Markets, Inc.                                                                 | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       101 | NS      | $25351.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog, Inc.                                                                             | Datadog, Inc.                                                                             | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      1967 | NS      | $267492.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    515000 | PA      | $498637.06    | 0.08%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QNEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    207425 | PA      | $169392.36    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     98211 | PA      | $83554.96     | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179SNU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40864 | PA      | $37271.68     | 0.01%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    133299 | PA      | $128605.88    | 0.02%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                    | Lowe`s Companies, Inc.                                                                    | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      2854 | NS      | $688270.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ Group Holdings Limited                                                                | ANZ Group Holdings Limited                                                                | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | EC               | CORP              | AU        |     36416 | NS      | $880919.76    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Emerald Resources NL                                                                      | Emerald Resources NL                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     23546 | NS      | $99106.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nike, Inc.                                                                                | Nike, Inc.                                                                                | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       600 | NS      | $38226.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                                                   | ABB Ltd                                                                                   | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |     18580 | NS      | $1375181.68   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                                   | Qnity Electronics, Inc.                                                                   | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |       498 | NS      | $40661.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corporation                                                                  | State Street Corporation                                                                  | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    205000 | PA      | $212107.90    | 0.04%             | 2034-05-18      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    485000 | PA      | $401659.59    | 0.07%             | 2041-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                                                      | VICI Properties Inc.                                                                      | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     17046 | NS      | $479333.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International Ltd                                                             | Weatherford International Ltd                                                             | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214754.40    | 0.04%             | 2033-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Yunnan Aluminium Co,Ltd.                                                                  | Yunnan Aluminium Co,Ltd.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      4400 | NS      | $20607.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Limited                                                                  | Tencent Holdings Limited                                                                  | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |      4500 | NS      | $346064.56    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                               | Humana Inc.                                                                               | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    165000 | PA      | $173246.35    | 0.03%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LATAM Airlines Group S.A.                                                                 | LATAM Airlines Group S.A.                                                                 | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73615.56     | 0.01%             | 2031-01-07      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                                                           | Martin Marietta Materials, Inc.                                                           | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    350000 | PA      | $338362.47    | 0.06%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                                                      | NextEra Energy, Inc.                                                                      | CUSIP: 65339F101<br>LEI: TWQ1WATU9P8ZBX9T3I54 | Long             | EC               | CORP              | US        |      4813 | NS      | $386387.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries, Ltd.                                                         | Mitsubishi Heavy Industries, Ltd.                                                         | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |      1800 | NS      | $44205.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                                               | Novartis AG                                                                               | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |     11662 | NS      | $1603206.16   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Alamos Gold Inc                                                                           | Alamos Gold Inc                                                                           | CUSIP: 011532108<br>LEI: 549300TDOX73YGYXE959 | Long             | EC               | CORP              | CA        |       959 | NS      | $36998.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government of the Province of Alberta                                                     | Government of the Province of Alberta                                                     | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | US        |    330000 | PA      | $334259.64    | 0.06%             | 2034-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BHP Group Limited                                                                         | BHP Group Limited                                                                         | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |     13497 | NS      | $410880.35    | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| Aretec Escrow Issuer 2 Inc.                                                               | Aretec Escrow Issuer 2 Inc.                                                               | CUSIP: 04020JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $306699.90    | 0.05%             | 2030-08-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corporation, The                                                  | Bank of New York Mellon Corporation, The                                                  | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      1374 | NS      | $159507.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer US Finance LLC                                                                      | Bayer US Finance LLC                                                                      | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213821.22    | 0.04%             | 2030-11-21      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CDW Corp.                                                                                 | CDW Corp.                                                                                 | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       217 | NS      | $29555.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Auto Owner Trust 2023-3                                                            | CarMax Auto Owner Trust 2023-3                                                            | CUSIP: 14319BAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80000 | PA      | $81812.23     | 0.01%             | 2029-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                                | Corebridge Financial, Inc.                                                                | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |      2355 | NS      | $71050.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc                                                                                | Corpay Inc                                                                                | CUSIP: 219948106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       628 | NS      | $188984.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                                                              | Cummins Inc.                                                                              | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       194 | NS      | $99027.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                                                                       | Danaher Corporation                                                                       | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      4577 | NS      | $1047766.84   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    103795 | PA      | $84147.10     | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3137HB2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    730000 | PA      | $741457.06    | 0.13%             | 2030-10-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QMCC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    275274 | PA      | $235743.38    | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QUXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     77220 | PA      | $79851.26     | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140X9KW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     29425 | PA      | $29440.82     | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    312988 | PA      | $273153.45    | 0.05%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                                | First Quantum Minerals Ltd                                                                | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | US        |    249000 | PA      | $261839.06    | 0.04%             | 2031-06-01      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM5                                  | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM5                                  | CUSIP: 61779BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89533 | PA      | $90209.32     | 0.02%             | 2070-07-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                              | Northrop Grumman Corporation                                                              | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       961 | NS      | $547971.81    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Road Equipment Finance 2024-1 LLC                                                    | Post Road Equipment Finance 2024-1 LLC                                                    | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     29101 | PA      | $29226.60     | 0.00%             | 2026-08-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Ryanair Holdings Public Limited Company                                                   | Ryanair Holdings Public Limited Company                                                   | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |      9724 | NS      | $701975.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Saks Global Enterprises LLC                                                               | Saks Global Enterprises LLC                                                               | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $1125.00      | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| T-Mobile US, Inc.                                                                         | T-Mobile US, Inc.                                                                         | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     10173 | NS      | $2065525.92   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc.                                                                              | Viatris Inc.                                                                              | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      9721 | NS      | $121026.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc.                                                                              | Walmart Inc.                                                                              | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      8494 | NS      | $946316.54    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Company                                                                     | Wells Fargo & Company                                                                     | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      1470 | NS      | $137004.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Air Liquide, societe anonyme pour l'Etude et l'Exploitation des procedes Georges Claude | L'Air Liquide, societe anonyme pour l'Etude et l'Exploitation des procedes Georges Claude | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      5772 | NS      | $1086923.46   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Tamarack Valley Energy Ltd.                                                               | Tamarack Valley Energy Ltd.                                                               | CUSIP: 87505Y409<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5280 | NS      | $30697.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Nexus Select Trust                                                                        | Nexus Select Trust                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IN        |     18051 | NS      | $31152.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corporation                                                                       | Newmont Corporation                                                                       | CUSIP: N/A<br>LEI: 549300VSP3RIX7FGDZ51       | Long             | EC               | CORP              | US        |       236 | NS      | $23625.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                | Amgen Inc.                                                                                | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       163 | NS      | $53351.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corporation, The                                                  | Bank of New York Mellon Corporation, The                                                  | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    225000 | PA      | $251930.86    | 0.04%             | 2034-10-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                           | CaixaBank, S.A.                                                                           | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | US        |    230000 | PA      | $256915.54    | 0.04%             | 2034-09-13      | Fixed         | 6.84%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2025-3, LLC                                                    | Enterprise Fleet Financing 2025-3, LLC                                                    | CUSIP: 29375UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    145000 | PA      | $146764.98    | 0.02%             | 2029-04-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DUCT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     66581 | PA      | $66834.12     | 0.01%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XCDA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    134364 | PA      | $125689.62    | 0.02%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Herbalife International, Inc.                                                             | Herbalife International, Inc.                                                             | CUSIP: 40390DAD7<br>LEI: ST81INWBFR1E54KGC135 | Long             | DBT              | CORP              | US        |    199000 | PA      | $214935.92    | 0.04%             | 2029-04-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                                 | South Bow USA Infrastructure Holdings LLC                                                 | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50687.01     | 0.01%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1240000 | PA      | $1288679.67   | 0.22%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Evolution Mining Limited                                                                  | Evolution Mining Limited                                                                  | CUSIP: N/A<br>LEI: 254900BCFW5QO5LW8F27       | Long             | EC               | CORP              | AU        |      2703 | NS      | $22747.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shurgard Self Storage Limited                                                             | Shurgard Self Storage Limited                                                             | CUSIP: N/A<br>LEI: 549300J0UEIKU81XO336       | Long             | EC               | CORP              | GB        |       217 | NS      | $7471.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Controls International Public Limited Company                                     | Johnson Controls International Public Limited Company                                     | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |      1099 | NS      | $131605.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    405000 | PA      | $395270.52    | 0.07%             | 2056-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                               | Bank of America Corporation                                                               | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    340000 | PA      | $252061.35    | 0.04%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                                   | Bay Area Toll Authority                                                                   | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    235000 | PA      | $265965.83    | 0.05%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                               | Carvana Co.                                                                               | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |      8249 | NS      | $3481242.98   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CommonSpirit Health                                                                       | CommonSpirit Health                                                                       | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69794.40     | 0.01%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                                                         | Dollar Tree, Inc.                                                                         | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      7009 | NS      | $862177.09    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Funding, LLC                                                                | Driven Brands Funding, LLC                                                                | CUSIP: 26209XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     78573 | PA      | $77391.43     | 0.01%             | 2050-07-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                               | Bank of America Corporation                                                               | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     36429 | NS      | $2003595.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corporation                                                   | Booz Allen Hamilton Holding Corporation                                                   | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |       293 | NS      | $24717.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140JAP36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    119512 | PA      | $114084.61    | 0.02%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2019-2                                                 | Ellington Financial Mortgage Trust 2019-2                                                 | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8553 | PA      | $8425.25      | 0.00%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     93438 | PA      | $85223.13     | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                                   | Uber Technologies, Inc.                                                                   | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129092.20    | 0.02%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132D6BS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     34214 | PA      | $32364.85     | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3138WGAC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    155049 | PA      | $146359.93    | 0.02%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $72046.80     | 0.01%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140X5ZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     35822 | PA      | $34847.08     | 0.01%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    385968 | PA      | $314836.74    | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418EP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    143616 | PA      | $146292.93    | 0.02%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                                   | Mercedes-Benz Finance North America LLC                                                   | CUSIP: 58769JAF4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170373.90    | 0.03%             | 2026-03-30      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                            | Morgan Stanley                                                                            | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274459.52    | 0.05%             | 2026-07-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Odeon Finco PLC                                                                           | Odeon Finco PLC                                                                           | CUSIP: 67585LAA3<br>LEI: 9845003ECF9901CC5382 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215917.80    | 0.04%             | 2027-11-01      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| Suzuki Motor Corporation                                                                  | Suzuki Motor Corporation                                                                  | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |     39800 | NS      | $595186.58    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                                  | Roper Technologies, Inc.                                                                  | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374277.98    | 0.06%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                          | Salesforce, Inc.                                                                          | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    350000 | PA      | $253812.23    | 0.04%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                                                                          | ServiceNow, Inc.                                                                          | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      9227 | NS      | $1413484.13   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartStop Self Storage REIT, Inc.                                                         | SmartStop Self Storage REIT, Inc.                                                         | CUSIP: 83192D402<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4179 | NS      | $129298.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Management Holding Company, LLC                                                  | Spectrum Management Holding Company, LLC                                                  | CUSIP: 88732JAJ7<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |    425000 | PA      | $433844.55    | 0.07%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                                            | United Airlines Holdings, Inc.                                                            | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       681 | NS      | $76149.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $86892.19     | 0.01%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Uranium Energy Corp.                                                                      | Uranium Energy Corp.                                                                      | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |     13691 | NS      | $159910.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                                                                      | Voya Financial, Inc.                                                                      | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      1292 | NS      | $96241.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                                                                        | Waters Corporation                                                                        | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        75 | NS      | $28487.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Legrand                                                                                   | Legrand                                                                                   | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |      4341 | NS      | $647738.64    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Ausgold Limited                                                                           | Ausgold Limited                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     29236 | NS      | $21452.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Mining Gold Corp.                                                                   | First Mining Gold Corp.                                                                   | CUSIP: 320890106<br>LEI: 5299002LR0XBHE0LR167 | Long             | EC               | CORP              | CA        |     29301 | NS      | $11314.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinox Gold Corp.                                                                        | Equinox Gold Corp.                                                                        | CUSIP: 29446Y502<br>LEI: 5493005IN4V1SNP9PN75 | Long             | EC               | CORP              | CA        |      1924 | NS      | $27040.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture Public Limited Company                                                          | Accenture Public Limited Company                                                          | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |       845 | NS      | $226713.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair Public Limited Company                                                            | Pentair Public Limited Company                                                            | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |      4002 | NS      | $416768.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Gas Company                                                                        | Boston Gas Company                                                                        | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31694.25     | 0.01%             | 2035-01-10      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                         | CCO Holdings, LLC                                                                         | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $202014.00    | 0.03%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Ross Stores, Inc.                                                                         | Ross Stores, Inc.                                                                         | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      2930 | NS      | $527810.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander UK Group Holdings PLC                                                           | Santander UK Group Holdings PLC                                                           | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196579.32    | 0.03%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Tenaris S.A.                                                                              | Tenaris S.A.                                                                              | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      1041 | NS      | $40026.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Thermo Fisher Scientific Inc.                                                             | Thermo Fisher Scientific Inc.                                                             | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    155000 | PA      | $114883.19    | 0.02%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AGL CLO 13 Ltd                                                                            | AGL CLO 13 Ltd                                                                            | CUSIP: 00120JAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    380000 | PA      | $380003.04    | 0.06%             | 2034-10-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Ally Bank                                                                                 | Ally Bank                                                                                 | CUSIP: 02007G6N8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    232476 | PA      | $233073.91    | 0.04%             | 2033-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Limited                                                      | Canadian Pacific Kansas City Limited                                                      | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102971.30    | 0.02%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Limited                                                      | Canadian Pacific Kansas City Limited                                                      | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | US        |    180000 | PA      | $129986.24    | 0.02%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-5                                                | Exeter Automobile Receivables Trust 2025-5                                                | CUSIP: 30166VAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15000 | PA      | $15049.84     | 0.00%             | 2027-10-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132CW6E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     31193 | PA      | $28278.21     | 0.00%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     29368 | PA      | $27500.64     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140JACE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     45319 | PA      | $41781.82     | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc.                                                                        | Herc Holdings Inc.                                                                        | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228026.25    | 0.04%             | 2034-03-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Home Depot, Inc. , The                                                                    | Home Depot, Inc. , The                                                                    | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      4403 | NS      | $1515072.30   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Maya                                                                                      | Maya                                                                                      | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257442.50    | 0.04%             | 2032-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                               | L3Harris Technologies, Inc.                                                               | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       424 | NS      | $124473.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KGHM Polska Miedz Spolka Akcyjna                                                          | KGHM Polska Miedz Spolka Akcyjna                                                          | CUSIP: N/A<br>LEI: G30CO71KTT9JDYJESN22       | Long             | EC               | CORP              | PL        |       126 | NS      | $9819.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| City Developments Limited                                                                 | City Developments Limited                                                                 | CUSIP: N/A<br>LEI: 254900BPLPJS0RJ72373       | Long             | EC               | CORP              | SG        |      2600 | NS      | $16174.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd.                                                                             | Fujikura Ltd.                                                                             | CUSIP: N/A<br>LEI: 353800PSDZ8VRCKVPL51       | Long             | EC               | CORP              | JP        |       300 | NS      | $33476.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Packaging Corporation of America                                                          | Packaging Corporation of America                                                          | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       463 | NS      | $95484.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                                                          | Roche Holding AG                                                                          | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EP               | CORP              | CH        |      4767 | NS      | $1958189.96   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                                   | Quikrete Holdings, Inc.                                                                   | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208754.00    | 0.04%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing 2025-1 LLC                                                          | SCF Equipment Leasing 2025-1 LLC                                                          | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    115000 | PA      | $116828.44    | 0.02%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2019-INV1                                             | Starwood Mortgage Residential Trust 2019-INV1                                             | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19915 | PA      | $19770.24     | 0.00%             | 2049-09-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Company                                                                    | Tractor Supply Company                                                                    | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       545 | NS      | $27255.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    640000 | PA      | $646174.98    | 0.11%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New Found Gold Corp.                                                                      | New Found Gold Corp.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CA        |      2184 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                                      | Amphenol Corporation                                                                      | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      1915 | NS      | $258793.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock, Inc.                                                                           | BlackRock, Inc.                                                                           | CUSIP: 09290D101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       201 | NS      | $215138.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co.                                                                               | Carvana Co.                                                                               | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     65156 | PA      | $73300.50     | 0.01%             | 2031-06-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                   | Corporacion Nacional del Cobre de Chile                                                   | CUSIP: 21987BAZ1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | US        |    305000 | PA      | $289788.22    | 0.05%             | 2029-09-30      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                                  | Darden Restaurants, Inc.                                                                  | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       166 | NS      | $30547.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                                                                       | Stryker Corporation                                                                       | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1705 | NS      | $599256.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware LLC                                                                                | VMware LLC                                                                                | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    320000 | PA      | $315305.12    | 0.05%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                         | Enterprise Products Operating LLC                                                         | CUSIP: 29379VCE1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    510000 | PA      | $513642.68    | 0.09%             | 2027-01-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1196313 | PA      | $969858.47    | 0.17%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140J9CU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     25535 | PA      | $24108.54     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QQ3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    192484 | PA      | $197093.80    | 0.03%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                   | Hyundai Capital America                                                                   | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30862.21     | 0.01%             | 2029-03-19      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc.                                                                                | IQVIA Inc.                                                                                | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94862.22     | 0.02%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                                       | Erste Group Bank AG                                                                       | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |      6007 | NS      | $720392.99    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Media Corporation                                                                 | Liberty Media Corporation                                                                 | CUSIP: 531229755<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | EC               | CORP              | US        |       253 | NS      | $24923.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                                                                      | McKesson Corporation                                                                      | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       118 | NS      | $96794.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Gold Mining Company                                                               | Harmony Gold Mining Company                                                               | CUSIP: N/A<br>LEI: 378900986D05F0C29811       | Long             | EC               | CORP              | ZA        |      2291 | NS      | $46105.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co., Ltd.                                                             | Samsung Electronics Co., Ltd.                                                             | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |     11308 | NS      | $935646.86    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| RPM International Inc.                                                                    | RPM International Inc.                                                                    | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |       518 | NS      | $53872.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Group LLC                                                            | Anywhere Real Estate Group LLC                                                            | CUSIP: 75606DAS0<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |    234336 | PA      | $233323.67    | 0.04%             | 2030-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Corporation                                                                  | State Street Corporation                                                                  | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       381 | NS      | $49152.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4675000 | PA      | $3468995.86   | 0.59%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $63503.33     | 0.01%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Vista Energy, S.A.B. De C.V.                                                              | Vista Energy, S.A.B. De C.V.                                                              | CUSIP: 92837L109<br>LEI: 549300UDOHP7958KNS89 | Long             | EC               | CORP              | MX        |       596 | NS      | $29001.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Alcon AG                                                                                  | Alcon AG                                                                                  | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |      3241 | NS      | $255423.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    475000 | PA      | $428260.76    | 0.07%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1505000 | PA      | $1545564.42   | 0.26%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Torex Gold Resources Inc.                                                                 | Torex Gold Resources Inc.                                                                 | CUSIP: 891054603<br>LEI: 549300QL07027186GQ85 | Long             | EC               | CORP              | CA        |       266 | NS      | $12701.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Precision Drilling Corporation                                                            | Precision Drilling Corporation                                                            | CUSIP: 74022D407<br>LEI: 549300WF2OE8T5BP4B84 | Long             | EC               | CORP              | CA        |       554 | NS      | $39753.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAWAG Group AG                                                                            | BAWAG Group AG                                                                            | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |      1950 | NS      | $294569.74    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AbbVie Inc.                                                                               | AbbVie Inc.                                                                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      2055 | NS      | $469546.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining, Inc.                                                                        | Coeur Mining, Inc.                                                                        | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |      1492 | NS      | $26602.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Limited                                                        | Canadian Natural Resources Limited                                                        | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |      4470 | NS      | $151404.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     90000 | PA      | $91710.37     | 0.02%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Excelerate Energy Limited Partnership                                                     | Excelerate Energy Limited Partnership                                                     | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211104.00    | 0.04%             | 2030-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133KN4U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    112192 | PA      | $96010.43     | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    231311 | PA      | $198744.06    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418CNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    173760 | PA      | $167734.44    | 0.03%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2021-2                                                 | Ellington Financial Mortgage Trust 2021-2                                                 | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46050 | PA      | $38609.41     | 0.01%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| BHP Group Limited                                                                         | BHP Group Limited                                                                         | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |     29780 | NS      | $898101.60    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ProLogis, L.P.                                                                            | ProLogis, L.P.                                                                            | CUSIP: 74340XBX8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    410000 | PA      | $410752.27    | 0.07%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                                   | Republic Services, Inc.                                                                   | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      4633 | NS      | $981871.69    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                                                                   | Uber Technologies, Inc.                                                                   | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       627 | NS      | $51232.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    585000 | PA      | $508607.25    | 0.09%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    395000 | PA      | $389321.88    | 0.07%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                           | UnitedHealth Group Incorporated                                                           | CUSIP: 91324PEZ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193795.29    | 0.03%             | 2029-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Hoa Phat Group Joint Stock Company                                                        | Hoa Phat Group Joint Stock Company                                                        | CUSIP: N/A<br>LEI: 549300ODJEFGL5CWKD32       | Long             | EC               | CORP              | VN        |     69100 | NS      | $69487.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                                                                | Boliden AB                                                                                | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |       363 | NS      | $20178.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Group, Inc.                                                          | Constellation Energy Group, Inc.                                                          | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      1699 | NS      | $600205.73    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    180000 | PA      | $179563.54    | 0.03%             | 2056-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                         | Crown Castle Inc.                                                                         | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      1485 | NS      | $131971.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| e.l.f. Beauty, Inc.                                                                       | e.l.f. Beauty, Inc.                                                                       | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |       400 | NS      | $30416.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DNJ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    266368 | PA      | $238584.95    | 0.04%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132E0A77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    229322 | PA      | $234141.15    | 0.04%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QVLJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    262115 | PA      | $268310.67    | 0.05%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    100290 | PA      | $81305.33     | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    205283 | PA      | $184733.88    | 0.03%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Capitaland Group Pte. Ltd.                                                                | Capitaland Group Pte. Ltd.                                                                | CUSIP: N/A<br>LEI: 2549006LYGY45GHGWZ89       | Long             | EC               | CORP              | SG        |     24577 | NS      | $45707.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Corporation                                                                | Northern Trust Corporation                                                                | CUSIP: 665859AY0<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170130.12    | 0.03%             | 2030-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                                 | O'Reilly Automotive, Inc.                                                                 | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251989.48    | 0.04%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 Trust                                                                      | OBX 2025-NQM15 Trust                                                                      | CUSIP: 67122CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94024 | PA      | $94381.94     | 0.02%             | 2065-07-25      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 Trust                                                                      | OBX 2025-NQM15 Trust                                                                      | CUSIP: 67122CAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94024 | PA      | $93943.97     | 0.02%             | 2065-07-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Ovintiv Canada ULC                                                                        | Ovintiv Canada ULC                                                                        | CUSIP: 69047Q102<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | EC               | CORP              | US        |      1520 | NS      | $59568.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pricoa Global Funding I                                                                   | Pricoa Global Funding I                                                                   | CUSIP: 74153WCZ0<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    365000 | PA      | $365776.25    | 0.06%             | 2030-11-25      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund                                                     | T. Rowe Price Government Reserve Fund                                                     | CUSIP: 76105Y109<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  15110937 | NS      | $15110937.06  | 2.57%             | 2099-12-01      | Variable      | 2.64%                 | No            |                  1 | On Loan: No      |
| CVC Capital Partners PLC                                                                  | CVC Capital Partners PLC                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |     20908 | NS      | $351034.07    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Varsity Brands, Inc.                                                                      | Varsity Brands, Inc.                                                                      | CUSIP: 92227QAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    214488 | PA      | $215158.85    | 0.04%             | 2031-08-26      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| AerCap Holdings N.V.                                                                      | AerCap Holdings N.V.                                                                      | CUSIP: N/A<br>LEI: 549300SZYINBBLJQU475       | Long             | EC               | CORP              | NL        |      5205 | NS      | $748270.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                                                              | Costco Wholesale Corporation                                                              | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       581 | NS      | $501019.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dallas-Fort Worth International Airport Facility Improvement Corporation                  | Dallas-Fort Worth International Airport Facility Improvement Corporation                  | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $212039.31    | 0.04%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Limited                                                                | Agnico Eagle Mines Limited                                                                | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |       580 | NS      | $98327.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corporation                                                                    | CVS Health Corporation                                                                    | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88059.44     | 0.01%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza, Inc.                                                                      | Domino's Pizza, Inc.                                                                      | CUSIP: 25754A201<br>LEI: 5299004V0Y8MI5D9FF45 | Long             | EC               | CORP              | US        |        72 | NS      | $30011.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp, Inc.                                                                   | East West Bancorp, Inc.                                                                   | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       755 | NS      | $84854.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140W4AB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    422967 | PA      | $440288.04    | 0.07%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418C4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    176492 | PA      | $169764.78    | 0.03%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                                                            | Kingfisher PLC                                                                            | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |    138035 | NS      | $582570.27    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8329 | PA      | $7761.51      | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indra Sistemas S.A.                                                                       | Indra Sistemas S.A.                                                                       | CUSIP: N/A<br>LEI: 95980020140005308793       | Long             | EC               | CORP              | ES        |      7200 | NS      | $410510.06    | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                      | JPMorgan Chase & Co.                                                                      | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     12916 | NS      | $4161793.52   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes, Inc.                                                                           | LGI Homes, Inc.                                                                           | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    195000 | PA      | $203180.25    | 0.03%             | 2028-12-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| MAD Commercial Mortgage Trust 2025-11MD                                                   | MAD Commercial Mortgage Trust 2025-11MD                                                   | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99873.04     | 0.02%             | 2030-10-18      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                                          | Societe Generale                                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |     14937 | NS      | $1204390.25   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage 1990 Corporation                                                         | Monster Beverage 1990 Corporation                                                         | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      1237 | NS      | $94840.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Finance Corporation                                                               | OneMain Finance Corporation                                                               | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    221000 | PA      | $222661.92    | 0.04%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Company Pty Ltd                                                        | Transurban Finance Company Pty Ltd                                                        | CUSIP: 89400PAK9<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | US        |    145000 | PA      | $132028.95    | 0.02%             | 2031-03-16      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                         | Tyson Foods, Inc.                                                                         | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       420 | NS      | $24620.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    240500 | PA      | $272298.43    | 0.05%             | 2027-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1945000 | PA      | $1970528.13   | 0.34%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                                                       | Vertex Pharmaceuticals Incorporated                                                       | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       560 | NS      | $253881.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services, Inc.                                                        | West Pharmaceutical Services, Inc.                                                        | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       140 | NS      | $38519.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Recruit Holdings Co., Ltd.                                                                | Recruit Holdings Co., Ltd.                                                                | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |     12900 | NS      | $730915.42    | 0.12%             |  |  |  | No            |                  2 | On Loan: —       |
| Unilever PLC                                                                              | Unilever PLC                                                                              | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |     37291 | NS      | $2436458.13   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings Public Limited Company                                        | Seagate Technology Holdings Public Limited Company                                        | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |       474 | NS      | $130534.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APH Somerset Inv 2 LLC                                                                    | APH Somerset Inv 2 LLC                                                                    | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $202316.00    | 0.03%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Bending Spoons US Inc                                                                     | Bending Spoons US Inc                                                                     | CUSIP: 08167PAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    239000 | PA      | $231232.50    | 0.04%             | 2031-03-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                    | CVS Health Corporation                                                                    | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35709.73     | 0.01%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                       | Cisco Systems, Inc.                                                                       | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |     16083 | NS      | $1238873.49   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings, LLC                                                                         | CCO Holdings, LLC                                                                         | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $199009.20    | 0.03%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Enact Holdings, Inc.                                                                      | Enact Holdings, Inc.                                                                      | CUSIP: 29249EAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $45008.81     | 0.01%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140J9G96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    123728 | PA      | $130131.97    | 0.02%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140LNFD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     94923 | PA      | $82448.51     | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                              | Fiserv, Inc.                                                                              | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248588.20    | 0.04%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Company                                                      | Jersey Central Power & Light Company                                                      | CUSIP: 476556DH5<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101103.49    | 0.02%             | 2036-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| KKR & Co. Inc.                                                                            | KKR & Co. Inc.                                                                            | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |      1328 | NS      | $169293.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co., The                                                                           | Kroger Co., The                                                                           | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70403.07     | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORIX Corporation                                                                          | ORIX Corporation                                                                          | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |     15900 | NS      | $462977.28    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    265000 | PA      | $267070.31    | 0.05%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Seven & I Holdings Co., Ltd.                                                              | Seven & I Holdings Co., Ltd.                                                              | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | EC               | CORP              | JP        |     44100 | NS      | $633168.17    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3132DQLW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     41478 | PA      | $41609.68     | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QDCC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     79475 | PA      | $77211.97     | 0.01%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc. Class AA Pass Through Certificates, Series 2019-1                 | American Airlines, Inc. Class AA Pass Through Certificates, Series 2019-1                 | CUSIP: 02377LAA2<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-CBDO         | CORP              | US        |    273611 | PA      | $256520.68    | 0.04%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                                                     | American Homes 4 Rent                                                                     | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      4219 | NS      | $135429.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                                                                            | Autodesk, Inc.                                                                            | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       162 | NS      | $47953.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                                                               | AvalonBay Communities, Inc.                                                               | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      1616 | NS      | $292996.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corporation                                                          | Carpenter Technology Corporation                                                          | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       202 | NS      | $63597.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                                                       | Comcast Corporation                                                                       | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66022.29     | 0.01%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                                  | Diamondback Energy, Inc.                                                                  | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      1060 | NS      | $159349.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DTZU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     55255 | PA      | $56458.02     | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3137H5DP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1195000 | PA      | $1081397.33   | 0.18%             | 2031-11-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2020-2                                                 | Ellington Financial Mortgage Trust 2020-2                                                 | CUSIP: 31573WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46291 | PA      | $44302.65     | 0.01%             | 2065-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 3622A26H0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    295679 | PA      | $273134.98    | 0.05%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| InterDigital, Inc.                                                                        | InterDigital, Inc.                                                                        | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               | CORP              | US        |       740 | NS      | $235601.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KRC Materials, Inc.                                                                       | KRC Materials, Inc.                                                                       | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       563 | NS      | $39607.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Real Estate Investment Corporation                                                  | Japan Real Estate Investment Corporation                                                  | CUSIP: N/A<br>LEI: 3538003YAIR3CBGJJ928       | Long             | EC               | CORP              | JP        |        43 | NS      | $35911.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                                 | O'Reilly Automotive, Inc.                                                                 | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      1655 | NS      | $150952.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                                 | O'Reilly Automotive, Inc.                                                                 | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60819.43     | 0.01%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                          | Occidental Petroleum Corporation                                                          | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153282.24    | 0.03%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                             | Owens Corning                                                                             | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120945.56    | 0.02%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group, Inc.                                                    | The PNC Financial Services Group, Inc.                                                    | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30889.56     | 0.01%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO 2021-2 Ltd                                                              | Palmer Square CLO 2021-2 Ltd                                                              | CUSIP: 69701XAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    255000 | PA      | $255070.38    | 0.04%             | 2038-04-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                                                         | Sonova Holding AG                                                                         | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |       904 | NS      | $234410.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                               | Block, Inc.                                                                               | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      2944 | NS      | $191624.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                                                                      | Steel Dynamics, Inc.                                                                      | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      1766 | NS      | $299248.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Limited                                                                    | Teck Resources Limited                                                                    | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |      2211 | NS      | $105884.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    380000 | PA      | $187268.75    | 0.03%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210000 | PA      | $251854.90    | 0.04%             | 2030-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                                    | Waste Management, Inc.                                                                    | CUSIP: 94106LBW8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256659.65    | 0.04%             | 2034-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Williams Partners L.P.                                                                    | Williams Partners L.P.                                                                    | CUSIP: 96949LAC9<br>LEI: WUURD1P1N0874ONXXO03 | Long             | DBT              | CORP              | US        |    175000 | PA      | $160542.57    | 0.03%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Snowline Gold Corp.                                                                       | Snowline Gold Corp.                                                                       | CUSIP: 83342V104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      9534 | NS      | $120585.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding N.V.                                                                         | ASML Holding N.V.                                                                         | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       652 | NS      | $697548.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                                                                   | Exxon Mobil Corporation                                                                   | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     12498 | NS      | $1504009.32   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QMTP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    102767 | PA      | $84084.39     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QDKJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     23641 | PA      | $23369.97     | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                                                   | Heidelberg Materials AG                                                                   | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |       260 | NS      | $67380.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140X6FL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    160343 | PA      | $144721.31    | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    416146 | PA      | $374293.12    | 0.06%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lynas Rare Earths Limited                                                                 | Lynas Rare Earths Limited                                                                 | CUSIP: N/A<br>LEI: 529900SGT9M1FJPXXI35       | Long             | EC               | CORP              | AU        |      2022 | NS      | $16788.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                                   | SMB Private Education Loan Trust 2021-A                                                   | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    118056 | PA      | $107704.78    | 0.02%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                                                      | Global Payments Inc.                                                                      | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       134 | NS      | $10371.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oramelius Resources Limited                                                               | Oramelius Resources Limited                                                               | CUSIP: N/A<br>LEI: 254900E44AIGW7KKNR98       | Long             | EC               | CORP              | AU        |      7145 | NS      | $19746.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corporation, The                                                           | Charles Schwab Corporation, The                                                           | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    255000 | PA      | $253330.54    | 0.04%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                                    | Sempra                                                                                    | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      1952 | NS      | $172342.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corporation                                           | Westinghouse Air Brake Technologies Corporation                                           | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      6819 | NS      | $1455515.55   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| China Hongqiao Group Limited                                                              | China Hongqiao Group Limited                                                              | CUSIP: N/A<br>LEI: 3003009Q4IBFSDE24571       | Long             | EC               | CORP              | KY        |     15500 | NS      | $64839.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co., Ltd.                                                                        | Nintendo Co., Ltd.                                                                        | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |      7500 | NS      | $507026.45    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                          | Salesforce, Inc.                                                                          | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      2271 | NS      | $601610.61    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas, Inc.                                                                              | Ventas, Inc.                                                                              | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      4869 | NS      | $376763.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tsuruha Holdings Inc.                                                                     | Tsuruha Holdings Inc.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     17400 | NS      | $319554.49    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Sandvik Aktiebolag                                                                        | Sandvik Aktiebolag                                                                        | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | EC               | CORP              | SE        |     29957 | NS      | $971599.24    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                                                           | Antofagasta PLC                                                                           | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | DBT              | CORP              | US        |    200000 | PA      | $205689.68    | 0.04%             | 2035-09-09      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| American Express Company                                                                  | American Express Company                                                                  | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45799.35     | 0.01%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-B39 Mortgage Trust                                                         | Benchmark 2023-B39 Mortgage Trust                                                         | CUSIP: 081925AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265000 | PA      | $280373.68    | 0.05%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Descartes Systems Group Inc., The                                                         | Descartes Systems Group Inc., The                                                         | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |      1123 | NS      | $98442.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133GEL97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     62247 | PA      | $57680.88     | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                       | Fifth Third Bancorp                                                                       | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57912.57     | 0.01%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                                  | Infineon Technologies AG                                                                  | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |     10306 | NS      | $450429.55    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage Operating Company                                                          | Public Storage Operating Company                                                          | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      2358 | NS      | $611901.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings Inc.                                                                   | TKO Group Holdings Inc.                                                                   | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       612 | NS      | $127908.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty, Inc.                                                                         | Ulta Beauty, Inc.                                                                         | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       101 | NS      | $61106.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2320000 | PA      | $2367850.00   | 0.40%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $664802.71    | 0.11%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nippon Prologis REIT, Inc.                                                                | Nippon Prologis REIT, Inc.                                                                | CUSIP: N/A<br>LEI: 353800PHBMSDLAFURY41       | Long             | EC               | CORP              | JP        |        52 | NS      | $30762.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orsted A/S                                                                                | Orsted A/S                                                                                | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | EC               | CORP              | DK        |     17771 | NS      | $339437.91    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NTT DC REIT Manager Pte. Ltd.                                                             | NTT DC REIT Manager Pte. Ltd.                                                             | CUSIP: N/A<br>LEI: 254900Q1M3W8LP69RB86       | Long             | EC               | CORP              | SG        |     49900 | NS      | $50876.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| DIRECTV Financing, LLC                                                                    | DIRECTV Financing, LLC                                                                    | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144000 | PA      | $145641.60    | 0.02%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| EastGroup Properties, Inc.                                                                | EastGroup Properties, Inc.                                                                | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      1285 | NS      | $228909.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140X6GH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     90604 | PA      | $90736.28     | 0.02%             | 2046-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XPDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     79083 | PA      | $79359.58     | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-REV1                                                    | Ford Credit Auto Owner Trust 2023-REV1                                                    | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    285000 | PA      | $290764.98    | 0.05%             | 2028-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                         | Johnson & Johnson                                                                         | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      6023 | NS      | $1246459.85   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                                                                     | Las Vegas Sands Corp.                                                                     | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       833 | NS      | $54219.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Companies Inc., The                                                          | Estee Lauder Companies Inc., The                                                          | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       925 | NS      | $96866.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall Aktiengesellschaft                                                            | Rheinmetall Aktiengesellschaft                                                            | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |       406 | NS      | $744574.63    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Nationale Du Canada                                                                | Banque Nationale Du Canada                                                                | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | US        |    385000 | PA      | $402317.03    | 0.07%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Qualcomm Incorporated                                                                     | Qualcomm Incorporated                                                                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      1662 | NS      | $284285.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Servicemaster Brands L.L.C.                                                               | Servicemaster Brands L.L.C.                                                               | CUSIP: 81761TAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    165636 | PA      | $155495.61    | 0.03%             | 2028-07-30      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                        | Southern California Edison Company                                                        | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245078.78    | 0.04%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                                                           | Antofagasta PLC                                                                           | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               | CORP              | GB        |     24786 | NS      | $1093880.49   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ina Holdings LLC                                                                    | Chubb Ina Holdings LLC                                                                    | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87149.51     | 0.01%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ascent Resources - Utica, LLC                                                             | Ascent Resources - Utica, LLC                                                             | CUSIP: 04364VBA0<br>LEI: 549300XIJBVTOE7Q8Q14 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216846.00    | 0.04%             | 2033-07-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2025-B41 Mortgage Trust                                                         | Benchmark 2025-B41 Mortgage Trust                                                         | CUSIP: 081935AW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103682.94    | 0.02%             | 2035-08-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Company                                                         | Canadian National Railway Company                                                         | CUSIP: 136375DH2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | US        |    215000 | PA      | $232864.05    | 0.04%             | 2033-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                               | Carvana Co.                                                                               | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     47378 | PA      | $49624.19     | 0.01%             | 2030-06-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                                | Corebridge Financial, Inc.                                                                | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    415000 | PA      | $336028.74    | 0.06%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Cubesmart, L.P.                                                                           | Cubesmart, L.P.                                                                           | CUSIP: 229663109<br>LEI: 549300MPHKO3I3FJRA97 | Long             | EC               | CORP              | US        |      5760 | NS      | $207648.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                                                                | Essex Property Trust, Inc.                                                                | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      3020 | NS      | $790273.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3138EKFG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    223801 | PA      | $213755.63    | 0.04%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140J7QA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     82761 | PA      | $82717.43     | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140LSJF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    273226 | PA      | $258459.39    | 0.04%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140X6C66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6412 | PA      | $6538.97      | 0.00%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                          | Amazon.com, Inc.                                                                          | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    330000 | PA      | $328687.19    | 0.06%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-1                                                           | Angel Oak Mortgage Trust 2021-1                                                           | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71274 | PA      | $62612.88     | 0.01%             | 2066-01-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72027 | PA      | $67210.08     | 0.01%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4558 | PA      | $4239.11      | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78382 | PA      | $76838.42     | 0.01%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE                          | J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE                          | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $153335.83    | 0.03%             | 2026-09-09      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Lam Research Corporation                                                                  | Lam Research Corporation                                                                  | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      5824 | NS      | $996952.32    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander, S.A.                                                                     | Banco Santander, S.A.                                                                     | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |    119930 | NS      | $1415439.79   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP B.V.                                                                                  | NXP B.V.                                                                                  | CUSIP: 62954HAX6<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34612.83     | 0.01%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2020-1                                                          | Nelnet Student Loan Trust 2020-1                                                          | CUSIP: 64034GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33544 | PA      | $33428.57     | 0.01%             | 2068-03-26      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| KT Corporation                                                                            | KT Corporation                                                                            | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | EC               | CORP              | KR        |     17209 | NS      | $626581.34    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                                                           | SEB Funding LLC                                                                           | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    165000 | PA      | $169088.91    | 0.03%             | 2029-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2025-2 Receivables Funding LLC                                           | Sierra Timeshare 2025-2 Receivables Funding LLC                                           | CUSIP: 82653HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75901 | PA      | $76273.18     | 0.01%             | 2044-04-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3505000 | PA      | $3566337.50   | 0.61%             | 2029-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Wulf Compute LLC                                                                          | Wulf Compute LLC                                                                          | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $221579.00    | 0.04%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Skeena Resources Limited                                                                  | Skeena Resources Limited                                                                  | CUSIP: 83056P715<br>LEI: 549300DCWSQFVVZ21289 | Long             | EC               | CORP              | CA        |      4519 | NS      | $107332.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                        | ABN AMRO Bank N.V.                                                                        | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |     11543 | NS      | $404139.57    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ares Management Corporation                                                               | Ares Management Corporation                                                               | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       715 | NS      | $115565.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                                                                    | CMS Energy Corporation                                                                    | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       894 | NS      | $62517.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Company, The                                                                    | Coca-Cola Company, The                                                                    | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      6178 | NS      | $431903.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                                                       | Comcast Corporation                                                                       | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      1100 | NS      | $32879.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank5 2024-5YR12                                                                          | Bank5 2024-5YR12                                                                          | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $231111.03    | 0.04%             | 2057-12-17      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133AQFQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    111334 | PA      | $94162.97     | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                                   | Duke Energy Corporation                                                                   | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89349.70     | 0.02%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DWB69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    404345 | PA      | $344004.47    | 0.06%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                                           | Automatic Data Processing, Inc.                                                           | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        72 | NS      | $18520.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce, Inc.                                                                            | Dayforce, Inc.                                                                            | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |       188 | NS      | $13002.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    366930 | PA      | $367754.47    | 0.06%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97675 | PA      | $84283.93     | 0.01%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corporation                                                                 | Expand Energy Corporation                                                                 | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      1221 | NS      | $134749.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Limited                                                                | Agnico Eagle Mines Limited                                                                | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |      2152 | NS      | $364940.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale S.A.                                                                                 | Vale S.A.                                                                                 | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |      8230 | NS      | $107707.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva, Inc.                                                                             | Corteva, Inc.                                                                             | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      1527 | NS      | $102354.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                                                              | Mondelez International, Inc.                                                              | CUSIP: 609207BC8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    365000 | PA      | $372283.76    | 0.06%             | 2029-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                               | Nationwide Building Society                                                               | CUSIP: 63859UBH5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | US        |    380000 | PA      | $372922.01    | 0.06%             | 2026-10-13      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Aethon United BR LP                                                                       | Aethon United BR LP                                                                       | CUSIP: 00810GAD6<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209532.00    | 0.04%             | 2029-10-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Allstate Corporation, The                                                                 | Allstate Corporation, The                                                                 | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      6895 | NS      | $1435194.25   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Supply, LLC                                                                  | Talen Energy Supply, LLC                                                                  | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    226000 | PA      | $233722.42    | 0.04%             | 2036-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties L.P.                                                                      | VICI Properties L.P.                                                                      | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    460000 | PA      | $430925.06    | 0.07%             | 2052-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Public Joint Stock Company Polyus                                                         | Public Joint Stock Company Polyus                                                         | CUSIP: N/A<br>LEI: 549300FUXVT7TF6ZKV71       | Long             | EC               | CORP              | RU        |       142 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Champion Iron Limited                                                                     | Champion Iron Limited                                                                     | CUSIP: N/A<br>LEI: 894500WQI96G4T75O202       | Long             | EC               | CORP              | AU        |     12471 | NS      | $50229.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Altria Group, Inc.                                                                        | Altria Group, Inc.                                                                        | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206199.12    | 0.04%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals, Inc.                                                              | Amneal Pharmaceuticals, Inc.                                                              | CUSIP: 03168LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $278912.50    | 0.05%             | 2032-08-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Inc.                                                                           | Blackstone Inc.                                                                           | CUSIP: 09260D107<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | EC               | CORP              | US        |       544 | NS      | $83852.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                                                           | Federal Realty Investment Trust                                                           | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |       542 | NS      | $54633.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XFY70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    172278 | PA      | $141497.34    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XHCV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     26468 | PA      | $26279.90     | 0.00%             | 2037-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418EAV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    207722 | PA      | $174822.51    | 0.03%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    508781 | PA      | $432219.82    | 0.07%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140Y7S82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     31087 | PA      | $31734.10     | 0.01%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                                 | AT&T Inc.                                                                                 | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139129.84    | 0.02%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179NDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     69515 | PA      | $65473.30     | 0.01%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179UKW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11534 | PA      | $10737.47     | 0.00%             | 2049-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ashtead Group Public Limited Company                                                      | Ashtead Group Public Limited Company                                                      | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Long             | EC               | CORP              | GB        |      3099 | NS      | $212119.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Arista Networks, Inc.                                                                     | Arista Networks, Inc.                                                                     | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      9063 | NS      | $1187524.89   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                                          | Amazon.com, Inc.                                                                          | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     40940 | NS      | $9449770.80   | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| American Honda Finance Corporation                                                        | American Honda Finance Corporation                                                        | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277715.13    | 0.05%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179VKA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48029 | PA      | $42516.08     | 0.01%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Grace Trust                                                                               | Grace Trust                                                                               | CUSIP: 38406JAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $133115.04    | 0.02%             | 2030-12-12      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                     | Athene Global Funding                                                                     | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    335000 | PA      | $336172.23    | 0.06%             | 2026-08-27      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| CBRE Services, Inc.                                                                       | CBRE Services, Inc.                                                                       | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67345.81     | 0.01%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                           | AstraZeneca PLC                                                                           | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     31886 | NS      | $2931279.98   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark 2025-V16 Mortgage Trust                                                         | Benchmark 2025-V16 Mortgage Trust                                                         | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $389515.58    | 0.07%             | 2030-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-P4                                                    | Carvana Auto Receivables Trust 2021-P4                                                    | CUSIP: 14687KAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $194135.82    | 0.03%             | 2027-04-10      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                                | Cloud Software Group, Inc.                                                                | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    190000 | PA      | $198882.50    | 0.03%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Honeywell International Inc.                                                              | Honeywell International Inc.                                                              | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       642 | NS      | $125247.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot, Inc.                                                                             | HubSpot, Inc.                                                                             | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |        60 | NS      | $24078.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                                                                | Carrier Global Corporation                                                                | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      1303 | NS      | $68850.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DULT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     95132 | PA      | $97184.49     | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty Corporation                                                                 | Kilroy Realty Corporation                                                                 | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |       978 | NS      | $36547.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LATAM Airlines Group S.A.                                                                 | LATAM Airlines Group S.A.                                                                 | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262473.30    | 0.04%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     68814 | PA      | $69076.59     | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133KNGN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    310677 | PA      | $254197.88    | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                            | AutoZone, Inc.                                                                            | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    315000 | PA      | $316714.70    | 0.05%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                              | Bristol-Myers Squibb Company                                                              | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       611 | NS      | $32957.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly and Company                                                                     | Eli Lilly and Company                                                                     | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      3552 | NS      | $3817263.36   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Tatemono Co., Ltd.                                                                  | Tokyo Tatemono Co., Ltd.                                                                  | CUSIP: N/A<br>LEI: 529900RQA4JTW1869J86       | Long             | EC               | CORP              | JP        |      1000 | NS      | $22663.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140J8ZH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     55881 | PA      | $55816.85     | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140X7VE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8308 | PA      | $8468.18      | 0.00%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                       | Kinder Morgan, Inc.                                                                       | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      1576 | NS      | $43324.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UPM-Kymmene Oyj                                                                           | UPM-Kymmene Oyj                                                                           | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               | CORP              | FI        |      1340 | NS      | $38776.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133KHDK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     48102 | PA      | $46344.04     | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QNCC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    181059 | PA      | $147860.59    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XGYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     87186 | PA      | $71608.66     | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31417GH25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11670 | PA      | $10756.90     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                                                      | PPG Industries, Inc.                                                                      | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      3408 | NS      | $349183.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Road Equipment Finance 2025-1, LLC                                                   | Post Road Equipment Finance 2025-1, LLC                                                   | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    175044 | PA      | $175892.78    | 0.03%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418FDD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     42169 | PA      | $43770.30     | 0.01%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                     | Freeport-McMoRan Inc.                                                                     | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34900.68     | 0.01%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                              | Fiserv, Inc.                                                                              | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       431 | NS      | $28952.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                                                              | Fiserv, Inc.                                                                              | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109538.25    | 0.02%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| RTX Corporation                                                                           | RTX Corporation                                                                           | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       670 | NS      | $122878.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000 | PA      | $24413.59     | 0.00%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical, Inc.                                                                  | Intuitive Surgical, Inc.                                                                  | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      2772 | NS      | $1569949.92   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Jindal Stainless Limited                                                                  | Jindal Stainless Limited                                                                  | CUSIP: N/A<br>LEI: 3358003QFQMSFDO7BP20       | Long             | EC               | CORP              | IN        |      1279 | NS      | $11926.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179UUM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67944 | PA      | $68992.31     | 0.01%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    506480 | PA      | $437041.31    | 0.07%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Shimizu Corporation                                                                       | Shimizu Corporation                                                                       | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |     27900 | NS      | $476118.53    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2024-2                                                          | Towd Point Mortgage Trust 2024-2                                                          | CUSIP: 89183AAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    406011 | PA      | $409625.67    | 0.07%             | 2041-09-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Hubbell Incorporated                                                                      | Hubbell Incorporated                                                                      | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       382 | NS      | $169650.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                           | Intercontinental Exchange, Inc.                                                           | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $183390.74    | 0.03%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Western Digital Corporation                                                               | Western Digital Corporation                                                               | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       573 | NS      | $98710.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac New Zealand Limited                                                               | Westpac New Zealand Limited                                                               | CUSIP: 96122FAC1<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231702.14    | 0.04%             | 2029-02-28      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Impala Platinum Holdings Limited                                                          | Impala Platinum Holdings Limited                                                          | CUSIP: N/A<br>LEI: 254900BZFIFB4PD2Z778       | Long             | EC               | CORP              | ZA        |      9817 | NS      | $154437.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                                                                              | Glencore PLC                                                                              | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |     40312 | NS      | $220722.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit Inc.                                                                               | Intuit Inc.                                                                               | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       394 | NS      | $260993.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| New York State Electric & Gas Corporation                                                 | New York State Electric & Gas Corporation                                                 | CUSIP: 649840CW3<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123557.76    | 0.02%             | 2034-08-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Compass Group PLC                                                                         | Compass Group PLC                                                                         | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |     41227 | NS      | $1312444.10   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Headwater Exploration Inc.                                                                | Headwater Exploration Inc.                                                                | CUSIP: 422096107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3808 | NS      | $25996.11     | 0.00%             |  |  |  | Yes           |                  1 | On Loan: —       |
| OBX 2019-EXP3 Trust                                                                       | OBX 2019-EXP3 Trust                                                                       | CUSIP: 67113ABC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2177 | PA      | $2176.03      | 0.00%             | 2059-09-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-1                                                           | Octane Receivables Trust 2023-1                                                           | CUSIP: 67571BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        27 | PA      | $27.49        | 0.00%             | 2029-05-21      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Montage Gold Corp.                                                                        | Montage Gold Corp.                                                                        | CUSIP: 61178L101<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1098 | NS      | $7903.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| G Mining Ventures Corp.                                                                   | G Mining Ventures Corp.                                                                   | CUSIP: 36270K102<br>LEI: 894500N5AZEQU0BLOT06 | Long             | EC               | CORP              | CA        |      3543 | NS      | $107099.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited                                        | Taiwan Semiconductor Manufacturing Company Limited                                        | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |     46000 | NS      | $2269464.22   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| P11 Commercial Mortgage Trust 2025-P11                                                    | P11 Commercial Mortgage Trust 2025-P11                                                    | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $240835.38    | 0.04%             | 2030-08-12      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                          | Philip Morris International Inc.                                                          | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      5263 | NS      | $844185.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc.                                                                             | Rayonier Inc.                                                                             | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |      2417 | NS      | $52328.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Klarna Group PLC                                                                          | Klarna Group PLC                                                                          | CUSIP: N/A<br>LEI: 636700HER4JIK7GZUN17       | Long             | EC               | CORP              | GB        |      4546 | NS      | $131424.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                           | Regeneron Pharmaceuticals, Inc.                                                           | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       188 | NS      | $145111.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken N.V.                                                                             | Heineken N.V.                                                                             | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |      5964 | NS      | $489623.81    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                             | Sabine Pass Liquefaction, LLC                                                             | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55233.58     | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group, Inc.                                                                | Simon Property Group, Inc.                                                                | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      2379 | NS      | $440376.69    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                                       | Teachers Insurance & Annuity Association of America                                       | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    400000 | PA      | $328764.96    | 0.06%             | 2047-05-15      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $78940.43     | 0.01%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc.                                                                 | Willis North America Inc.                                                                 | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196445.89    | 0.03%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Safran                                                                                    | Safran                                                                                    | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |      3435 | NS      | $1201100.13   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                                                                         | ASML Holding N.V.                                                                         | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |      2489 | NS      | $2694709.27   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                                 | Aviva PLC                                                                                 | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |     74758 | NS      | $690137.33    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    375000 | PA      | $339902.33    | 0.06%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                                   | Waste Connections, Inc.                                                                   | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |       466 | NS      | $81717.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Finance Limited                                                                  | Woodside Finance Limited                                                                  | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | US        |    475000 | PA      | $473232.67    | 0.08%             | 2026-09-15      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Definity Financial Corporation                                                            | Definity Financial Corporation                                                            | CUSIP: 24477T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     14698 | NS      | $813099.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Canadian Pacific Kansas City Limited                                                      | Canadian Pacific Kansas City Limited                                                      | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | US        |    210000 | PA      | $200582.87    | 0.03%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P4                                                    | Carvana Auto Receivables Trust 2024-P4                                                    | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     65000 | PA      | $65394.67     | 0.01%             | 2028-04-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                          | Gobierno Federal de los Estados Unidos Mexicanos                                          | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    360000 | PA      | $310544.64    | 0.05%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                               | Verizon Communications Inc.                                                               | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $114396.89    | 0.02%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Windstream Services, LLC                                                                  | Windstream Services, LLC                                                                  | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    141000 | PA      | $144946.59    | 0.02%             | 2033-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Predictive Discovery Limited                                                              | Predictive Discovery Limited                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     80899 | NS      | $39460.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                                       | Affirm Master Trust                                                                       | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $271876.18    | 0.05%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                                      | Amphenol Corporation                                                                      | CUSIP: 032095AM3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25045.76     | 0.00%             | 2026-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                       | Comcast Corporation                                                                       | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174309.20    | 0.03%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-2                                                       | Dell Equipment Finance Trust 2024-2                                                       | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100715.03    | 0.02%             | 2030-08-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV1                                                                            | EFMT 2025-INV1                                                                            | CUSIP: 26846XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89183 | PA      | $90060.99     | 0.02%             | 2070-03-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133CWPC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    128698 | PA      | $134433.85    | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140J9NN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     38572 | PA      | $35512.03     | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140JACF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     84770 | PA      | $78102.56     | 0.01%             | 2044-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140LVQG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     93851 | PA      | $86966.56     | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    172526 | PA      | $157466.44    | 0.03%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    536696 | PA      | $444513.07    | 0.08%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    167415 | PA      | $144462.62    | 0.02%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc.                                                            | Hilton Worldwide Holdings Inc.                                                            | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       690 | NS      | $198202.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Benz Mining Corp.                                                                         | Benz Mining Corp.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CA        |     10593 | NS      | $12467.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Steel Limited                                                                        | Tata Steel Limited                                                                        | CUSIP: N/A<br>LEI: 335800E6C75YGSGD5T66       | Long             | EC               | CORP              | IN        |     30125 | NS      | $60228.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                                                     | Howmet Aerospace Inc.                                                                     | CUSIP: 443201108<br>LEI: ABPN11VOHLHX6QR7XQ48 | Long             | EC               | CORP              | US        |       787 | NS      | $161350.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Level 3 Financing, Inc.                                                                   | Level 3 Financing, Inc.                                                                   | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    126425 | PA      | $130126.72    | 0.02%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Monolithic Power Systems, Inc.                                                            | Monolithic Power Systems, Inc.                                                            | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       715 | NS      | $648047.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Company, The                                                                       | Mosaic Company, The                                                                       | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       805 | NS      | $19392.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Robex Resources Inc.                                                                      | Robex Resources Inc.                                                                      | CUSIP: 76125Y600<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5138 | NS      | $19577.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS Capital Holdings Limited                                                             | AXIS Capital Holdings Limited                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       437 | NS      | $46798.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Fields Limited                                                                       | Gold Fields Limited                                                                       | CUSIP: N/A<br>LEI: 5299003KXIBJQYCBBD72       | Long             | EC               | CORP              | ZA        |      4896 | NS      | $212049.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                               | ONEOK, Inc.                                                                               | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      1202 | NS      | $88347.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corporation                                                               | Range Resources Corporation                                                               | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     27035 | NS      | $953254.10    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RGA Global Funding                                                                        | RGA Global Funding                                                                        | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196629.20    | 0.03%             | 2029-05-24      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO 10 Ltd                                                                    | Signal Peak CLO 10 Ltd                                                                    | CUSIP: 82671CAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    310000 | PA      | $309687.83    | 0.05%             | 2038-01-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Terreno Realty Corporation                                                                | Terreno Realty Corporation                                                                | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2970 | NS      | $174368.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                             | Thermo Fisher Scientific Inc.                                                             | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1512 | NS      | $876128.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $614468.75    | 0.10%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    480000 | PA      | $493653.01    | 0.08%             | 2030-04-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                           | UnitedHealth Group Incorporated                                                           | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    270000 | PA      | $172898.77    | 0.03%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CMOC Group Limited                                                                        | CMOC Group Limited                                                                        | CUSIP: N/A<br>LEI: 2549008KG3638J59U652       | Long             | EC               | CORP              | CN        |     18000 | NS      | $44471.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Company, The                                                                  | Walt Disney Company, The                                                                  | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      6760 | NS      | $769085.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133KNLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    358410 | PA      | $307948.83    | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 Trust                                                                       | OBX 2020-EXP1 Trust                                                                       | CUSIP: 67448TAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46524 | PA      | $41803.10     | 0.01%             | 2060-01-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                           | Sinclair Television Group, Inc.                                                           | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140794.20    | 0.02%             | 2033-02-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| American Municipal Power, Inc.                                                            | American Municipal Power, Inc.                                                            | CUSIP: 02765UCY8<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    250000 | PA      | $263110.98    | 0.04%             | 2044-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-LGCY                                                                        | BX Trust 2021-LGCY                                                                        | CUSIP: 12434DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295000 | PA      | $294009.45    | 0.05%             | 2036-10-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CBRE Group, Inc.                                                                          | CBRE Group, Inc.                                                                          | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       790 | NS      | $127024.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                                                                        | DTE Energy Company                                                                        | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       553 | NS      | $71325.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc.                                                                    | Dell Technologies Inc.                                                                    | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       328 | NS      | $41288.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dext ABS 2025-2, LLC                                                                      | Dext ABS 2025-2, LLC                                                                      | CUSIP: 252153AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100062.46    | 0.02%             | 2036-04-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| ESAB Corporation                                                                          | ESAB Corporation                                                                          | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |       625 | NS      | $69825.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                                                                      | Meta Platforms, Inc.                                                                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      9935 | NS      | $6557994.15   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3128MJ3A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     27426 | PA      | $25721.61     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3137HA2B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    410000 | PA      | $412282.39    | 0.07%             | 2033-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140Y7D21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    335067 | PA      | $342044.78    | 0.06%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30778 | PA      | $31377.83     | 0.01%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179UCE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        95 | PA      | $98.19        | 0.00%             | 2048-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179VDC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62978 | PA      | $56004.71     | 0.01%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kingspan Group Public Limited Company                                                     | Kingspan Group Public Limited Company                                                     | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |      3300 | NS      | $287364.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JNL Government Money Market Fund                                                          | JNL Government Money Market Fund                                                          | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2416212 | NS      | $2416211.53   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Gas Services, LLC                                                                  | Kodiak Gas Services, LLC                                                                  | CUSIP: 50012A108<br>LEI: 549300ZQBRWEUOVOM131 | Long             | EC               | CORP              | US        |       908 | NS      | $33959.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology, Inc.                                                                  | Marvell Technology, Inc.                                                                  | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       560 | NS      | $47588.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                      | Mitsubishi UFJ Financial Group, Inc.                                                      | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |     96000 | NS      | $1530151.45   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000 | PA      | $15639.84     | 0.00%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65000 | PA      | $68304.81     | 0.01%             | 2035-01-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1515000 | PA      | $1510147.30   | 0.26%             | 2030-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                                    | Verisk Analytics, Inc.                                                                    | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75665.72     | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tourmaline Oil Corp                                                                       | Tourmaline Oil Corp                                                                       | CUSIP: 89156V106<br>LEI: 549300EWGW5PUCV5A109 | Long             | EC               | CORP              | CA        |      1589 | NS      | $71279.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEGRO Public Limited Company                                                              | SEGRO Public Limited Company                                                              | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        |     42396 | NS      | $412305.52    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                              | Royal Caribbean Cruises Ltd.                                                              | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |       450 | NS      | $125514.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government of the Province of British Columbia                                            | Government of the Province of British Columbia                                            | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | US        |    303000 | PA      | $301588.93    | 0.05%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-4, LLC                                                    | Enterprise Fleet Financing 2024-4, LLC                                                    | CUSIP: 29374MAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75000 | PA      | $76180.32     | 0.01%             | 2029-08-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140J6C47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     31038 | PA      | $30205.10     | 0.01%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    122812 | PA      | $115004.54    | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418EW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     62709 | PA      | $62790.63     | 0.01%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    185472 | PA      | $153586.62    | 0.03%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc.                                                                           | GE Vernova Inc.                                                                           | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      1027 | NS      | $671216.39    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ASICS Corporation                                                                         | ASICS Corporation                                                                         | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |     35500 | NS      | $853311.31    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                | American Tower Corporation                                                                | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      2794 | NS      | $490542.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings, Inc.                                                               | Tokio Marine Holdings, Inc.                                                               | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |     21500 | NS      | $798050.27    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Nec Corporation                                                                           | Nec Corporation                                                                           | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |     24700 | NS      | $839882.07    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Centene Corporation                                                                       | Centene Corporation                                                                       | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      1010 | NS      | $41561.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elara HGV Timeshare Issuer 2023-A, LLC                                                    | Elara HGV Timeshare Issuer 2023-A, LLC                                                    | CUSIP: 28415AAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     48718 | PA      | $49989.09     | 0.01%             | 2030-11-25      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140J9HW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     39850 | PA      | $36503.24     | 0.01%             | 2047-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XDUQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    140393 | PA      | $134086.49    | 0.02%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                  | Celanese US Holdings LLC                                                                  | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    251000 | PA      | $255241.17    | 0.04%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    161042 | PA      | $149747.43    | 0.03%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XHHP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    422865 | PA      | $382558.73    | 0.07%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36180AAF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    126576 | PA      | $128093.09    | 0.02%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| International Paper Company                                                               | International Paper Company                                                               | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     34946 | NS      | $1376522.94   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corporation                                                                       | Moody's Corporation                                                                       | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       808 | NS      | $412766.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $93950.89     | 0.02%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $156968.87    | 0.03%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corporation                                                          | Niagara Mohawk Power Corporation                                                          | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100599.50    | 0.02%             | 2030-10-03      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                                                    | NYC Commercial Mortgage Trust 2021-909                                                    | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100105.31    | 0.02%             | 2028-11-05      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                           | Intercontinental Exchange, Inc.                                                           | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      7932 | NS      | $1284666.72   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Aktiengesellschaft                                                                | Siemens Aktiengesellschaft                                                                | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |     11629 | NS      | $3239048.65   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                                      | Urzad Rady Ministrow                                                                      | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | US        |    180000 | PA      | $171318.96    | 0.03%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                              | Tenet Healthcare Corporation                                                              | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      5987 | NS      | $1189736.64   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Holdings USA, Inc.                                                              | Santander Holdings USA, Inc.                                                              | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186756.23    | 0.03%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: —       |
| Shopify Inc.                                                                              | Shopify Inc.                                                                              | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      4935 | NS      | $794386.95    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1790000 | PA      | $1451717.92   | 0.25%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3560000 | PA      | $3601579.73   | 0.61%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                                            | Uniti Group LP                                                                            | CUSIP: 91327TAC5<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |    207000 | PA      | $203758.38    | 0.03%             | 2032-06-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Discovery Silver Corp.                                                                    | Discovery Silver Corp.                                                                    | CUSIP: 254677107<br>LEI: 98450041CCB3E8QD3F53 | Long             | EC               | CORP              | CA        |     12276 | NS      | $74950.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Holding, S.A.                                                                  | Amadeus IT Holding, S.A.                                                                  | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |      8917 | NS      | $657389.21    | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Brookfield Corporation                                                                    | Brookfield Corporation                                                                    | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |     15907 | NS      | $730362.57    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                                                               | Bank of America Corporation                                                               | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    175000 | PA      | $147152.30    | 0.03%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                             | Enbridge Inc.                                                                             | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94069.97     | 0.02%             | 2034-04-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133CTLV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     78809 | PA      | $80450.17     | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140X7A82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8523 | PA      | $8280.31      | 0.00%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                              | Fiserv, Inc.                                                                              | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154800.41    | 0.03%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179UGF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7247 | PA      | $7514.60      | 0.00%             | 2048-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hawaiian Electric Company, Inc.                                                           | Hawaiian Electric Company, Inc.                                                           | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212100.00    | 0.04%             | 2033-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| IDEXX Laboratories, Inc.                                                                  | IDEXX Laboratories, Inc.                                                                  | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       100 | NS      | $67653.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Yellow Group PLC                                                                      | Big Yellow Group PLC                                                                      | CUSIP: N/A<br>LEI: 213800W7Q4V2ZI8LIW31       | Long             | EC               | CORP              | GB        |      4085 | NS      | $57508.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2025-P2                                                    | Carvana Auto Receivables Trust 2025-P2                                                    | CUSIP: 14688YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120000 | PA      | $121981.43    | 0.02%             | 2029-11-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Centrus Energy Corp.                                                                      | Centrus Energy Corp.                                                                      | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |       108 | NS      | $26218.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Charter Communications Operating, LLC                                                     | Charter Communications Operating, LLC                                                     | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78274.40     | 0.01%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Canadian Apartment Properties Real Estate Investment Trust                                | Canadian Apartment Properties Real Estate Investment Trust                                | CUSIP: 134921105<br>LEI: 549300B1MYVTQEB2DI90 | Long             | EC               | CORP              | CA        |      1408 | NS      | $37822.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cox Communications, Inc.                                                                  | Cox Communications, Inc.                                                                  | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98490.38     | 0.02%             | 2034-09-01      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corporation                                                                    | Fair Isaac Corporation                                                                    | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        19 | NS      | $32121.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XMQT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    300956 | PA      | $295250.21    | 0.05%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418DH54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       365 | PA      | $361.65       | 0.00%             | 2049-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    403113 | PA      | $328821.68    | 0.06%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                      | JPMorgan Chase & Co.                                                                      | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    355000 | PA      | $365805.31    | 0.06%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO  Ltd                                                                        | Jamestown CLO  Ltd                                                                        | CUSIP: 47050EAN9<br>LEI: 254900G01W2J355PT310 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250131.00    | 0.04%             | 2035-07-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                                  | Venture Global LNG, Inc.                                                                  | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23700.00     | 0.00%             | 2500-12-31      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                                        | Vertiv Holdings Co                                                                        | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       838 | NS      | $135764.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Midcontinent Communications                                                               | Midcontinent Communications                                                               | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |    197000 | PA      | $201761.49    | 0.03%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Ajinomoto Co., Inc.                                                                       | Ajinomoto Co., Inc.                                                                       | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |     21800 | NS      | $469238.27    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                                   | Municipal Electric Authority of Georgia                                                   | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    324000 | PA      | $353073.69    | 0.06%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co., Ltd.                                                                  | Mitsui Fudosan Co., Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |     64900 | NS      | $737860.61    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                            | Element Fleet Management Corp.                                                            | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |     30084 | NS      | $790155.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin-Etsu Chemical Co., Ltd.                                                              | Shin-Etsu Chemical Co., Ltd.                                                              | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |     22200 | NS      | $690422.07    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Corporation                                                             | Permian Resources Corporation                                                             | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |      3816 | NS      | $53538.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCF Equipment Leasing 2025-1 LLC                                                          | SCF Equipment Leasing 2025-1 LLC                                                          | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     63875 | PA      | $64040.08     | 0.01%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                            | TransDigm Inc.                                                                            | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    142000 | PA      | $145251.80    | 0.02%             | 2033-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DoorDash, Inc.                                                                            | DoorDash, Inc.                                                                            | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      2285 | NS      | $517506.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DUJN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    112663 | PA      | $115086.86    | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-INV1                                                      | Verus Securitization Trust 2024-INV1                                                      | CUSIP: 92540FAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127021 | PA      | $128634.64    | 0.02%             | 2069-03-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Isetan Mitsukoshi Holdings Ltd.                                                           | Isetan Mitsukoshi Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: 529900SY5RZO92EFG035       | Long             | EC               | CORP              | JP        |     41900 | NS      | $609217.51    | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| Kion Group AG                                                                             | Kion Group AG                                                                             | CUSIP: N/A<br>LEI: 5299005KY91C4C6U9H17       | Long             | EC               | CORP              | DE        |      8687 | NS      | $688047.98    | 0.12%             |  |  |  | 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        |     30200 | NS      | $15420.75     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DULH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    119637 | PA      | $125189.54    | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179TZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44598 | PA      | $45425.40     | 0.01%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2020-INV1                                             | GS Mortgage-Backed Securities Trust 2020-INV1                                             | CUSIP: 36258KAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62190 | PA      | $53373.89     | 0.01%             | 2041-11-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                         | HSBC Holdings PLC                                                                         | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |    200000 | PA      | $228467.34    | 0.04%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Government of the Province of Manitoba                                                    | Government of the Province of Manitoba                                                    | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | US        |    155000 | PA      | $155263.35    | 0.03%             | 2033-07-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Thyssenkrupp AG                                                                           | Thyssenkrupp AG                                                                           | CUSIP: N/A<br>LEI: 549300UDG16DOYUPR330       | Long             | EC               | CORP              | DE        |      2205 | NS      | $23791.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                                    | DBS Group Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |     23860 | NS      | $1045842.55   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co., Ltd.                                                           | Chugai Pharmaceutical Co., Ltd.                                                           | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |     17500 | NS      | $917854.42    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2025-NQM3                                             | New Residential Mortgage Loan Trust 2025-NQM3                                             | CUSIP: 64832CAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85486 | PA      | $86456.07     | 0.01%             | 2030-08-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Northwell Health, Inc.                                                                    | Northwell Health, Inc.                                                                    | CUSIP: 667274AA2<br>LEI: 549300LEV43PW876Z680 | Long             | DBT              | CORP              | US        |    175000 | PA      | $137182.57    | 0.02%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo                           | Comision De Promocion Del Peru Para La Exportacion Y El Turismo                           | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | US        |     80000 | PA      | $81455.60     | 0.01%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Saia, Inc.                                                                                | Saia, Inc.                                                                                | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       399 | NS      | $130281.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corporation, The                                                           | Charles Schwab Corporation, The                                                           | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     20525 | NS      | $2050652.75   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corporation                                                                        | Target Corporation                                                                        | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       200 | NS      | $19550.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Company                                                                     | Wells Fargo & Company                                                                     | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    535000 | PA      | $416299.66    | 0.07%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| West Fraser Timber Co. Ltd.                                                               | West Fraser Timber Co. Ltd.                                                               | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |       779 | NS      | $47604.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc.                                                                             | Wingstop Inc.                                                                             | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       175 | NS      | $41735.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moncler S.p.A.                                                                            | Moncler S.p.A.                                                                            | CUSIP: N/A<br>LEI: 815600EBD7FB00525B20       | Long             | EC               | CORP              | IT        |      9025 | NS      | $576904.14    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Cushman & Wakefield Ltd.                                                                  | Cushman & Wakefield Ltd.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      2553 | NS      | $41333.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                                | RenaissanceRe Holdings Ltd                                                                | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |       108 | NS      | $30365.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb, Inc.                                                                              | Airbnb, Inc.                                                                              | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       200 | NS      | $27144.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH America Finance, Inc.                                                                 | CRH America Finance, Inc.                                                                 | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    350000 | PA      | $364868.53    | 0.06%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                                | Encore Capital Group, Inc.                                                                | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221375.00    | 0.04%             | 2031-04-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133CUVX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     23806 | PA      | $24808.68     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                                | J.P. Morgan Mortgage Trust                                                                | CUSIP: 46651FAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114497 | PA      | $114213.94    | 0.02%             | 2028-12-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Escrow Corporation                                                             | NCR Atleos Escrow Corporation                                                             | CUSIP: 638962AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $206157.60    | 0.04%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QLPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    136449 | PA      | $116683.54    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XDYA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    155527 | PA      | $127253.14    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                               | Zoetis Inc.                                                                               | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    315000 | PA      | $316842.56    | 0.05%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Anglo American PLC                                                                        | Anglo American PLC                                                                        | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |      4504 | NS      | $187408.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418FAW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    201118 | PA      | $204174.82    | 0.03%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179SEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17735 | PA      | $16186.98     | 0.00%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Spie S.A.                                                                                 | Spie S.A.                                                                                 | CUSIP: N/A<br>LEI: 969500TJNS5GSFWJ8X85       | Long             | EC               | CORP              | FR        |       565 | NS      | $32690.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95822 | PA      | $82764.52     | 0.01%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                         | Intel Corporation                                                                         | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     20958 | NS      | $773350.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                    | Lowe`s Companies, Inc.                                                                    | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    165000 | PA      | $129082.82    | 0.02%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Telstra Group Limited                                                                     | Telstra Group Limited                                                                     | CUSIP: N/A<br>LEI: PCTXNQGRJVR3OG33JG65       | Long             | EC               | CORP              | AU        |    142031 | NS      | $461129.20    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                          | NRG Energy, Inc.                                                                          | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     99000 | PA      | $107635.77    | 0.02%             | 2500-12-31      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| NVR, Inc.                                                                                 | NVR, Inc.                                                                                 | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        16 | NS      | $116684.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim AG                                                                                 | Holcim AG                                                                                 | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |      6249 | NS      | $608907.01    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinterest, Inc.                                                                           | Pinterest, Inc.                                                                           | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13818 | NS      | $357748.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Companies, Inc.                                                                    | Rocket Companies, Inc.                                                                    | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2693 | NS      | $52136.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SanDisk LLC                                                                               | SanDisk LLC                                                                               | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       173 | NS      | $41066.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                                                                      | The Southern Company                                                                      | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    165000 | PA      | $173797.26    | 0.03%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV1                                             | Starwood Mortgage Residential Trust 2020-INV1                                             | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13116 | PA      | $12750.46     | 0.00%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                              | Tenet Healthcare Corporation                                                              | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    325000 | PA      | $329085.25    | 0.06%             | 2032-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corporation                                                           | Toyota Motor Credit Corporation                                                           | CUSIP: 89236TNR2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231155.98    | 0.04%             | 2028-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    790000 | PA      | $502174.64    | 0.09%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Veralto Corporation                                                                       | Veralto Corporation                                                                       | CUSIP: 92338C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       480 | NS      | $47894.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust 2025-7                                                         | Verus Securitization Trust 2025-7                                                         | CUSIP: 924931AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173815 | PA      | $173814.37    | 0.03%             | 2070-08-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C54                                            | Wells Fargo Commercial Mortgage Trust 2019-C54                                            | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $95529.78     | 0.02%             | 2029-11-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ARC Resources Ltd.                                                                        | ARC Resources Ltd.                                                                        | CUSIP: 00208D408<br>LEI: FIR47I6FEYKYNJBYW622 | Long             | EC               | CORP              | CA        |      3270 | NS      | $61347.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nvent Electric Public Limited Company                                                     | Nvent Electric Public Limited Company                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       389 | NS      | $39666.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                                                                       | Fortive Corporation                                                                       | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      2515 | NS      | $138853.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 3617G85D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3381 | PA      | $3430.99      | 0.00%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Heartland Dental, LLC                                                                     | Heartland Dental, LLC                                                                     | CUSIP: 42239PAB5<br>LEI: 5493008FRC0GRKBN1075 | Long             | DBT              | CORP              | US        |     78000 | PA      | $81518.58     | 0.01%             | 2028-04-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                               | Keysight Technologies, Inc.                                                               | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     11897 | NS      | $2417351.43   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaic Financial Services, Inc.                                                            | Osaic Financial Services, Inc.                                                            | CUSIP: 50575Q300<br>LEI: 549300VFWKFWGJQPSE62 | Long             | EP               | CORP              | US        |      6495 | NS      | $152632.50    | 0.03%             | 2027-11-30      | Fixed         | 6.50%                 | No            |                  1 | On Loan: No      |
| Nomura Research Institute, Ltd.                                                           | Nomura Research Institute, Ltd.                                                           | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |     10500 | NS      | $404943.77    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    795000 | PA      | $793012.50    | 0.13%             | 2056-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DCC Public Limited Company                                                                | DCC Public Limited Company                                                                | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |      4638 | NS      | $289682.99    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                                             | Rio Tinto PLC                                                                             | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |      3160 | NS      | $255430.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2025-4                                                            | CarMax Auto Owner Trust 2025-4                                                            | CUSIP: 14320HAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     65000 | PA      | $65151.28     | 0.01%             | 2031-06-16      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Sun Communities, Inc.                                                                     | Sun Communities, Inc.                                                                     | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      1872 | NS      | $231959.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                                                                | 3M Company                                                                                | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       550 | NS      | $88055.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                                            | Citigroup Inc.                                                                            | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    135000 | PA      | $143559.22    | 0.02%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DV4Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     73646 | PA      | $70723.54     | 0.01%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     93251 | PA      | $76065.77     | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 35564NGY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     35250 | PA      | $35272.50     | 0.01%             | 2045-02-27      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corporation                                                                   | HF Sinclair Corporation                                                                   | CUSIP: 403949AR1<br>LEI: 549300J3U2WK73C9ZK26 | Long             | DBT              | CORP              | US        |     69000 | PA      | $71253.19     | 0.01%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP, LLC                                                                        | Healthpeak OP, LLC                                                                        | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80189.39     | 0.01%             | 2028-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Ithaca Energy (North Sea) PLC                                                             | Ithaca Energy (North Sea) PLC                                                             | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | US        |    230000 | PA      | $238167.30    | 0.04%             | 2029-10-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Marsh & Mclennan Companies, Inc.                                                          | Marsh & Mclennan Companies, Inc.                                                          | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      2783 | NS      | $516302.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                                                              | Norfolk Southern Corporation                                                              | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      2346 | NS      | $677337.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Holding Company LLC                                                                   | PBF Holding Company LLC                                                                   | CUSIP: 69318FAL2<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |    205000 | PA      | $196968.10    | 0.03%             | 2030-09-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                                             | Sammons Financial Group, Inc.                                                             | CUSIP: 79587J2E2<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140343.94    | 0.02%             | 2030-12-12      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                                             | Santander Drive Auto Receivables Trust 2025-1                                             | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130000 | PA      | $130272.53    | 0.02%             | 2027-02-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| TJX Companies, Inc., The                                                                  | TJX Companies, Inc., The                                                                  | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    155000 | PA      | $136118.97    | 0.02%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                                 | Arthur J. Gallagher & Co.                                                                 | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40926.29     | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DTE Energy Company                                                                        | DTE Energy Company                                                                        | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60789.18     | 0.01%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     46950 | PA      | $48344.30     | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                                                            | Fortinet, Inc.                                                                            | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      1538 | NS      | $122132.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton, County of                                                                         | Fulton, County of                                                                         | CUSIP: 360046Q90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $329541.62    | 0.06%             | 2039-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179XH33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33175 | PA      | $34105.87     | 0.01%             | 2052-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MVW 2019-2 LLC                                                                            | MVW 2019-2 LLC                                                                            | CUSIP: 55400DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10505 | PA      | $10489.00     | 0.00%             | 2038-10-20      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries N.V.                                                          | BE Semiconductor Industries N.V.                                                          | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |      2561 | NS      | $401279.65    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                                          | Novo Nordisk A/S                                                                          | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |     20227 | NS      | $1029850.89   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                                                               | Northern Star Resources Ltd                                                               | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |      5986 | NS      | $106223.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PACCAR Inc                                                                                | PACCAR Inc                                                                                | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      1096 | NS      | $120022.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance, Inc.                                                                            | Reliance, Inc.                                                                            | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       442 | NS      | $127680.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARQ Trust 2024-HOU                                                                       | MARQ Trust 2024-HOU                                                                       | CUSIP: 90216DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99937.45     | 0.02%             | 2026-06-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1420000 | PA      | $815668.02    | 0.14%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                          | Wheels Fleet Lease Funding 1 LLC                                                          | CUSIP: 96328GCK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    360000 | PA      | $362917.80    | 0.06%             | 2029-04-18      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Sovereign Metals Limited                                                                  | Sovereign Metals Limited                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      8856 | NS      | $3430.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alamos Gold Inc                                                                           | Alamos Gold Inc                                                                           | CUSIP: 011532108<br>LEI: 549300TDOX73YGYXE959 | Long             | EC               | CORP              | CA        |      4467 | NS      | $172489.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B                             | Stellantis Financial Underwritten Enhanced Lease Trust 2025-B                             | CUSIP: 858933AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50072.09     | 0.01%             | 2029-07-20      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    138700 | PA      | $149167.81    | 0.03%             | 2029-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Southern Palladium Limited                                                                | Southern Palladium Limited                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      2811 | NS      | $4367.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AngloGold Ashanti PLC                                                                     | AngloGold Ashanti PLC                                                                     | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |      2975 | NS      | $254169.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicredit, Societa' Per Azioni In Forma Abbreviata Unicredit S.P.A.                       | Unicredit, Societa' Per Azioni In Forma Abbreviata Unicredit S.P.A.                       | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |     13750 | NS      | $1137230.55   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Bread Financial Payments, Inc.                                                            | Bread Financial Payments, Inc.                                                            | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    215000 | PA      | $222600.25    | 0.04%             | 2031-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                     | Banco Santander, S.A.                                                                     | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192716.58    | 0.03%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                            | Community Health Systems, Inc.                                                            | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    176000 | PA      | $192230.72    | 0.03%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3138WJK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    167976 | PA      | $157875.22    | 0.03%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Munchener Ruckversicherungs-Gesellschaft Aktiengesellschaft in Munchen                    | Munchener Ruckversicherungs-Gesellschaft Aktiengesellschaft in Munchen                    | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |      1563 | NS      | $1026751.85   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                           | Telefonaktiebolaget LM Ericsson                                                           | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |     58267 | NS      | $567195.14    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                     | Targa Resources Corp.                                                                     | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      1218 | NS      | $224721.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                                                              | Truist Financial Corporation                                                              | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       467 | NS      | $22981.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Julius Bar Gruppe AG                                                                      | Julius Bar Gruppe AG                                                                      | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |      4727 | NS      | $369382.25    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde Public Limited Company                                                              | Linde Public Limited Company                                                              | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |      4401 | NS      | $1876542.39   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                                                                | Diageo PLC                                                                                | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |     19724 | NS      | $425816.10    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CENT 2025-CITY                                                                            | CENT 2025-CITY                                                                            | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $323296.03    | 0.06%             | 2030-07-12      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Douglas Emmett, Inc.                                                                      | Douglas Emmett, Inc.                                                                      | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5265 | NS      | $57862.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132CWAQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     23226 | PA      | $22850.63     | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179RNX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61309 | PA      | $59210.11     | 0.01%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179X5F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78656 | PA      | $77106.69     | 0.01%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                   | Hyundai Capital America                                                                   | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74045.27     | 0.01%             | 2029-01-16      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| HOYA Corporation                                                                          | HOYA Corporation                                                                          | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |      3300 | NS      | $500624.39    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2025-NQM4                                             | New Residential Mortgage Loan Trust 2025-NQM4                                             | CUSIP: 64832FAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    277514 | PA      | $279644.33    | 0.05%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Pool Corporation                                                                          | Pool Corporation                                                                          | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |        50 | NS      | $11437.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Company, The                                                             | Sherwin-Williams Company, The                                                             | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      1458 | NS      | $472435.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    235000 | PA      | $190717.19    | 0.03%             | 2053-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2120000 | PA      | $2181446.93   | 0.37%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Asante Gold Corporation                                                                   | Asante Gold Corporation                                                                   | CUSIP: 04341X107<br>LEI: 529900F9PV1G9S5YD446 | Long             | EC               | CORP              | CA        |     11676 | NS      | $14036.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| California, State of                                                                      | California, State of                                                                      | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $291258.58    | 0.05%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co., Ltd.                                                           | Chugai Pharmaceutical Co., Ltd.                                                           | CUSIP: 171269103<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |      3789 | NS      | $99537.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Properties Retail Holding LLC                                                  | Brookfield Properties Retail Holding LLC                                                  | CUSIP: 11284DAC9<br>LEI: 549300K1JD1LDRNBET48 | Long             | DBT              | CORP              | US        |    154000 | PA      | $151757.76    | 0.03%             | 2027-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                                   | Equitable Financial Life Global Funding                                                   | CUSIP: 29446Q2E2<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64624.96     | 0.01%             | 2032-09-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                      | Meta Platforms, Inc.                                                                      | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242935.25    | 0.04%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132D6CG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     13419 | PA      | $13323.31     | 0.00%             | 2037-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QS4E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     64252 | PA      | $66567.34     | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM4 Trust                                                                      | GCAT 2025-NQM4 Trust                                                                      | CUSIP: 367923AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213427 | PA      | $215581.36    | 0.04%             | 2070-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                              | Mondelez International, Inc.                                                              | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     24901 | NS      | $1340420.83   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT Finance Corporation                                                                   | NTT Finance Corporation                                                                   | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203523.84    | 0.03%             | 2030-07-16      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Nippon Steel Corporation                                                                  | Nippon Steel Corporation                                                                  | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |     19300 | NS      | $79009.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                        | Oracle Corporation                                                                        | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    255000 | PA      | $228454.73    | 0.04%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $253613.28    | 0.04%             | 2032-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                           | UnitedHealth Group Incorporated                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      6498 | NS      | $2145054.78   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ERO Copper Corp.                                                                          | ERO Copper Corp.                                                                          | CUSIP: 296006109<br>LEI: 549300KL8A21SEIO8I47 | Long             | EC               | CORP              | CA        |      2300 | NS      | $65067.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Banque Nationale Du Canada                                                                | Banque Nationale Du Canada                                                                | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |      4976 | NS      | $625774.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132A4LW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     26981 | PA      | $27514.12     | 0.00%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DMC60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    141463 | PA      | $143991.50    | 0.02%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133KHKY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    146891 | PA      | $140786.97    | 0.02%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133KLZX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    298811 | PA      | $243555.12    | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QRKQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    176068 | PA      | $183649.53    | 0.03%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     56448 | PA      | $55430.35     | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                           | FirstCash, Inc.                                                                           | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     74000 | PA      | $76965.92     | 0.01%             | 2032-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     98735 | PA      | $91916.38     | 0.02%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22575 | PA      | $21751.85     | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179TUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7729 | PA      | $8018.01      | 0.00%             | 2048-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179UPD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7251 | PA      | $7518.19      | 0.00%             | 2049-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    371996 | PA      | $354508.92    | 0.06%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                                                                        | IQVIA Holdings Inc                                                                        | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       182 | NS      | $41024.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2016-JP2                                       | JPMCC Commercial Mortgage Securities Trust 2016-JP2                                       | CUSIP: 46590MAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    435000 | PA      | $424405.66    | 0.07%             | 2026-07-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II, LLC                                                          | LCM Investments Holdings II, LLC                                                          | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    190000 | PA      | $200579.20    | 0.03%             | 2031-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                   | Level 3 Financing, Inc.                                                                   | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    255000 | PA      | $260944.05    | 0.04%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                            | Morgan Stanley                                                                            | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $234892.83    | 0.04%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                          | NRG Energy, Inc.                                                                          | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       187 | NS      | $29777.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corporation                                                                  | Chord Energy Corporation                                                                  | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    205000 | PA      | $211324.25    | 0.04%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating, LLC                                                          | Permian Resources Operating, LLC                                                          | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    195000 | PA      | $203037.90    | 0.03%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Regency Centers Corporation                                                               | Regency Centers Corporation                                                               | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      3775 | NS      | $260588.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Operations Inc.                                                                 | Six Flags Operations Inc.                                                                 | CUSIP: 83001AAD4<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |    470000 | PA      | $451200.00    | 0.08%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Gobierno Federal de los Estados Unidos Mexicanos                                          | Gobierno Federal de los Estados Unidos Mexicanos                                          | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $177789.80    | 0.03%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    345000 | PA      | $339407.24    | 0.06%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                     | Wells Fargo & Company                                                                     | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    155000 | PA      | $151483.33    | 0.03%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Capricorn Metals Limited                                                                  | Capricorn Metals Limited                                                                  | CUSIP: N/A<br>LEI: 529900CRG304NUYMOV23       | Long             | EC               | CORP              | AU        |      9088 | NS      | $86787.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgepoint Group PLC                                                                     | Bridgepoint Group PLC                                                                     | CUSIP: N/A<br>LEI: 213800KFNMVI8PDZX472       | Long             | EC               | CORP              | GB        |     82009 | NS      | $314309.20    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Keppel DC REIT Management Pte. Ltd.                                                       | Keppel DC REIT Management Pte. Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |     24600 | NS      | $43071.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                                 | AT&T Inc.                                                                                 | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35185.72     | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Acadia Realty Trust                                                                       | Acadia Realty Trust                                                                       | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7652 | NS      | $157172.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                                                              | AMETEK, Inc.                                                                              | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      7834 | NS      | $1608398.54   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management, Inc.                                                            | Apollo Global Management, Inc.                                                            | CUSIP: 03769M106<br>LEI: 54930054P2G7ZJB0KM79 | Long             | EC               | CORP              | US        |      1650 | NS      | $238854.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corporation                                                                        | Ameren Corporation                                                                        | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217961.09    | 0.04%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-V19 Mortgage Trust                                                         | Benchmark 2025-V19 Mortgage Trust                                                         | CUSIP: 08164DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $10318.06     | 0.00%             | 2030-12-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                                                       | Boeing Company, The                                                                       | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      1419 | NS      | $308093.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                                            | Citigroup Inc.                                                                            | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     11404 | NS      | $1330732.76   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA4                                                   | Freddie Mac STACR REMIC Trust 2025-DNA4                                                   | CUSIP: 35564UAR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    156072 | PA      | $156177.35    | 0.03%             | 2045-09-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179TXY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47604 | PA      | $49435.62     | 0.01%             | 2048-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| L'Oreal                                                                                   | L'Oreal                                                                                   | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |      1870 | NS      | $804424.37    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers NBLA CLO 52, Ltd.                                          | Neuberger Berman Loan Advisers NBLA CLO 52, Ltd.                                          | CUSIP: 64135GAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    390000 | PA      | $390014.04    | 0.07%             | 2036-04-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Limited                                                           | Sun Hung Kai Properties Limited                                                           | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |      5000 | NS      | $60857.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential 2025-SFR5 Trust                                                      | Progress Residential 2025-SFR5 Trust                                                      | CUSIP: 74334RAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $96896.77     | 0.02%             | 2042-10-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TPG Inc.                                                                                  | TPG Inc.                                                                                  | CUSIP: 872657101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1036 | NS      | $66138.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corporation                                                                 | Valero Energy Corporation                                                                 | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      6726 | NS      | $1094925.54   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                                                              | Vistra Corp.                                                                              | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    197000 | PA      | $201081.84    | 0.03%             | 2500-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies SE                                                                          | TotalEnergies SE                                                                          | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     27303 | NS      | $1789771.86   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Mining PLC                                                                       | Meridian Mining PLC                                                                       | CUSIP: N/A<br>LEI: 984500EB404A37FD8886       | Long             | EC               | CORP              | NL        |     13305 | NS      | $14734.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                                | Avis Budget Rental Car Funding (AESOP) LLC                                                | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99768.20     | 0.02%             | 2029-02-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Trustees of the California State University                                               | Trustees of the California State University                                               | CUSIP: 13077DQU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $267438.12    | 0.05%             | 2041-11-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    700000 | PA      | $706756.61    | 0.12%             | 2056-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DVE92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    118983 | PA      | $123158.53    | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                                | Apple Inc.                                                                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     46890 | NS      | $12747515.40  | 2.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                                                 | Argenx SE                                                                                 | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       865 | NS      | $727421.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133KYWJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    189893 | PA      | $170113.98    | 0.03%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140JACW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9211 | PA      | $8888.37      | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XCV21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     55278 | PA      | $51568.73     | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179XLK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58908 | PA      | $60569.93     | 0.01%             | 2052-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corporation                                                                | Alliant Energy Corporation                                                                | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      2365 | NS      | $153748.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 31427QJ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    153778 | PA      | $153870.75    | 0.03%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| W.W. Grainger, Inc.                                                                       | W.W. Grainger, Inc.                                                                       | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       638 | NS      | $643773.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corporation                                                                           | KLA Corporation                                                                           | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       797 | NS      | $968418.76    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NAC Kazatomprom JSC                                                                       | NAC Kazatomprom JSC                                                                       | CUSIP: 63253R201<br>LEI: 5493008JG5TXJP2JSY44 | Long             | EC               | CORP              | KZ        |       637 | NS      | $35521.21     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Realty Income Corporation                                                                 | Realty Income Corporation                                                                 | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71980.46     | 0.01%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Voyager Parent, LLC                                                                       | Voyager Parent, LLC                                                                       | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    225000 | PA      | $238630.50    | 0.04%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Waste Management, Inc.                                                                    | Waste Management, Inc.                                                                    | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       362 | NS      | $79535.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Norsk Hydro ASA                                                                           | Norsk Hydro ASA                                                                           | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |      2790 | NS      | $21495.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Expro Group Holdings N.V.                                                                 | Expro Group Holdings N.V.                                                                 | CUSIP: N/A<br>LEI: 724500LJYA8QIT73H017       | Long             | EC               | CORP              | NL        |      3456 | NS      | $46137.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    140337 | PA      | $140836.38    | 0.02%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Halseypoint Clo 6 Ltd                                                                     | Halseypoint Clo 6 Ltd                                                                     | CUSIP: 40639GAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250757.00    | 0.04%             | 2038-01-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                             | MetLife, Inc.                                                                             | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      4947 | NS      | $390516.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc.                                                         | Mettler-Toledo International Inc.                                                         | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        26 | NS      | $36248.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Philips N.V.                                                                  | Koninklijke Philips N.V.                                                                  | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |     31492 | NS      | $857357.27    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Viper Energy, Inc.                                                                        | Viper Energy, Inc.                                                                        | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1269 | NS      | $49021.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BeOne Medicines AG                                                                        | BeOne Medicines AG                                                                        | CUSIP: 07725L102<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       285 | NS      | $86585.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                                                              | CF Industries Holdings, Inc.                                                              | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       356 | NS      | $27533.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                                                                      | Corning Incorporated                                                                      | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      1033 | NS      | $90449.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc.                                                                             | Enbridge Inc.                                                                             | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      3514 | NS      | $168074.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA                                                                                       | AXA                                                                                       | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |     21011 | NS      | $1011396.61   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corporation, The                                                              | Progressive Corporation, The                                                              | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      1023 | NS      | $232957.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES9                                                             | RCKT Mortgage Trust 2024-CES9                                                             | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78782 | PA      | $79592.31     | 0.01%             | 2028-12-25      | Fixed         | 5.58%                 | No            |                  3 | On Loan: No      |
| Southern Copper Corporation                                                               | Southern Copper Corporation                                                               | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |       927 | NS      | $132996.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B                             | Stellantis Financial Underwritten Enhanced Lease Trust 2025-B                             | CUSIP: 858933AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     95000 | PA      | $95646.04     | 0.02%             | 2029-06-20      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Aluminium Bahrain B.S.C                                                                   | Aluminium Bahrain B.S.C                                                                   | CUSIP: N/A<br>LEI: 213800YLHRSLSVOHFH73       | Long             | EC               | CORP              | BH        |      6281 | NS      | $18409.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.                                                           | Annaly Capital Management, Inc.                                                           | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     20483 | NS      | $457999.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                                                              | Apple Hospitality REIT, Inc.                                                              | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      3438 | NS      | $40740.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Mining Corporation                                                                | Barrick Mining Corporation                                                                | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |     13239 | NS      | $576707.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JSW Steel Limited                                                                         | JSW Steel Limited                                                                         | CUSIP: N/A<br>LEI: 335800EK6HZSC4CVAJ09       | Long             | EC               | CORP              | IN        |      2038 | NS      | $26369.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| B.A.T Capital Corporation                                                                 | B.A.T Capital Corporation                                                                 | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69019.16     | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                           | Bombardier Inc.                                                                           | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | US        |    195000 | PA      | $207663.30    | 0.04%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BXP, Inc.                                                                                 | BXP, Inc.                                                                                 | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |       442 | NS      | $29826.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corporation                                                                    | CVS Health Corporation                                                                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      2254 | NS      | $178877.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation                                                         | Capital One Financial Corporation                                                         | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      1844 | NS      | $446911.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group, Inc.                                                                        | CoStar Group, Inc.                                                                        | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       249 | NS      | $16742.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                        | CyrusOne Data Centers Issuer I LLC                                                        | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    285000 | PA      | $278022.37    | 0.05%             | 2029-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-4, LLC                                                    | Enterprise Fleet Financing 2024-4, LLC                                                    | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     40205 | PA      | $40350.45     | 0.01%             | 2027-01-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-4                                                | Exeter Automobile Receivables Trust 2025-4                                                | CUSIP: 30167KAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    115000 | PA      | $115556.67    | 0.02%             | 2028-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DMPS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     19811 | PA      | $20517.68     | 0.00%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140J93L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15459 | PA      | $14613.25     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QLQZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    273700 | PA      | $234395.88    | 0.04%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QNM82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    103466 | PA      | $96748.69     | 0.02%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    248921 | PA      | $203201.82    | 0.03%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    359635 | PA      | $297919.96    | 0.05%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140JAND6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     69630 | PA      | $67520.20     | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QM4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    321814 | PA      | $275096.86    | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140W0MN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    177271 | PA      | $183192.74    | 0.03%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 38383REY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    110000 | PA      | $92711.47     | 0.02%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                                | Genmab A/S                                                                                | CUSIP: 37230JAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | US        |    218000 | PA      | $228967.58    | 0.04%             | 2033-12-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Gold Royalty Corp.                                                                        | Gold Royalty Corp.                                                                        | CUSIP: 38071H106<br>LEI: 984500FC5D5B5YDB4B90 | Long             | EC               | CORP              | CA        |       979 | NS      | $3960.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media, Inc.                                                                          | Gray Media, Inc.                                                                          | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86858.95     | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Highbridge Loan Management 5-2015 Ltd                                                     | Highbridge Loan Management 5-2015 Ltd                                                     | CUSIP: 44331DAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     47727 | PA      | $47723.97     | 0.01%             | 2030-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP, LLC                                                                      | Kimco Realty OP, LLC                                                                      | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |      2691 | NS      | $54546.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                                                         | Merck & Co., Inc.                                                                         | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      5146 | NS      | $541667.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Providence St. Joseph Health                                                              | Providence St. Joseph Health                                                              | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $429052.09    | 0.07%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Bayhealth Medical Center, Inc.                                                            | Bayhealth Medical Center, Inc.                                                            | CUSIP: 74442PVD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $224005.28    | 0.04%             | 2051-07-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM4 Trust                                                                     | HOMES 2025-NQM4 Trust                                                                     | CUSIP: 403958AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227817 | PA      | $228918.79    | 0.04%             | 2070-08-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                   | MPLX LP                                                                                   | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181963.03    | 0.03%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                                                     | Microsoft Corporation                                                                     | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65668.18     | 0.01%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| NiSource Finance Corp.                                                                    | NiSource Finance Corp.                                                                    | CUSIP: 65473QBG7<br>LEI: ZHUWIE4VK4MIYES0UG62 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117053.64    | 0.02%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Shell PLC                                                                                 | Shell PLC                                                                                 | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     20099 | NS      | $1476874.52   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Trust 2020-A                                                   | SMB Private Education Loan Trust 2020-A                                                   | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27108 | PA      | $26365.14     | 0.00%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                            | Synopsys, Inc.                                                                            | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       965 | NS      | $453279.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                                                                       | Toll Brothers, Inc.                                                                       | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      2500 | NS      | $338050.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      9100 | PA      | $7770.26      | 0.00%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    310000 | PA      | $310617.58    | 0.05%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LunR Royalties Corp.                                                                      | LunR Royalties Corp.                                                                      | CUSIP: 550428106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       795 | NS      | $7561.12      | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| ING Groep N.V.                                                                            | ING Groep N.V.                                                                            | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |     36715 | NS      | $1035872.27   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Avianca MidCo 2 PLC                                                                       | Avianca MidCo 2 PLC                                                                       | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $200210.00    | 0.03%             | 2030-02-14      | Fixed         | 9.63%                 | Yes           |                  2 | On Loan: No      |
| COLT 2025-8 Mortgage Loan Trust                                                           | COLT 2025-8 Mortgage Loan Trust                                                           | CUSIP: 19689DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162976 | PA      | $164436.06    | 0.03%             | 2070-08-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                                      | Emerson Electric Co.                                                                      | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       427 | NS      | $56671.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XH4E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     32537 | PA      | $32701.67     | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    236454 | PA      | $232112.25    | 0.04%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corporation                                               | International Business Machines Corporation                                               | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      2980 | NS      | $882705.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2025-DSC2                                                      | J.P. Morgan Mortgage Trust 2025-DSC2                                                      | CUSIP: 46659VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121272 | PA      | $121973.19    | 0.02%             | 2029-08-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                                               | JetBlue Airways Corporation                                                               | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231725.00    | 0.04%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                          | Skandinaviska Enskilda Banken AB                                                          | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |     40828 | NS      | $861246.79    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Lineage, Inc.                                                                             | Lineage, Inc.                                                                             | CUSIP: 53566V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       615 | NS      | $21525.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McAfee Corp.                                                                              | McAfee Corp.                                                                              | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    125000 | PA      | $108972.50    | 0.02%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Valterra Platinum                                                                         | Valterra Platinum                                                                         | CUSIP: N/A<br>LEI: 529900RORCZ0E5S5FX81       | Long             | EC               | CORP              | ZA        |      2611 | NS      | $220675.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corporation                                                                      | Sumitomo Corporation                                                                      | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |     32700 | NS      | $1132244.88   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables 2025-1 LLC                                                     | PEAC Solutions Receivables 2025-1 LLC                                                     | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    225000 | PA      | $225677.59    | 0.04%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Revvity, Inc.                                                                             | Revvity, Inc.                                                                             | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    210000 | PA      | $197488.91    | 0.03%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Robinhood Markets, Inc.                                                                   | Robinhood Markets, Inc.                                                                   | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |       800 | NS      | $90480.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust 2017-4                                                          | Towd Point Mortgage Trust 2017-4                                                          | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     38583 | PA      | $37968.57     | 0.01%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $249218.75    | 0.04%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000 | PA      | $33794.66     | 0.01%             | 2031-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    455000 | PA      | $491986.81    | 0.08%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Samsonite Group S.A.                                                                      | Samsonite Group S.A.                                                                      | CUSIP: N/A<br>LEI: 549300UULS5HYFJSEL12       | Long             | EC               | CORP              | LU        |    120600 | NS      | $308070.68    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                     | Banco Santander, S.A.                                                                     | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | US        |    400000 | PA      | $420294.28    | 0.07%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                       | Abbott Laboratories                                                                       | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      8638 | NS      | $1082255.02   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelt Exploration Ltd.                                                                     | Kelt Exploration Ltd.                                                                     | CUSIP: 488295106<br>LEI: 549300OBXGWYN1VOFC24 | Long             | EC               | CORP              | CA        |      6879 | NS      | $38440.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                                                              | DNB Bank ASA                                                                              | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |     37956 | NS      | $1054208.89   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII 2024-CAR1, LLC                                        | Bayview Opportunity Master Fund VII 2024-CAR1, LLC                                        | CUSIP: 07336QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     98365 | PA      | $98489.09     | 0.02%             | 2031-12-26      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc.                                                                   | Berkshire Hathaway Inc.                                                                   | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      6726 | NS      | $3380823.90   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Melrose Industries PLC                                                                    | Melrose Industries PLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     87708 | NS      | $695409.02    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                          | Brixmor Operating Partnership LP                                                          | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35047.88     | 0.01%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                      | Edison International                                                                      | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165799.12    | 0.03%             | 2053-06-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C27                                                            | BBCMS Mortgage Trust 2024-5C27                                                            | CUSIP: 05555FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45000 | PA      | $47264.53     | 0.01%             | 2029-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust 2021-NQM1                                                    | Barclays Mortgage Loan Trust 2021-NQM1                                                    | CUSIP: 06744UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69462 | PA      | $64355.20     | 0.01%             | 2051-09-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| West Fraser Timber Co. Ltd.                                                               | West Fraser Timber Co. Ltd.                                                               | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |       696 | NS      | $42579.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140MHSH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    377513 | PA      | $320704.84    | 0.05%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dallas-Fort Worth International Airport Facility Improvement Corporation                  | Dallas-Fort Worth International Airport Facility Improvement Corporation                  | CUSIP: 2350364W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $137987.65    | 0.02%             | 2038-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                             | Enbridge Inc.                                                                             | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42953.97     | 0.01%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418CVA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     29959 | PA      | $28341.14     | 0.00%             | 2038-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     88608 | PA      | $90148.23     | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3138WJNE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    863189 | PA      | $787453.40    | 0.13%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140J5FG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    219627 | PA      | $213108.75    | 0.04%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 31425VMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8548 | PA      | $8815.10      | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 31427PHV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    321931 | PA      | $329138.87    | 0.06%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QNDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    235343 | PA      | $202208.33    | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QT2Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     55903 | PA      | $57119.22     | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3142GVJY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    107829 | PA      | $110108.34    | 0.02%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission, LLC                                                             | FirstEnergy Transmission, LLC                                                             | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95322.69     | 0.02%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QVG57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1005154 | PA      | $1039878.28   | 0.18%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140X6BM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    125156 | PA      | $122253.75    | 0.02%             | 2034-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9529 | PA      | $8697.02      | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-NQM3                                             | GS Mortgage-Backed Securities Trust 2025-NQM3                                             | CUSIP: 36274TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    161452 | PA      | $161772.17    | 0.03%             | 2029-08-25      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                           | CUSIP: 46655AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $90408.85     | 0.02%             | 2027-01-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                               | Lockheed Martin Corporation                                                               | CUSIP: 539830BH1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124975.00    | 0.02%             | 2026-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                                 | Arthur J. Gallagher & Co.                                                                 | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |        90 | NS      | $23291.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                                                    | SAP SE                                                                                    | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |      6768 | NS      | $1637668.00   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger Limited                                                                      | Schlumberger Limited                                                                      | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     27103 | NS      | $1040213.14   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $70161.21     | 0.01%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Sanofi                                                                                    | Sanofi                                                                                    | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |      8531 | NS      | $827927.78    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC Inc.                                                                                  | PTC Inc.                                                                                  | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       348 | NS      | $60625.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers, L.P.                                                                     | Regency Centers, L.P.                                                                     | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99562.34     | 0.02%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                                | Rogers Communications Inc.                                                                | CUSIP: 775109DE8<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86710.38     | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    180000 | PA      | $163195.31    | 0.03%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $772781.28    | 0.13%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    141500 | PA      | $134980.42    | 0.02%             | 2054-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                                   | Williams Scotsman, Inc.                                                                   | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    266000 | PA      | $277571.00    | 0.05%             | 2031-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    620000 | PA      | $648135.88    | 0.11%             | 2029-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Welltower Inc.                                                                            | Welltower Inc.                                                                            | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |      9878 | NS      | $1833455.58   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp.                                                                        | MP Materials Corp.                                                                        | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       612 | NS      | $30918.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley                                                                            | Morgan Stanley                                                                            | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    330000 | PA      | $343557.09    | 0.06%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                              | Zimmer Biomet Holdings, Inc.                                                              | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       534 | NS      | $48017.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NGEx Minerals Ltd.                                                                        | NGEx Minerals Ltd.                                                                        | CUSIP: 62930A102<br>LEI: 549300M2DU5ORAGOIG27 | Long             | EC               | CORP              | CA        |      4282 | NS      | $79865.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanford Health Care                                                                      | Stanford Health Care                                                                      | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116648.81    | 0.02%             | 2048-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                     | Sumitomo Mitsui Financial Group, Inc.                                                     | CUSIP: 86562MCT5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200077.26    | 0.03%             | 2026-01-13      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Tradeweb Markets Inc.                                                                     | Tradeweb Markets Inc.                                                                     | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1362 | NS      | $146469.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $125270.13    | 0.02%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       900 | PA      | $946.97       | 0.00%             | 2032-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    330100 | PA      | $347937.44    | 0.06%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65000 | PA      | $65785.79     | 0.01%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                                    | Verisk Analytics, Inc.                                                                    | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       392 | NS      | $87686.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodman Funding Pty Ltd                                                                   | Goodman Funding Pty Ltd                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      7492 | NS      | $154166.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Omai Gold Mines Corp.                                                                     | Omai Gold Mines Corp.                                                                     | CUSIP: 682043104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     21861 | NS      | $22298.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Energy Ltd.                                                                     | Advantage Energy Ltd.                                                                     | CUSIP: 00791P107<br>LEI: 549300WK5YRPOB2DTT64 | Long             | EC               | CORP              | CA        |      3232 | NS      | $27644.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Instructure Holdings, Inc.                                                                | Instructure Holdings, Inc.                                                                | CUSIP: 45115MAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    210000 | PA      | $210000.00    | 0.04%             | 2032-09-10      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| LSF9 Atlantis Holdings, LLC                                                               | LSF9 Atlantis Holdings, LLC                                                               | CUSIP: 50226BAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    210527 | PA      | $210591.90    | 0.04%             | 2029-03-29      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Chevron U.S.A. Inc.                                                                       | Chevron U.S.A. Inc.                                                                       | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191817.81    | 0.03%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Comcast Corporation                                                                       | Comcast Corporation                                                                       | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134155.23    | 0.02%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132CXAM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     72228 | PA      | $66997.04     | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XH2F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     22417 | PA      | $19310.11     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Warehouses De Pauw                                                                        | Warehouses De Pauw                                                                        | CUSIP: N/A<br>LEI: 549300HWDYC5JXC85138       | Long             | EC               | CORP              | BE        |      3347 | NS      | $87039.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Turaco Gold Limited                                                                       | Turaco Gold Limited                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     79809 | NS      | $44184.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    854072 | PA      | $696137.85    | 0.12%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     81705 | PA      | $82118.41     | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 35564KMA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     26207 | PA      | $26208.79     | 0.00%             | 2041-11-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    104268 | PA      | $90005.11     | 0.02%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    266285 | PA      | $229777.19    | 0.04%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179XFL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51911 | PA      | $53400.14     | 0.01%             | 2052-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                                     | Gilead Sciences, Inc.                                                                     | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     13067 | NS      | $1603843.58   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                            | Goldman Sachs Group, Inc., The                                                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1468 | NS      | $1290372.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Ltd                                                                             | Fortescue Ltd                                                                             | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |       822 | NS      | $12017.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                             | Netflix, Inc.                                                                             | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     23410 | NS      | $2194921.60   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                                                                         | Nucor Corporation                                                                         | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       900 | NS      | $146799.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                          | Skandinaviska Enskilda Banken AB                                                          | CUSIP: 830505AZ6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | US        |    335000 | PA      | $339909.73    | 0.06%             | 2027-03-05      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Travelers Companies, Inc. , The                                                           | Travelers Companies, Inc. , The                                                           | CUSIP: 89417E109<br>LEI: 54930005DC1T4GCMYS22 | Long             | EC               | CORP              | US        |      1475 | NS      | $427838.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    107900 | PA      | $118160.99    | 0.02%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1040000 | PA      | $1036425.00   | 0.18%             | 2030-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                                                  | Volkswagen Group of America Finance, LLC                                                  | CUSIP: 928668CC4<br>LEI: 5493004OKBY1W66Q5Y80 | Long             | DBT              | CORP              | US        |    400000 | PA      | $429374.56    | 0.07%             | 2030-11-16      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                     | Wells Fargo & Company                                                                     | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    210000 | PA      | $221909.14    | 0.04%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                                                         | Admiral Group PLC                                                                         | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |     12327 | NS      | $527995.50    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Franco-Nevada Corporation                                                                 | Franco-Nevada Corporation                                                                 | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1698 | NS      | $351971.13    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Healthineers AG                                                                   | Siemens Healthineers AG                                                                   | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Long             | EC               | CORP              | DE        |     16190 | NS      | $848162.38    | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Capstone Copper Corp.                                                                     | Capstone Copper Corp.                                                                     | CUSIP: 14071L108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      7819 | NS      | $78500.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northam Platinum Limited                                                                  | Northam Platinum Limited                                                                  | CUSIP: N/A<br>LEI: 378900EB75D7D2C73323       | Long             | EC               | CORP              | ZA        |      2889 | NS      | $58400.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aris Mining Corporation                                                                   | Aris Mining Corporation                                                                   | CUSIP: 04040Y109<br>LEI: 5493001GJ5TILX6L1F82 | Long             | EC               | CORP              | CA        |      2662 | NS      | $43172.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adyen N.V.                                                                                | Adyen N.V.                                                                                | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |       279 | NS      | $450160.74    | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AIB Group Public Limited Company                                                          | AIB Group Public Limited Company                                                          | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212725.64    | 0.04%             | 2029-09-13      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Bank5 2024-5YR8                                                                           | Bank5 2024-5YR8                                                                           | CUSIP: 065923BF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $94572.61     | 0.02%             | 2029-07-17      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc.                                                                               | Ecolab Inc.                                                                               | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       396 | NS      | $103957.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Operating LLC                                                         | Enterprise Products Operating LLC                                                         | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172025.07    | 0.03%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36178EDG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31553 | PA      | $28937.14     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179SNV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       370 | PA      | $345.49       | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179SYT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50223 | PA      | $48517.20     | 0.01%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Assicurazioni Generali Societa' Per Azioni                                                | Assicurazioni Generali Societa' Per Azioni                                                | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |      9212 | NS      | $385469.27    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                                     | Keurig Dr Pepper Inc.                                                                     | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      3248 | NS      | $90976.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PSMC 2021-2 Trust                                                                         | PSMC 2021-2 Trust                                                                         | CUSIP: 69376CAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    149594 | PA      | $136033.65    | 0.02%             | 2027-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Company                                                         | Pioneer Natural Resources Company                                                         | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114888.88    | 0.02%             | 2026-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                                        | RGA Global Funding                                                                        | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80356.26     | 0.01%             | 2028-08-25      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $664591.79    | 0.11%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Dowlais Group PLC                                                                         | Dowlais Group PLC                                                                         | CUSIP: N/A<br>LEI: 213800XM8WOFLY6VPC92       | Long             | EC               | CORP              | GB        |    134397 | NS      | $151969.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Endo Luxembourg Finance Company I S.a r.l.                                                | Endo Luxembourg Finance Company I S.a r.l.                                                | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    212738 | PA      | $210876.89    | 0.04%             | 2031-04-23      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                                                   | Ellucian Holdings, Inc.                                                                   | CUSIP: 28917XAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    205000 | PA      | $206344.80    | 0.04%             | 2032-11-14      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Magnum Ice Cream Company B.V., The                                                        | Magnum Ice Cream Company B.V., The                                                        | CUSIP: N/A<br>LEI: 25490052LLF3XH6G9847       | Long             | EC               | CORP              | NL        |       360 | NS      | $5706.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Services, Inc.                                                                       | CBRE Services, Inc.                                                                       | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60253.57     | 0.01%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc.                                                                          | Caterpillar Inc.                                                                          | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      2620 | NS      | $1500919.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Pipelines Holding Company LLC                                                    | Columbia Pipelines Holding Company LLC                                                    | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $275079.31    | 0.05%             | 2032-11-17      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                            | Element Fleet Management Corp.                                                            | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170543.24    | 0.03%             | 2030-11-24      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Equity Residential                                                                        | Equity Residential                                                                        | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      3321 | NS      | $209355.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DM5G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    123458 | PA      | $104417.07    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418B6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    144189 | PA      | $130817.20    | 0.02%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                                                   | MasterCard Incorporated                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      4411 | NS      | $2518151.68   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                                                                   | Micron Technology, Inc.                                                                   | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      1492 | NS      | $425831.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Company                                                                      | Weyerhaeuser Company                                                                      | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |       820 | NS      | $19425.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corporation                                                                      | AppLovin Corporation                                                                      | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       459 | NS      | $309283.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corporation                                                                  | Atmos Energy Corporation                                                                  | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      2757 | NS      | $462155.91    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank 2025-BNK51                                                                           | Bank 2025-BNK51                                                                           | CUSIP: 06541HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40000 | PA      | $41166.88     | 0.01%             | 2067-12-16      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                             | Banner Health                                                                             | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62752.25     | 0.01%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Bel Fuse Inc.                                                                             | Bel Fuse Inc.                                                                             | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |       121 | NS      | $20525.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                                                             | Broadcom Inc.                                                                             | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412102.84    | 0.07%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Cougar JV Subsidiary, LLC                                                                 | Cougar JV Subsidiary, LLC                                                                 | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $200752.04    | 0.03%             | 2032-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Great-West Lifeco Inc.                                                                    | Great-West Lifeco Inc.                                                                    | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |     13081 | NS      | $645115.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Digicel International Finance Limited                                                     | Digicel International Finance Limited                                                     | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $218007.30    | 0.04%             | 2032-08-01      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                                       | EOG Resources, Inc.                                                                       | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      1075 | NS      | $112885.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                                                                       | Expedia Group, Inc.                                                                       | CUSIP: 30212PAM7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73095.20     | 0.01%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133L75R4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    124960 | PA      | $113283.89    | 0.02%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QL6V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    288378 | PA      | $246965.76    | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QUD86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8921 | PA      | $9335.33      | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     60000 | PA      | $57146.44     | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Firefly Aerospace Inc.                                                                    | Firefly Aerospace Inc.                                                                    | CUSIP: 31816X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       742 | NS      | $16598.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179RJG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76024 | PA      | $75846.46     | 0.01%             | 2045-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22158 | PA      | $20676.59     | 0.00%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    211881 | PA      | $182832.13    | 0.03%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SPA                                                                       | Intesa Sanpaolo SPA                                                                       | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |    115457 | NS      | $797986.80    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                                            | Stora Enso Oyj                                                                            | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | EC               | CORP              | FI        |     47722 | NS      | $596292.06    | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| Marriott International, Inc.                                                              | Marriott International, Inc.                                                              | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       197 | NS      | $61117.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc.                                                                | Rogers Communications Inc.                                                                | CUSIP: 775109CJ8<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | US        |    315000 | PA      | $269140.69    | 0.05%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Williams Companies, Inc., The                                                             | Williams Companies, Inc., The                                                             | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55936.05     | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $598828.14    | 0.10%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables 2025-1 LLC                                                            | Verdant Receivables 2025-1 LLC                                                            | CUSIP: 92340GAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101231.09    | 0.02%             | 2033-05-12      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bancorporation                                                           | Western Alliance Bancorporation                                                           | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |       520 | NS      | $43716.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnum Ice Cream Company B.V., The                                                        | Magnum Ice Cream Company B.V., The                                                        | CUSIP: N/A<br>LEI: 25490052LLF3XH6G9847       | Long             | EC               | CORP              | NL        |     13796 | NS      | $218965.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |

### Signature

**Date Signed:** 2026-02-25

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer